SpotGamma™

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

SpotGamma Report for: 03/15/2021 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: 3927 3933 393 12895 315 VIX Ref: 14 20.69 SG Gamma Index™: 0.93 1.17 0.23 -0.01 -0.10 Gamma Notional(MM): $286 $348 $1,094 $-2 $-607 SGI Imp. 1 Day Move: 0.89%, 35.0 […]

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