S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/31/2020 PM
Note:A very typical high gamma chop today in SPX which close right at 3500. SPX volume was decent at 1.1mm contracts and a 1.7PC ratio. The VIX continues to build, closing at 26.5 - the high of the day. We're still waiting for the Call Wall to shift higher and confirm more upside in the […]
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