SpotGamma Report for: 10/29/2020 AM

Daily Note: Futures are at 3285 with an overnight high of 3310. From yesterdays flows its clear that some ITM puts were monetized as 2-5k contracts were closed at nearly every strike >=3285. Nearly 40k net calls were added to the 3515 strike, and 10-20k added to select strikes around 3400. There was also 120k […]