Macro Theme: Key Levels: Macro Note TBA Ref Price: 4027 SG Implied 1-Day Move: 1.06% SG Implied 5-Day Move: 2.95% Volatility Trigger: 3945 Absolute Gamma Strike: 4000 Call Wall: 4050 Put Wall: 3600 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 4027 4027 402 11838 […]
Staging
Founders Note for: 2022-11-10 15:34 PM EST
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Founders Note for: 2022-11-07 06:55 AM EST
Macro Theme: Key Levels: >We expect the passing of 11/8 elections to be supportive of equities>IV is extremely elevated for 11/10 CPI, and that data point likely sparks a second directional trend into Nov OPEX (11/18) Ref Price: 3769SG Implied 1-Day Move: 1.0%SG Implied 5-Day Move: 3.15%Volatility Trigger: 3780Absolute Gamma Strike: 4000Call Wall: 4100Put Wall: […]
Founders Note for: 2022-10-31 02:23 AM EST
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3900 SG Implied 1-Day Move: 1.2% SG Implied 5-Day Move: 3.15% Volatility Trigger: 3820 Absolute Gamma Strike: 4000 Call Wall: 4000 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3900 3902 389 […]
Founders Note for: 2022-10-18 05:34 EDT
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Founders Note for: 2022-10-17 16:45 EDT
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Founders Note for: 2022-09-02 09:15 EDT
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 […]
Founders Note for: 2022-08-11 06:27 EDT
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 […]
Founders Note for: 2022-08-03 06:26 EDT
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 […]
Early Data Release: 2022-07-15 03:30 EDT
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) […]