S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/30/2020 PM
Daily Note: Markets tested the overnight low before putting in a ~30 handle rip into the close. Likely linked to this move was SPX options hedging. SPX volume was quite high at 1.5mm contracts but with a 1.2 PC ratio. That is very large call volume which likely required hedging into the close. That need, […]
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