S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/23/2020 PM
Note: An interesting trading day today, as markets couldn’t hold 3300 and 3250 came rapidly into play. The confirmation of the move lower was the VIX which trended higher throughout the session. SPX options volume was average at 1.1mm contracts and just a 1.5PC ratio. As usual there was a lot of volume in the […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.