S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/11/2020 PM
Note:The Combo 3379 proved to be resistance today, and markets obviously had quite a weak afternoon. We note in ES there was a 5k lot sell order (on the bid) to spark the move lower and dash any plans of mean reversion. Its also interesting that the VIX was ~20 preopen and closed at 24. […]
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