SpotGamma™

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

SpotGamma Report for: 03/04/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3800 support 4000 resistance into March OPEX Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3802 3814 379 12612 309 VIX Ref: 26.67 26.67 SG Gamma Index™: -0.23 0.14 -0.06 -0.02 -0.17 Gamma Notional(MM): $-308 $-379 $-379 $-3 $-1,009 SGI Imp. 1 Day Move: 1.26%, 48.0 […]

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