SpotGamma™

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

SpotGamma Report for: 12/21/2020 AM

Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:3675 to 3750 Signal Name Latest Data Previous SPY NDX QQQ Ref Price: 3704 3711 370 12757 310 VIX Ref: 14 21.57 SG Gamma Index™: 0.60 1.61 -0.02 0.01 -0.00 Gamma Notional(MM): $200.00 $354.00 $376.00 $1.00 $-39.00 SGI Imp. 1 Day Move: 1.0%, 37.0 pts Range: 3667.0 | […]

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