SpotGamma™

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

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 […]

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