S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
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 […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.