S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/05/2020 PM
Note:Markets were unable to muster much after the initial gap open in what was another prototypical "high gamma day" (tight trading range/mean reversion). This small movement will certainly help that realized volatility metric move lower, and to that point we'd note that VIX broke 23 today. SPX volume was a bit stronger at 900k contracts […]
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