Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3900-3950 into Feb OPEX Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3906 3912 390 13618 332 VIX Ref: 22.49 22.49 SG Gamma Index™: 0.87 1.12 0.14 0.02 -0.04 Gamma Notional(MM): $148 $190 $486 $2 $-303 SGI Imp. 1 Day Move: 0.85%, 33.0 pts Range: 3873.0 […]
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