SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

Staging

Founders Note for: 2022-06-20 16:45 EDT

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) […]

Early Data Release: 2022-06-09 03:30 EDT

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 […]