Macro Theme: Key Levels: Macro Note TBA Reference Price: 4050 SG Implied 1-Day Move: 0.99% SG Implied 5-Day Move: 3.01% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4065 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 4050 4027 403 12960 […]
Staging
Founder’s Note for: 2023-03-29 16:44 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 4027 SG Implied 1-Day Move: 1.08% SG Implied 5-Day Move: 3.01% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4065 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 4027 3971 400 12843 […]
Founder’s Note for: 2023-03-28 16:47 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 3971 SG Implied 1-Day Move: 1.17% SG Implied 5-Day Move: 3.01% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4065 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 3971 3977 395 12611 […]
Founder’s Note for: 2023-03-28 08:28 AM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 3977 SG Implied 1-Day Move: 1.16% SG Implied 5-Day Move: 3.01% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4065 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 3977 3977 396 12670 […]
Founder’s Note for: 2023-03-24 16:48 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 3971 SG Implied 1-Day Move: 1.16% SG Implied 5-Day Move: 2.16% Volatility Trigger: 3960 Absolute Gamma Strike: 4000 Call Wall: 4065 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 3971 3948 395 12768 […]
Founder’s Note for: 2023-03-23 16:32 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 3951 SG Implied 1-Day Move: 1.16% SG Implied 5-Day Move: 2.16% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4065 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 3951 3996 392 12737 […]
Founder’s Note for: 2023-03-22 16:30 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 3971 SG Implied 1-Day Move: 1.16% SG Implied 5-Day Move: 2.16% Volatility Trigger: 3980 Absolute Gamma Strike: 4000 Call Wall: 4065 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 3971 4002 396 12613 […]
Founder’s Note: March PM Note TEMPLATE
Macro Theme: Key Levels: > Major Resistance: $4,100> Pivot Level: $4,000> Critical Support: $3,900 (SPX Put Wall)> Key Dates: 3/17 opex (Quad Witching)> 3/31 opex (JPM collar roll)> Major risk lies on a break of 3900. Reference Price: 4048SG Implied 1-Day Move: 0.87%SG Implied 5-Day Move: 2.55%Volatility Trigger: 4025Absolute Gamma Strike: 4000Call Wall: 4200Put Wall: 3900 Upcoming Market Events March 30 […]
Founder’s Note for: 2023-03-21 16:30 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 4005 SG Implied 1-Day Move: 1.22% SG Implied 5-Day Move: 2.16% Volatility Trigger: 3955 Absolute Gamma Strike: 4000 Call Wall: 4065 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 4005 3951 398 12743 […]
Founder’s Note for: 2023-03-20 16:30 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 3952 SG Implied 1-Day Move: 1.24% SG Implied 5-Day Move: 2.16% Volatility Trigger: 3950 Absolute Gamma Strike: 4000 Call Wall: 4065 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 3952 3916 393 12555 […]