SpotGamma™

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

SpotGamma Report for: 01/28/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:Feb Range 3750-3850 Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3727 3730 373 13022 319 VIX Ref: 37.21 37.21 SG Gamma Index™: -0.27 0.54 -0.10 0.01 -0.06 Gamma Notional(MM): $-326 $-542 $-531 $1 $-377 SGI Imp. 1 Day Move: 0.92%, 34.0 pts Range: 3693.0 | […]

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