S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/09/2020 PM
Daily Note: An incredible range today, hearkening back to March volatility levels. The initial gap higher was about 150 handles (3644 SPX high) over Fridays closing levels. That move was retraced to close at 3550, up just over 1%. RUT started limit up (~8%) to close ~+3%, and NQ closed down over 2% on the […]
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