SpotGamma™

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

SpotGamma Report for: 02/26/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:March range 3900-4000 Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3820 3831 380 12767 312 VIX Ref: 28.89 28.89 SG Gamma Index™: -0.46 0.89 -0.12 -0.01 -0.16 Gamma Notional(MM): $-409 $-310 $-568 $-2 $-978 SGI Imp. 1 Day Move: 1.95%, 74.0 pts Range: 3746.0 | […]

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