S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/01/2020 PM
Note:Quite an interesting day which I will equate to month end flows. My FANGMAN index was up ~3.5% today with SPX only putting in 0.50%. VIX was also hit hard, but that didnt help markets finishe at their highs. Options volume was average with a 1.5 PC ratio - that combined with a close >3100 […]
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