SpotGamma Report for: 12/25/2020 AM

Daily Note: Another fairly quiet session today, with SPX again holding the large 3700 gamma area. SPX options volume was just 645k, with a 1.5PC ratio. The VIX did manage to break sharply and closed down 1.75 pts or -7.6%). We don't anticipate much change in levels going into Monday. We hope everyone has a […]