S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/22/2020 PM
Note:A lot of ground covered today as the market bottomed around the 3267 Combo strike and then rallied up through Zero Gamma to 3315. SPX volume was light at 890k and a 1.9 PC ratio. The VIX was hit hard into the close and this appeared to signal the end of day move higher in […]
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