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

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Founders Note

Jan 27 2023

Founders Note for: 2023-01-27 06:41 AM EST

Bar chart titled Abs Gamma SPY showing call gamma peaks at 400, 405 and 410 and put gamma in teal below.

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Written by SpotGamma · Categorized: Founders Note

Jan 26 2023

Founders Note for: 2023-01-26 15:26 PM EST

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Written by SpotGamma · Categorized: Founders Note

Jan 26 2023

Founders Note for: 2023-01-26 06:39 AM EST

Bar chart of SPX 0DTE options as percent of total volume from Jan 2022 to Jan 2023, last bar marked 5th highest.

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Written by SpotGamma · Categorized: Founders Note

Jan 25 2023

Founders Note for: 2023-01-25 15:29 PM EST

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Written by SpotGamma · Categorized: Founders Note

Jan 25 2023

Founders Note for: 2023-01-25 06:08 AM EST

Bar chart titled Abs Gamma SPY with teal put gamma bars near 390 and black call gamma shift boxed around 400-412.

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Written by SpotGamma · Categorized: Founders Note

Jan 24 2023

Founders Note for: 2023-01-24 15:30 PM EST

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Written by SpotGamma · Categorized: Founders Note

Jan 24 2023

Founders Note for: 2023-01-24 07:08 AM EST

Multi-line chart showing QQQ, DIA, SPY and GSCBMSAL Index over Jan 19-23 2023 ending at 104.33, 101.47, 102.76 and 106.73.

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Written by SpotGamma · Categorized: Founders Note

Jan 23 2023

Founders Note for: 2023-01-23 15:31 PM EST

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Written by SpotGamma · Categorized: Founders Note

Jan 23 2023

Founders Note for: 2023-01-23 07:28 AM EST

SPX_2023-01-23_07-56-21

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Written by SpotGamma · Categorized: Founders Note

Jan 20 2023

Founders Note for: 2023-01-20 15:30 PM EST

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Written by SpotGamma · Categorized: Founders Note

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