S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/31/2020 PM
Daily Note: Markets held a tight range for most of the day, then launched shortly after 2pm. Amazingly the SPX closed at its all time high at 4pm on 12/31. The VIX was flat, and options volume was robust at 1.6mm contracts and a 1.6PC ratio. That 3756 close did take out the 3750 Call […]
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