SpotGamma™

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

SpotGamma Report for: 04/07/2020 PM

This was apparently the largest SPX gain (cash session) every to close negative on the day. Curiously options volume on the day was decent but with a put call ratio of 1.1 - so that call volume we keep clamoring for comes on a day with a large reversal. The largest strikes for call volume […]

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