SpotGamma™

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

SpotGamma Report for: 07/22/2020 PM

Note:The VIX continued its drop and I think that helps push the market up into the close right to that 3275 Combo strike level. "No news" and or "no movement" ends up being bullish as implied volatility fades which incents dealers to cover shorts. We note that MSFT & TSLA beat expectations, with TSLA being […]

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