SpotGamma™

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

SpotGamma Report for: 02/02/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3700-3900 into Feb OPEX Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3788 3758 378 13325 322 VIX Ref: 30.24 30.24 SG Gamma Index™: 0.20 -0.29 -0.03 0.02 -0.04 Gamma Notional(MM): $66 $-73 $206 $3 $-238 SGI Imp. 1 Day Move: 1.02%, 39.0 pts Range: 3749.0 […]

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