SpotGamma Report for: 11/18/2020 AM

Daily Note: Futures are flat to the cash close, with key SG levels unchanged. The Call Wall which is our resistance point remains at 3600. Yesterday we mentioned three indicators that made fresh “call tilted” highs: the SG Index, risk reversal, and Gamma Tilt. All three reversed yesterday. This is not terribly surprising given the […]

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