S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/05/2020 AM
Daily Note: The chase is on. Futures are surging higher, with ES tagging 3500 (+1.7%) and NQ to 12050 (2.5%). The VIX of course has dropped sharply, too (~26.8, -10%). The bulk of our charts show some pretty amazing rebounds, with our Risk Reversal being one of the most interesting. As you can see the […]
###
If you're already a SpotGamma member, please login below or on the Account Page to access this content.