SpotGamma™

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

SpotGamma Report for: 03/31/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3900-4000 key April Range. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3945 3949 394 12868 314 VIX Ref: 19.61 19.61 SG Gamma Index™: 0.83 1.01 0.13 -0.01 -0.11 Gamma Notional(MM): $147 $203 $505 $-1 $-688 SGI Imp. 1 Day Move: 0.79%, 31.0 pts Range: 3914.0 […]

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