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Aug 12 2020

SpotGamma Report for: 08/12/2020 PM

Note:A fairly powerful rally today into the 3387 Combo Strike, erasing yesterdays decline. There were some large futures sellers at that high which capped the rally (chart). SPX options volume was light with a 1.5PC ratio. Combine the mildly aggressive call buying with long puts getting crushed and that could have really fueled this push […]

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Written by Spot Gamma · Categorized: Daily Note

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