SpotGamma™

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

SpotGamma Report for: 01/29/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:Feb Range 3750-3850 Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3728 3773 373 12986 321 VIX Ref: 30.21 30.21 SG Gamma Index™: -0.02 -0.28 -0.11 0.01 -0.06 Gamma Notional(MM): $-439 $-165 $-1,005 $1 $-322 SGI Imp. 1 Day Move: 1.71%, 64.0 pts Range: 3664.0 | […]

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