Staging

Macro Theme: Key Levels: Macro Note TBA Ref Px: 3967 SG Imp Move: 1.07% SG Imp Move (5day): 2.85% Vol Trigger: 4000 Abs Gamma Strike: 4000 Call Wall: 4005 Put Wall: 3900 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3967 3967 396 12274 299 […]

Macro Theme: Key Levels: Market Context:  – Markets appear to be in a positive gamma cycle, withcall positions building slowly. This should work to reducevolatility and support markets into August OPEX. S&P 500 Levels: – $4,200 Resistance (Top Of Range)– $4,150 Key Pivot (Middle Of Range)– $4,100 Support (Bottom Of Range) What To Watch: – Expecting little change in our […]

Macro Theme: Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 4104 4104 408 12901 314 SpotGamma Imp. 1 Day Move: Est 1 StdDev Open to Close Range 1.22%, (±pts): 50.0 VIX 1 Day Impl. Move:1.5% SpotGamma Imp. 5 Day Move: 3.12% 4130 (Monday Ref […]

Macro Theme: Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3789 3801 377 11765 286 SpotGamma Imp. 1 Day Move: Est 1 StdDev Open to Close Range 1.22%, (±pts): 46.0 VIX 1 Day Impl. Move:1.66% SpotGamma Imp. 5 Day Move: 2.98% 3899 (Monday Ref Px) […]

Macro Theme: Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3673 3673 365 11265 274 SpotGamma Imp. 1 Day Move: Est 1 StdDev Open to Close Range 1.03%, (±pts): 38.0 VIX 1 Day Impl. Move:1.95% SpotGamma Imp. 5 Day Move: 2.8% 3673 (Monday Ref Px) […]

Macro Theme: Daily Note: NOTE TO FOLLOW SpotGamma Proprietary Levels Latest Data Previous SPY NDX QQQ Ref Price: 4114 4159 411 12615 307 SpotGamma Imp. 1 Day Move: Est 1 StdDev Open to Close Range 0.98%, (±pts): 40.0 VIX 1 Day Impl. Move:1.51% SpotGamma Imp. 5 Day Move: 2.48% 4108 (Monday Ref Px) Range: 4006.0 […]