Nov 27 2020

SpotGamma Report for: 11/27/2020 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3500-3700 range into DEC OPEX. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3629 3635 362 12182 296 VIX Ref: 21.25 21.25 SG Gamma Index™: 0.47 0.47 0.31 0.01 0.03 Gamma Notional(MM): $221.00 $229.00 $1,723.00 $2.00 $154.00 SGI Imp. 1 Day Move: 0.9%, 33.0 pts Range: […]

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