SpotGamma™

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

SpotGamma Report for: 12/10/2020 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3650 critical support, 3700 top into 12/18 OPEX. Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3670 3668 367 12320 301 VIX Ref: 22.27 22.27 SG Gamma Index™: 0.88 1.33 0.21 0.00 -0.02 Gamma Notional(MM): $278.00 $309.00 $1,231.00 $-1.00 $-155.00 SGI Imp. 1 Day Move: 1.0%, […]

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