S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Daily SpotGamma Index™
Expected SPX Price Movement Given Today's Gamma Based on our historical data we calculate the estimated maximum one standard deviation move in markets for a given SpotGamma Index gamma level. This level is shows in our daily email reports. The distribution for today's SpotGamma Index level is show in the chart below. At the bottom […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.