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Sep 09 2020

SpotGamma Report for: 09/09/2020 PM

Note:A nice rally for markets today and a large jump in many single stocks. The VIX really broke down around 10AM EST and that was the "all clear" signal. There was a lot of OI at 3400, and a sharp drop right at the close had us peg a 3399 final SPX print. Options volumes […]

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Written by Spot Gamma · Categorized: Daily Note

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