SpotGamma™

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

SpotGamma Report for: 04/14/2021 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:4100 resistance and 4000 support into April OPEX. Gamma is large and positive, which implies low volatility and a tailwind for equities. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 4134 4134 412 13977 340 VIX Ref: 16.65 16.65 SG Gamma Index™: 0.06 1.41 0.22 0.02 […]

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