SpotGamma™

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 […]

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