S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/17/2020 PM
Daily Note: SPX holds adds 58 bps after a quiet trading day. The SG implied move was 67bps, yet VIX remains bid. These tight trading ranges will keep pressure on realized volatility, which ties back into VIX (implied vol) pressure. SPX options volume was average at 1mm contracts, and we note about 46% of total […]
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