S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/20/2021 PM
Daily Note: Despite a fairly sharp overnight drop the cash session was rather benign, ending in the S&P500 -1.09% close/close & +0.3% open/close. We note the S&P closed at session highs, with the VIX closing on session lows. It appeared the demand for S&P downside ended as the European sessions closed. Overall this price action […]
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