SpotGamma™

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

SpotGamma Report for: 02/23/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:March OPEX range TBD Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3890 3877 389 13303 322 VIX Ref: 23.45 23.45 SG Gamma Index™: 0.16 0.50 -0.03 0.00 -0.12 Gamma Notional(MM): $51 $-88 $296 $1 $-713 SGI Imp. 1 Day Move: 1.12%, 44.0 pts Range: 3846.0 […]

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