SpotGamma™

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

SpotGamma Report for: 12/07/2020 PM

Daily Note: Major indices were fairly quiet, with the SPX off only 7 handles. The VIX closed on the lows of the day but holds >1pt over the key 20 strike. SPX options volume was decent at 1mm contracts and a 1.7PC Ratio. We don't anticipate much changes in SG levels for tomorrow. Volumes in […]

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