SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 09/21/2020 PM

Note:Markets covered a lot of ground just to close flat to opening levels. Overall it felt like sellers lost momentum and that implied vol drop->dealer short covering mechanism kicked in. The VIX was unable to hold the 30 level and closed at the days lows - but is still up ~2pts on the day. SPX […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.