SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 08/13/2020 PM

Note:We didnt quite reach that 3391 combo area - but there appears to be some consistent selling in the 3385 area. There was light options volume (700k) but with a put heavy 1.9PC ratio. So, SPX isnt buying into highs. Whats fascinating is if you look at SPY its a call heavy 1.17 PC ratio […]

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