S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/10/2020 PM
Daily Note: SPX held a tight trading range today as anticipated. SPX options volume was light at 830k, and the VIX closed slightly higher to 22.50. Based on this small price shift and low volume we don’t anticipate changes in SG levels overnight. The key range remains 3650-3700. JPM provided this chart (h/t TME) which […]
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