SpotGamma Report for: 10/05/2020 PM

Note:Markets rallied up to 3400 which was the top end of our range. While the VIX closes higher on the day it did finish on its lows. SPX options volume was average at 930k.There is a large pocket of calls at 3500 in SPX, but notably 350 in SPY (chart). We often view open interest […]