S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/29/2020 PM
Daily Note: The S&P rejected off of the 3750 Call Wall right on the open and trended lower for most of the day to close at 3727. This range was just a few bps outside of the SG Implied range of 67bps. The VIX closed higher on the day to 23.24, and about .50 off […]
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