S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/04/2020 PM
Note:Quite an intense trading day today with the SPX whipsawing hundreds of handles. 3350 was the key low, and we close just over the Volatility Trigger at 3425. Options volume picked up in SPX to finish at 1.7mm contracts and a 1.7PC ratio. This flow again doesnt strike me as "panicked", despite the volatility. Equity […]
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