SpotGamma™

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

SpotGamma Report for: 04/07/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:4050 resistance, 4000 support. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 4066 4064 406 13574 330 VIX Ref: 18.12 18.12 SG Gamma Index™: 1.48 1.68 0.20 0.01 -0.00 Gamma Notional(MM): $538 $632 $922 $2 $-52 SGI Imp. 1 Day Move: 0.63%, 26.0 pts Range: 4040.0 […]

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