Dec 03 2020

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: […]

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