SpotGamma™

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

SpotGamma Report for: 04/08/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:4050 resistance, 4000 support. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 4090 4075 406 13731 331 VIX Ref: 17.16 17.16 SG Gamma Index™: 1.56 1.49 0.17 0.02 -0.00 Gamma Notional(MM): $709 $602 $767 $3 $-32 SGI Imp. 1 Day Move: 0.53%, 22.0 pts Range: 4068.0 […]

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