SpotGamma Report for: 08/06/2020 PM

Note:Test Note.Market Outlook:3300 is the target for August, with 3200 key support. Event Time EST Actual Forecast Previous Unemployment Claims 8:30am 1186K 1410K 1435K Signal NameLatest DataPreviousSPYNDXQQQRef Price:3328 3323 33211179273VIX Ref:22.7122.99SG Gamma Index™:0.740.730.050.020.01Gamma Notional(MM):$731.00$742.00$608.00$3.00$180.00SGI Imp. 1SD Move:1.04%, 35.0 pts, Range:3293.0 | 3363.0SGI 5 Day3283.0<2.4299999999999997%3247.0 | 3409.0Zero Gamma Level(ES Px):32043195--Vol Trigger™(ES Px):3170317033110375265High Gamma Strike Resistance: 3400 […]