SpotGamma™

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

SpotGamma Report for: 12/14/2020 PM

Daily Note: The SPX closed down only 44bps today, but it was well off its high of 3697.   Note both Q's and IWM were positive.  SPX options saw a put heavy 2.1PC ratio on solid volume of 1.4mm contracts. This flow, plus the fact that SPX closes on the 3645 Vol Trigger indicates we should […]

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