SpotGamma™

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

SpotGamma Report for: 04/01/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3900-4000 key April Range. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3971 3964 396 13139 319 VIX Ref: 19.4 19.4 SG Gamma Index™: 0.80 0.84 0.09 0.00 -0.06 Gamma Notional(MM): $245 $321 $445 $0 $-426 SGI Imp. 1 Day Move: 0.77%, 31.0 pts Range: 3940.0 […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.