S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/15/2020 PM
Note:The session low in SPX was right off of the open as mean reversion kicked in and we rallied back to 3490. SPX volume was average with a 1.6PC ratio. There was a bit of activity in tomorrows expiration, but a lot remains to come off the board at the 9:30AM EST cash open.There is […]
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