SpotGamma™

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

SpotGamma Report for: 12/21/2020 AM

Daily Note: Futures are down sharply to 3640, but well off of the overnight lows of 3595. Covid headlines are being assigned as the reason for this move, but don’t find it coincidental that this volatility picks up directly after the large December expiration. This chart from Goldman reiterates just how large this OPEX was […]

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