SpotGamma™

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

SpotGamma Report for: 11/20/2020 PM

Daily Note: While the SPX had quite a weak close to 3557 it still held the days anticipated range of 3550-3600. The VIX closed at the days highs (23.7) and SPX volume was decent at 1mm contracts and a 1.9PC ratio. These are not great marks if you’re a bull. This week we touched on […]

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