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

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Founders Note

Jan 05 2021

SpotGamma Report for: 01/05/2021 PM

Line chart titled SPX Open Interest with blue Put OI and orange Call OI lines from 2015 to 2021.

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Written by SpotGamma · Categorized: Founders Note

Jan 05 2021

SpotGamma Report for: 01/05/2021 AM

Bar chart of SPX put open interest change on 2021-01-05 showing green bars across strikes from 3400 to 4000.

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Written by SpotGamma · Categorized: Founders Note

Jan 04 2021

SpotGamma Report for: 01/04/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Jan 04 2021

SpotGamma Report for: 01/04/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 31 2020

SpotGamma Report for: 12/31/2020 PM

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Written by SpotGamma · Categorized: Founders Note

Dec 31 2020

SpotGamma Report for: 12/31/2020 AM

Bar chart of SPX absolute gamma by strike, with arrows marking large positive bars near 3750 and 3825.

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Written by SpotGamma · Categorized: Founders Note

Dec 30 2020

SpotGamma Report for: 12/30/2020 PM

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Written by SpotGamma · Categorized: Founders Note

Dec 30 2020

SpotGamma Report for: 12/30/2020 AM

Line chart of SPY short interest as percent of shares outstanding in 2020, ranging from 1% to over 7%.

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Written by SpotGamma · Categorized: Founders Note

Dec 29 2020

SpotGamma Report for: 12/29/2020 PM

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Written by SpotGamma · Categorized: Founders Note

Dec 29 2020

SpotGamma Report for: 12/29/2020 AM

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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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