SpotGamma™

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

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%, […]

###

SpotGamma-Subscriber-Only-Content-Banner

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