S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/12/2021 PM
Daily Note: As anticipated markets held the large 3800 options strike despite a mid day check down to 3777. Despite the flat SPX performance on the day, the VIX did close at the days low of 23. SPX options volume was average at 950k, but again with a put heavy 2.1PC ratio. Again like yesterday […]
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