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Dec 15 2020

SpotGamma Report for: 12/15/2020 PM

Daily Note: Markets staged a very strong rally that pushed through our expected range, but stopped at the 3700 Call Wall. Oddly SPX options had 2.0PC ratio again, but a bit lighter volume (1mm contracts). We can't say that these movements are particularly surprising given all that is happening under the SPX hood, and we […]

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Written by Spot Gamma · Categorized: Daily Note

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