S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/06/2020 PM
Note:SPX stays well within the estimated range and closes right near the 3177 combo strike, despite a ~2.5% QQQ move (4% FANGMAN, amazing chart). The VIX was also UP on the day which is a strange divergence with average SPX options volume and a 1.8PC ratio. These sort of days highlight what can be the […]
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