Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3500-3700 range into DEC OPEX. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3672 3670 367 12505 304 VIX Ref: 21.28 21.28 SG Gamma Index™: 1.10 1.08 0.33 0.02 0.03 Gamma Notional(MM): $509.00 $544.00 $1,810.00 $3.00 $147.00 SGI Imp. 1 Day Move: 1.0%, 37.0 pts Range: […]
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