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

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Founders Note

Mar 25 2021

SpotGamma Report for: 03/25/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 25 2021

SpotGamma Report for: 03/25/2021 AM

S&P500 gamma

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Written by SpotGamma · Categorized: Founders Note

Mar 24 2021

SpotGamma Report for: 03/24/2021 PM

Three line charts show SPX, IWM and QQQ Vanna models of delta notional adjustment vs spot price with red arrows.

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Written by SpotGamma · Categorized: Founders Note

Mar 24 2021

SpotGamma Report for: 03/24/2021 AM

S&P500 Options Gamma

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Written by SpotGamma · Categorized: Founders Note

Mar 23 2021

SpotGamma Report for: 03/23/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 23 2021

SpotGamma Report for: 03/23/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Mar 22 2021

SpotGamma Report for: 03/22/2021 PM

SPX VANNA

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Written by SpotGamma · Categorized: Founders Note

Mar 22 2021

SpotGamma Report for: 03/22/2021 AM

Call Open Interest

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Written by SpotGamma · Categorized: Founders Note

Mar 19 2021

SpotGamma Report for: 03/19/2021 PM

Two charts show QQQ and SPY estimated gamma by strike for all, next, and monthly expirations with red vertical lines.

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Written by SpotGamma · Categorized: Founders Note

Mar 19 2021

SpotGamma Report for: 03/19/2021 AM

Bar chart of QQQ absolute gamma by strike on 2021-03-19 with negative put values and red-green highlights.

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Written by SpotGamma · Categorized: Founders Note

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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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