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May 15 2020

SpotGamma Report for: 05/15/2020 PM

Fairly benign session today. There were a few deltas to buy based on the May AM expiration and also VIX moving lower, and that may have put the bid into the market. Interesting that at 4:10 futures immediately reversed. While this rally may extend next week I would not base that solely on todays movement […]

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Written by Spot Gamma · Categorized: Daily Note

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