The SpotGamma Implied 1 Day Move is a proprietary estimate of how much the SPX index may move the for the next cash session. SpotGamma subscribers can have an estimated of the expected range on the day when determining their trading approach.

Why does the SpotGamma Implied 1 Day Move matter?

Our gamma derived estimate provides a valuable 1 day estimate of SPX movement. 

How to use the SpotGamma Implied 1 Day Move?

To calculate the estimated range on the day, ± the SpotGamma Implied Move from the SPX cash price. This is our estimated 1 standard deviation range for the day. 

Subscribers can locate each day's Implied 1 Day Move in the Daily Founder's Notes.