S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/11/2020 PM
Daily Note: We certainly saw larger swings today, however markets nearly unchanged. The VIX was also up on the day despite closing well of its highs. SPX options volume was robust at 1.4mm contracts and a 1.8PC ratio. There was a very strong market bounce off of the 3625 Zero Gamma level which coincided with […]
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