S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/30/2020 PM
Daily Note: Strong mean reverting moves today in the SPX which closed down slightly on the day despite a test of 3600. The VIX finished back on those post-Covid lows, with SPX options volume decent at 1.1mm contracts. The VIX breaking 20 may be the precursor to this market making a run at 3700. We […]
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