S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/28/2020 PM
Daily Note: Quite an interesting day in markets, as the SPX closed +87bps, ND, +100bps, but RUT -37bps. We note that the VIX closed just off of the days high at 21.79, with SPX options volume average at 990k contracts. There was a 1.4 PC ratio which is fairly call tilted for the S&P. Our […]
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