Macro Theme: Key Levels: Macro Note TBA Ref Price: 3783 SG Implied 1-Day Move: 1.25% SG Implied 5-Day Move: 3.08% Volatility Trigger: 3800 Absolute Gamma Strike: 4000 Call Wall: 3835 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3783 3780 377 […]
Early Data Release
Early Data Release: 2022-10-05 03:30 EDT
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3790 SG Implied 1-Day Move: 1.25% SG Implied 5-Day Move: 3.08% Volatility Trigger: 3755 Absolute Gamma Strike: 4000 Call Wall: 3835 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3790 3786 377 […]
Early Data Release: 2022-10-04 03:30 EDT
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3677 SG Implied 1-Day Move: 1.25% SG Implied 5-Day Move: 3.08% Volatility Trigger: 3800 Absolute Gamma Strike: 4000 Call Wall: 3835 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3677 3679 366 […]
Early Data Release: 2022-10-03 03:30 EDT
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3589 SG Implied 1-Day Move: 1.09% SG Implied 5-Day Move: 3.08% Volatility Trigger: 3800 Absolute Gamma Strike: 4000 Call Wall: 3835 Put Wall: 3500 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3589 3597 357 […]
Early Data Release: 2022-09-30 03:30 EDT
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3641 SG Implied 1-Day Move: 1.2% SG Implied 5-Day Move: 2.7% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4400 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3641 3636 362 […]
Early Data Release: 2022-09-29 03:30 EDT
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3717 SG Implied 1-Day Move: 1.25% SG Implied 5-Day Move: 2.7% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4300 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3717 3734 370 […]
Early Data Release: 2022-09-28 03:30 EDT
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3648 SG Implied 1-Day Move: 1.18% SG Implied 5-Day Move: 2.7% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4200 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3648 3645 363 […]
Early Data Release: 2022-09-27 03:30 EDT
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3656 SG Implied 1-Day Move: 1.11% SG Implied 5-Day Move: 2.7% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4300 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3656 3680 364 […]
Early Data Release: 2022-09-26 03:30 EDT
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3695 SG Implied 1-Day Move: 1.12% SG Implied 5-Day Move: 2.7% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4300 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3695 3690 367 […]
Early Data Release: 2022-09-23 03:30 EDT
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3756 SG Implied 1-Day Move: 1.18% SG Implied 5-Day Move: 2.9% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4300 Put Wall: 3700 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3756 3776 374 […]