SpotGamma™

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

SpotGamma Report for: 11/18/2020 PM

Daily Note: The 3600 Call Wall held its ground today as markets were materially weak into the close, finishing -1.16%. The VIX closed at the days high of 24, and SPX options volume was strong at 1.2mm contracts on a 1.75PC ratio. We anticipate a shift higher in the Zero Gamma level tomorrow due to […]

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