S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/26/2020 PM
Note:Todays action was quite something. The SPX closed just a few ticks above the 3476 Combo strike, but the VIX also closed up 1.2 points on the day (+5). You could watch the market tick higher today and see the VIX go along with it, suggesting that it was calls pushing that volatility index up. […]
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