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 […]