SpotGamma™

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

SpotGamma Report for: 03/11/2021 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: 3913 3900 391 12838 310 VIX Ref: 22.56 22.56 SG Gamma Index™: 0.73 0.45 0.14 -0.01 -0.14 Gamma Notional(MM): $309 $262 $1,108 $-2 $-853 SGI Imp. 1 Day Move: 0.97%, 38.0 […]

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