S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/08/2020 PM
Note:These large directional moves are what we look for in negative gamma environments. SPX volume was decent at 1.2mm but tilted towards puts: 1.7PC ratio. I'd note also that the VIX closed well off its highs despite SPX closing near lows. With this "not particularly bearish" SPX data I continue to attribute the weakness to […]
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