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 […]
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