SpotGamma™

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

SpotGamma Report for: 07/07/2020 PM

Note:Markets tagged the Volatility Trigger high today (3175 ES) before closing on the lows. VIX is now sniffing 30, but QQQ and many of the top names only gave back about 1% on the day. Options volume was very light at ~700k contracts and a 2.0 PC ratio. This volume is quite uninspiring and leaves […]

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