SpotGamma Report for: 02/24/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:March OPEX range TBD Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3852 3550 386 13056 321 VIX Ref: 23.11 23.11 SG Gamma Index™: 0.47 0.14 0.05 0.00 -0.11 Gamma Notional(MM): $-128 $-746 $27 $0 $-657 SGI Imp. 1 Day Move: 1.18%, 45.0 pts Range: 3807.0 […]