S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/01/2020 AM
Daily Note: Strong mean revertive moves today in the SPX which closed down slightly on the day. 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 also mentioned wanting to see […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.