SpotGamma™

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

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 […]

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