Daily Note: Macro Note:New range set next week post Jan OPEX. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3765 3761 376 12810 311 VIX Ref: 14 14 SG Gamma Index™: 0.28 0.28 -0.04 0.01 -0.06 Gamma Notional(MM): $20 $1 $-34 $1 $-394 SGI Imp. 1 Day Move: 0.93%, 35.0 pts Range: 3730.0 […]
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