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

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Founders Note

Mar 31 2023

Founder’s Note for: 2023-03-31 17:11 PM EST

Table of SPY options levels for March 29-31 2023 with call wall boxed rising from 402 to 407.

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Written by Eric Allione · Categorized: Founders Note

Mar 31 2023

Founder’s Note for: 2023-03-31 07:06 AM EST

Table of quarterly dates from 3/31/21 to 12/30/22 with Open, High, Low, Close, Adj Close, Day Return and Day Range columns.

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Written by SpotGamma · Categorized: Founders Note

Mar 30 2023

Founder’s Note for: 2023-03-30 17:24 PM EST

Bar chart of target rates in bps with 49.9% at 475-500 and 50.1% at 500-525.

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Written by Eric Allione · Categorized: Founders Note

Mar 30 2023

Founder’s Note for: 2023-03-30 06:47 AM EST

Bar chart titled Abs Gamma SPY with teal negative put gamma and black positive call gamma bars, red oval near 404-408.

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Written by SpotGamma · Categorized: Founders Note

Mar 29 2023

Founder’s Note for: 2023-03-29 17:29 PM EST

Side-by-side 5-day 15-minute charts of VIX and VVIX showing drops from 25.14 to 19.12 and 112.25 to 87.78.

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Written by Eric Allione · Categorized: Founders Note

Mar 29 2023

Founder’s Note for: 2023-03-29 05:44 AM EST

Bar chart of Abs Gamma SPX with put (teal) and call (black) gamma from 3600-4200, arrow at 4065.

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Written by SpotGamma · Categorized: Founders Note

Mar 28 2023

Founder’s Note for: 2023-03-28 17:13 PM EST

SPY live price chart with gamma notional bars at $392-$399 and marked low of $393.70 at 1:58 PM ET.

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Written by Eric Allione · Categorized: Founders Note

Mar 27 2023

Founder’s Note for: 2023-03-28 07:00 AM EST

Line chart of SPX Index BVOL plunging after Jobs/PCE Data then rising with a red dashed trend line through November 2023.

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Written by SpotGamma · Categorized: Founders Note

Mar 27 2023

Founder’s Note for: 2023-03-27 17:11 PM EST

Candlestick chart of MOVE Index YTD to March 27 showing high 198.708 and low 97.3302.

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Written by Eric Allione · Categorized: Founders Note

Mar 27 2023

Founder’s Note for: 2023-03-27 06:17 AM EST

Bar chart titled Abs Gamma SPY with teal put gamma bars negative around 390 and black call gamma bars positive at 400.

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Written by SpotGamma · Categorized: Founders Note

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