SpotGamma™

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

SpotGamma Report for: 01/14/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3750-3800 Jan Exp Range. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3813 3805 381 12967 316 VIX Ref: 22.21 22.21 SG Gamma Index™: 0.82 0.78 0.12 0.03 -0.03 Gamma Notional(MM): $327 $272 $987 $4 $-197 SGI Imp. 1 Day Move: 0.91%, 35.0 pts Range: 3778.0 […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.