SpotGamma™

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

SpotGamma Report for: 02/22/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:March OPEX range TBD Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3890 3908 389 13513 331 VIX Ref: 14 22.02 SG Gamma Index™: 0.50 0.87 0.08 0.01 -0.07 Gamma Notional(MM): $6 $161 $260 $1 $-428 SGI Imp. 1 Day Move: 1.18%, 46.0 pts Range: 3844.0 […]

###

If you're already a SpotGamma member, please login below or on the Account Page to access this content.

GET TODAY'S SPOTGAMMA REPORT
JUST ENTER YOUR EMAIL BELOW AND YOU'LL GET ACCESS TO TODAY'S SPOTGAMMA REPORT AT NO CHARGE
FOR FREE!
Privacy Policy