Macro Theme: Daily Theme: Daily Note: NOTE TO FOLLOW SpotGamma Proprietary Levels Latest Data Previous SPY NDX QQQ Ref Price: 3930 3930 392 11945 291 SpotGamma Imp. 1 Day Move: Est 1 StdDev Open to Close Range 1.24%, (±pts): 49.0 VIX 1 Day Impl. Move:2.01% SpotGamma Imp. 5 Day Move: 2.99% 4123 (Monday Ref Px) […]
Early Data Release
Early Data Release: 2022-05-12 02:58 EDT
Macro Theme: Daily Theme: Daily Note: NOTE TO FOLLOW SpotGamma Proprietary Levels Latest Data Previous SPY NDX QQQ Ref Price: 3932 3953 392 11969 291 SpotGamma Imp. 1 Day Move: Est 1 StdDev Open to Close Range 1.23%, (±pts): 48.0 VIX 1 Day Impl. Move:2.07% SpotGamma Imp. 5 Day Move: 2.99% 4123 (Monday Ref Px) […]
Early Data Release: 2022-05-11 02:58 EDT
Macro Theme: Daily Note: n SpotGamma Proprietary Levels Latest Data Previous SPY NDX QQQ Ref Price: 3999 3999 398 12346 300 SpotGamma Imp. 1 Day Move: Est 1 StdDev Open to Close Range 1.27%, (±pts): 51.0 VIX 1 Day Impl. Move:2.08% SpotGamma Imp. 5 Day Move: 2.99% 4123 (Monday Ref Px) Range: 4000.0 | 4247.0 […]