S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/20/2020 PM
Note:Bulls on parade today as we close a bit over 3250 SPX and the VIX continues its descent. SPX volume was decent with a 1.3 PC ratio showing calls well in favor over puts. Our FANG index went +5.2% after underperforming the SPX last week. Our view is that with so many calls expiring on […]
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