SpotGamma Report for: 11/16/2020 PM

Daily Note: The S&P gave a few tests of the 3600 level today, but ended up closing higher to 3626 thanks to a 10 handle ramp in the final 60 seconds of trading. The VIX was sold pretty hard into the close, with S&P options volume average (1mm contracts) but call heavy at a 1.5PC […]