SpotGamma Report for: 01/15/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3750-3800 Jan Exp Range. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3771 3793 376 12844 314 VIX Ref: 23.25 23.25 SG Gamma Index™: 0.12 0.81 0.14 0.00 -0.05 Gamma Notional(MM): $-169 $161 $199 $0 $-368 SGI Imp. 1 Day Move: 1.45%, 55.0 pts Range: 3716.0 […]