SpotGamma Report for: 01/18/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:New range set next week post Jan OPEX. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3755 3746 375 12779 311 VIX Ref: 14 24.34 SG Gamma Index™: 0.28 0.12 -0.04 0.01 -0.06 Gamma Notional(MM): $-37 $-286 $-130 $1 $-394 SGI Imp. 1 Day Move: 1.45%, […]