S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/23/2020 PM
Daily Note: Quite an ugly close as the SPX loses ~15 handles in the final 15 minutes of trading. We don't make much of it as that drop more or less realigns the SPX with the large 3285-3700 gamma area. Options volume was average at 900k contracts and a 1.6PC ratio. While major indicies made […]
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