SpotGamma™

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

SpotGamma Report for: 02/08/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3700-3900 into Feb OPEX Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3899 3884 389 13674 331 VIX Ref: 14 20.87 SG Gamma Index™: 1.32 1.45 0.14 0.03 -0.00 Gamma Notional(MM): $585 $590 $1,179 $6 $-6 SGI Imp. 1 Day Move: 0.83%, 32.0 pts Range: 3867.0 […]

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