SpotGamma™

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

SpotGamma Report for: 01/20/2021 AM

Daily Note: After a brief dip to 3785 markets pinned 3800, with QQQ +1.46% and IWM +1.28%. Oddly SPX options volume was decent at 1.1mm contracts but with a 2.1PC ratio. That ratio was similar in QQQ (2.1) but less put heavy in SPY (1.6). The VIX opened lower at 23.24 (-4.5%) but actually closed […]

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