S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/02/2020 PM
Note:Today was obviously very volatile as algos reacted to various covid/stimulus headlines. In the end the SPX closed right on the large 3350 interest area and the VIX closed well off its highs. Interestingly SPX options volume was only 1mm contracts on a 1.6PC ratio. Given the headlines today its surprising there wasnt more demand […]
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