SpotGamma™

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

SpotGamma Report for: 11/26/2020 PM

Daily Note: Major indicies put in a very flat performance today, which we view as healthy. SPX volume was on the lighter side at 850k with a 1.78 PC ratio. The real excitement was in single stocks, with huge call volumes in retail favorites like SPCE, PLTR, TSLA and NIO. TSLA alone traded over 1mm […]

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