S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/27/2020 PM
Note:A lot of volatility today, but the SPX respected the large options levels of 3500 and 3475. While the VIX did close well off its highs it still closed up another 1.2pts (+5%). This phenomenon of VIX higher, market higher is very curious but I have yet to find a great explanation.SPX options volume was […]
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