Macro Theme: Key Levels: Macro Note TBA Reference Price: 3918 SG Implied 1-Day Move: 0.79% SG Implied 5-Day Move: 2.54% 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: 3918 3960 389 12515 […]
Staging
Founder’s Note for: 2023-03-16 16:28 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 3956 SG Implied 1-Day Move: 0.91% SG Implied 5-Day Move: 2.54% Volatility Trigger: 3950 Absolute Gamma Strike: 3900 Call Wall: 4065 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 3956 3893 395 12560 […]
Founder’s Note for: 2023-03-15 16:30 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 3874 SG Implied 1-Day Move: 0.87% SG Implied 5-Day Move: 2.54% 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: 3874 3919 388 12209 […]
Founder’s Note for: 2023-03-14 16:28 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 3905 SG Implied 1-Day Move: 0.99% SG Implied 5-Day Move: 2.54% Volatility Trigger: 3960 Absolute Gamma Strike: 4000 Call Wall: 4200 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 3905 3855 389 12132 […]
Founder’s Note for: 2023-03-13 16:32 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 3862 SG Implied 1-Day Move: 0.97% SG Implied 5-Day Move: 2.54% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4200 Put Wall: 3800 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 3862 3861 385 11941 […]
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 Tuesday, March […]
Founder’s Note: March 9 Draft (Thursday)
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 Friday, March […]
Founder’s Note: March 8 PM Note DRAFT
Macro Theme: Key Levels: Macro Note TBA 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 Daily Note: Upcoming Market Events Friday, March 10 (8:30am EST): Nonfarm Payrolls Tuesday, March 14 (8:30am EST): CPI Wednesday, March 15 (8:30am EST): PPI Friday, March 17: Monthly […]
Founder’s Note: PM TEMPLATE
Macro Theme: Key Levels: Macro Note TBA 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 Daily Note: Upcoming Market Events Tuesday, March 07 (10am EST): Fed Chair Powell speech Wednesday, March 08 (10am EST): Fed Chair Powell hosts Q&A Friday, March 10 (8:30am […]
Founder’s Note for: 2023-03-06 5:00 PM EST
Macro Theme: Key Levels: Macro Note TBA Reference Price: 4045SG Implied 1-Day Move: 0.9%SG Implied 5-Day Move: 2.55%Volatility Trigger: 4020Absolute Gamma Strike: 4000Call Wall: 4200Put Wall: 3900 Upcoming Market Events Tuesday, March 07 (10am EST): Fed Chair Powell speech Wednesday, March 08 (10am EST): Fed Chair Powell hosts Q&A Friday, March 10 (Friday at […]