SpotGamma™

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

SpotGamma Report for: 11/10/2020 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3500 resistance, 3400 Zero Gamma line into 11/3 expiration Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3526 3549 351 11738 288 VIX Ref: 25.75 25.75 SG Gamma Index™: 0.94 1.04 0.17 0.01 -0.05 Gamma Notional(MM): $298.00 $575.00 $694.00 $1.00 $-328.00 SGI Imp. 1 Day Move: […]

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