SpotGamma™

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

SpotGamma Report for: 02/10/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3700-3900 into Feb OPEX Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3919 3909 391 13744 333 VIX Ref: 21.63 21.63 SG Gamma Index™: 1.20 1.45 0.17 0.03 0.00 Gamma Notional(MM): $499 $531 $1,282 $6 $15 SGI Imp. 1 Day Move: 0.8%, 31.0 pts Range: 3888.0 […]

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