SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 10/12/2020 PM

Note:Today was quite an outlier as markets ramped well ahead of our expected move. There are a slew of datapoints to consider along with this. First we’d note the VIX was up today along with the surge in markets. VIX up, market up is always a strange signal – so we scan SPX options volume. […]

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