S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/17/2020 PM
Daily Note: The S&P held a pretty tight range after the AM bounce from just over the large SPX combo strike noted this AM. SPX volume was light at 800k contracts and the VIX was fairly flat. Based on todays volume we do not anticipate any substantial changes in levels overnight. There is an interesting […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.