S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/04/2020 PM
Daily Note: Our target of 3700 was achieved on the close today in SPX +0.88%, with IWM +2.3% and Q’s +0.44%. The VIX did trend lower into the close to once again test post-Covid lows near 20.5. SPX options volume was solid at 1.1mm contracts and a 1.6 PC ratio. Of course now that the […]
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