S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/09/2020 PM
Note:It was a fairly typical high gamma day as markets checked off of the 3458 low and stayed in a fairly tight range after throughout the afternoon. The VIX closed under 25 today and is threatening to break lows not seen since August highs. SPX options volume was decent at 1.1mm contracts and a bullish […]
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