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

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Founders Note

Mar 18 2021

SpotGamma Report for: 03/18/2021 PM

Line chart of QQQ Vanna Model with Vanna Adj, Delta and Time Adj T+1 vs Spot Px near 312.

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Written by SpotGamma · Categorized: Founders Note

Mar 18 2021

SpotGamma Report for: 03/18/2021 AM

Bar chart of SPX absolute gamma by strike from 3600 to 4200 on 2021-03-18 with purple shaded region and negative put gamma.

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Written by SpotGamma · Categorized: Founders Note

Mar 17 2021

SpotGamma Report for: 03/17/2021 PM

SPX Vanna Model line chart at 3965 ref price with Vanna Adj, Delta, and Time Adj T+1 vs spot price.

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Written by SpotGamma · Categorized: Founders Note

Mar 17 2021

SpotGamma Report for: 03/17/2021 AM

SPY intraday movement

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Written by SpotGamma · Categorized: Founders Note

Mar 16 2021

SpotGamma Report for: 03/16/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 16 2021

SpotGamma Report for: 03/16/2021 AM

Bar chart plots SPX absolute gamma by strike, with a green arrow at a large positive spike near 4000.

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Written by SpotGamma · Categorized: Founders Note

Mar 15 2021

SpotGamma Report for: 03/15/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 15 2021

SpotGamma Report for: 03/15/2021 AM

Bar chart of SPX absolute gamma levels on 2021-03-15 with green arrows marking large bars near 3900 and 4000.

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Written by SpotGamma · Categorized: Founders Note

Mar 12 2021

SpotGamma Report for: 03/13/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 12 2021

SpotGamma Report for: 03/12/2021 AM

Two line charts of SPY Vanna Model for Thursday and Friday showing Vanna Adj, Delta and Time Adj T+1 versus spot price.

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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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