SpotGamma™

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 […]

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