SpotGamma Report for: 01/12/2021 AM

Daily Note: 3800 was the pivot area and the center of a fairly tight trading range today. SPX options volume was solid at 1.1mm contracts and a 2.18 PC ratio. That is a decidedly bearish PC ratio which differs from SPY (1.5) but aligns with a dour 2.9 ratio in QQQ. Whats also notable about […]