SpotGamma™

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

SpotGamma Report for: 03/01/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:March range 3900-4000 Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3835 3830 383 13058 314 VIX Ref: 14 27.19 SG Gamma Index™: -0.25 -0.47 -0.09 -0.01 -0.13 Gamma Notional(MM): $-149 $-365 $36 $0 $-807 SGI Imp. 1 Day Move: 1.25%, 48.0 pts Range: 3787.0 | […]

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