SpotGamma™

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

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 […]

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