SpotGamma™

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

SpotGamma Report for: 11/11/2020 PM

Daily Note: As the SG Index forecasted we held another tight 20 point range in SPX today. SPX volume was light at 850k contracts and the VIX shed roughly 5%. The NDX with its larger negative gamma position increased 2.2%.  As mentioned this morning we expect to see the NDX remain much more volatile than […]

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