SpotGamma™

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

SpotGamma Report for: 01/22/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:Feb Range 3750-3850 Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3832 3847 383 13344 326 VIX Ref: 21.32 21.32 SG Gamma Index™: 1.22 1.26 0.18 0.02 0.05 Gamma Notional(MM): $183 $439 $602 $3 $188 SGI Imp. 1 Day Move: 0.81%, 31.0 pts Range: 3801.0 | […]

###

SpotGamma-Subscriber-Only-Content-Banner

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