S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/24/2020 AM
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. VIX gave some back, and the SPX volume was decent at 1mm contracts with a 1.5PC ratio. As today was an OPEX day a good chunk of […]
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