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

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Founders Note

Jan 12 2023

Founders Note for: 2023-01-12 05:41 AM EST

Candlestick chart of SPX with red gamma level lines, call/put walls, and vertical event markers through January 2023.

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Written by SpotGamma · Categorized: Founders Note

Jan 11 2023

Founders Note for: 2023-01-11 15:33 PM EST

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Written by SpotGamma · Categorized: Founders Note

Jan 11 2023

Founders Note for: 2023-01-11 07:18 AM EST

Line chart of SPX BVOL term structure with short-term spike labeled very high IV tied to Thursdays CPI.

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Written by SpotGamma · Categorized: Founders Note

Jan 10 2023

Founders Note for: 2023-01-10 15:31 PM EST

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Written by SpotGamma · Categorized: Founders Note

Jan 10 2023

Founders Note for: 2023-01-10 07:28 AM EST

SPX candlestick chart with gamma levels at 4000, 3915, 3900, 3860, 3800, 3760 and colored scenario boxes.

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Written by SpotGamma · Categorized: Founders Note

Jan 09 2023

Founders Note for: 2023-01-09 15:32 PM EST

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Written by SpotGamma · Categorized: Founders Note

Jan 09 2023

Founders Note for: 2023-01-09 05:58 AM EST

Abs Gamma SPY bar chart with teal put gamma bars below zero and black call gamma above, labeled at 390 and 400 SPY.

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Written by SpotGamma · Categorized: Founders Note

Jan 06 2023

Founders Note for: 2023-01-06 15:29 PM EST

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Written by SpotGamma · Categorized: Founders Note

Jan 06 2023

Founders Note for: 2023-01-06 07:33 AM EST

SPX 5-minute candlestick chart with key red levels at 3900, 3840, 3800, 3700 and colored zone boxes.

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Written by SpotGamma · Categorized: Founders Note

Jan 05 2023

Founders Note for: 2023-01-05 15:30 PM EST

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Written by SpotGamma · Categorized: Founders Note

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