SpotGamma Report for: 02/09/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3700-3900 into Feb OPEX Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3909 3909 390 13679 333 VIX Ref: 21.24 21.24 SG Gamma Index™: 1.45 1.33 0.25 0.04 0.01 Gamma Notional(MM): $531 $639 $1,307 $6 $72 SGI Imp. 1 Day Move: 0.82%, 32.0 pts Range: 3877.0 […]