S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/05/2020 AM
Daily Note: cboe_occ_dataImport_V2.pyMarkets vaulted higher today as implied volatility collapsed. We had been targeting 3500 as the high, but the SPX stalled out at 3486 before pulling back. Despite closing at 3450 the SPX was still up 2.2% - however the real action was in the NQ which was up 4.5%, and up 7.5% from […]
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