SpotGamma™

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

SpotGamma Report for: 11/19/2020 PM

Daily Note: The SPX closed at session highs, up 40bps. Immediately after the 4pm close futures gave back 10-15 handles to close flat. SPX volume was average at 950k contracts with a 1.5PC ratio. Overall a rather quiet day. We're not anticipating any material changes in markets into tomorrows AM OPEX. For single stocks/ETFs we […]

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