S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/06/2020 PM
Note:Anecdotally strange things seem to happen when markets break the Call Wall. Today it was Trumps “no stimulus deal” tweets which took the SPX down from a 3431 to 3354 a low. The VIX tested 30 with an SPX PC ratio of 1.6 – so both volume (865k contracts) and the PC ratio aren’t particularly […]
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