SpotGamma™

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

SpotGamma Report for: 12/03/2020 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: 3664 3669 366 12477 303 VIX Ref: 21.17 21.17 SG Gamma Index™: 1.08 1.16 0.34 0.02 0.04 Gamma Notional(MM): $510.00 $529.00 $1,771.00 $3.00 $219.00 SGI Imp. 1 Day Move: 1.0%, 37.0 pts Range: […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.