S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
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 […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.