S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/08/2020 AM
Daily Note: Major indicies 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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