S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/06/2020 PM
Daily Note: Markets had a much smaller trading range today as indicated this AM by the SG Implied move. Markets seemed tethered to 3500, which may have factored into the VIX’s 2.7pt (-10%) drop. Generally we would look for that IV decay to provide a lift for markets, but the OI for 3500 is quite […]
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