SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 11/05/2020 PM

Daily Note: While there was an early push to 3525 today the SPX pulled back and consolidated above the large OI strike of 3500. The VIX finished marginally higher vs the open, and along with that we’d note that SPX PC ratio was 1.89 on 1.1mm contracts. One wouldn’t expect to see those readings on […]

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