SpotGamma™

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

SpotGamma Report for: 12/30/2020 PM

Daily Note: Little movement in markets again today, but we do note outperformance in IWM +1%. The VIX was fairly quiet, and SPX options volume was average with a 1.6PC ratio. There is a fair amount of gamma expiring tomorrow in both S&P and NQ due to the quarterly/end of year expiration. The outlook we've […]

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