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Sep 18 2020

SpotGamma Report for: 09/18/2020 PM

Note:The market revolved around 3350 today but there was notable weakness in tech stocks. This weakness isnt terribly suprising given the call burn thats likely taking place. We note that about 60% of equities have their largest gamma position expiring tommorrow. The VIX was only up slightly which is interesting given decent SPX volume and […]

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Written by Spot Gamma · Categorized: Daily Note

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