Jul 28 2020

SpotGamma Report for: 07/28/2020 PM

Note:The most remarkable thing about today was the SPX options volume: 570k contracts. This chart shows SPX volume up to yesterday, and todays will be quite a bit lower that the final datapoint. There obviously was a decent move lower into the close but that still didnt bring out any options traders.Clearly the markets wait […]

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