S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/08/2020 PM
Note:Markets close near 3175 resistance after testing the 3125 (ES) Vol Trigger level earlier in the day. Options volume was ok at 900k but much of that was in todays expiration. We saw a 1.75 PC ratio which leans a bit bearish as did yesterdays 2:1 PC ratio. Todays action does not give us much […]
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