SpotGamma™

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

SpotGamma Report for: 11/23/2020 PM

Daily Note: The SPX had fairly volatile day with a roundtrip move from ~3585-3550 and back. The highs seemed to reject just under the large 3592 Combo area, and lows bounced off of 3550.  VIX gave some back, and the SPX volume was decent at 1mm contracts with a 1.5PC ratio. As today was an […]

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