SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 01/05/2021 PM

Daily Note: The SPX bounced off of key 3700 support this AM to close higher at 3726. SPX options volume was light at 860k and a 1.8PC ratio. The VIX finally broke right around 12EST - that EU closing time shows up again... The GA elections hopefully move past us this evening, and we enter […]

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