SpotGamma™

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

SpotGamma Report for: 02/25/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:March range 3900-4000 Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3930 3926 393 13328 324 VIX Ref: 21.34 21.34 SG Gamma Index™: 0.94 0.49 0.17 0.00 -0.10 Gamma Notional(MM): $385 $421 $1,113 $1 $-635 SGI Imp. 1 Day Move: 0.81%, 32.0 pts Range: 3898.0 | […]

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