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

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Founders Note

Apr 01 2021

SpotGamma Report for: 04/01/2021 AM

SPX SPY Gamma

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Written by SpotGamma · Categorized: Founders Note

Mar 31 2021

SpotGamma Report for: 03/31/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 31 2021

SpotGamma Report for: 03/31/2021 AM

SPY options Gamma

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Written by SpotGamma · Categorized: Founders Note

Mar 30 2021

SpotGamma Report for: 03/30/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 30 2021

SpotGamma Report for: 03/30/2021 AM

Three Vanna model line charts for QQQ, IWM and SPX with SELL and BUY labels.

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Written by SpotGamma · Categorized: Founders Note

Mar 29 2021

SpotGamma Report for: 03/29/2021 PM

Bar chart of SPX absolute gamma levels by strike, with a tall bar at 4000 marked by a green arrow.

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Written by SpotGamma · Categorized: Founders Note

Mar 29 2021

SpotGamma Report for: 03/29/2021 AM

SPX SPY Gamma

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Written by SpotGamma · Categorized: Founders Note

Mar 29 2021

SpotGamma Report for: 03/29/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Mar 27 2021

SpotGamma Report for: 03/27/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Mar 26 2021

SpotGamma Report for: 03/26/2021 AM

QQQ and SPY Vanna model line charts showing delta notional adjustment vs spot price with SELL and BUY zones.

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Written by SpotGamma · Categorized: Founders Note

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©2026 TenTen Capital LLC DBA SpotGamma

All SpotGamma materials, information, and presentations are for educational purposes only and should not be considered specific investment advice nor recommendations. Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. Testimonials appearing on this website may not be representative of other clients or customers and is not a guarantee of future performance or success.

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