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

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Founders Note

Dec 28 2022

Founders Note for: 2022-12-28 07:10 AM EST

Line chart of SPX, DIA and QQQ percent changes with a red dashed ~3835 SPX line.

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Written by SpotGamma · Categorized: Founders Note

Dec 27 2022

Founders Note for: 2022-12-27 15:33 PM EST

Profit vs stock price chart of a delta-hedged call showing a red U-shaped curve bottoming at 50.

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Written by SpotGamma · Categorized: Founders Note

Dec 27 2022

Founders Note for: 2022-12-27 07:23 AM EST

Bar chart titled Abs Gamma SPY showing put and call gamma with support at 380, put wall at 375, and call wall at 390.

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Written by SpotGamma · Categorized: Founders Note

Dec 23 2022

Founders Note for: 2022-12-23 15:31 PM EST

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Written by SpotGamma · Categorized: Founders Note

Dec 23 2022

Founders Note for: 2022-12-23 06:41 AM EST

Bar chart titled Abs Gamma SPY with teal put gamma and black call gamma bars, red dashed box around 376-392.

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Written by SpotGamma · Categorized: Founders Note

Dec 22 2022

Founders Note for: 2022-12-22 15:30 PM EST

A 5-minute candlestick chart of S&P 500 Index showing a drop then rebound with lines at 3880, 3850, 3835, 3800 and 3775.

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Written by SpotGamma · Categorized: Founders Note

Dec 22 2022

Founders Note for: 2022-12-22 05:30 AM EST

Area chart of Risk Reversal SPX from 2020 to 2022 remaining negative and nearing zero, labeled equal to all-time highs.

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Written by SpotGamma · Categorized: Founders Note

Dec 21 2022

Founders Note for: 2022-12-21 15:29 PM EST

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Written by SpotGamma · Categorized: Founders Note

Dec 21 2022

Founders Note for: 2022-12-21 07:17 AM EST

Line chart of SPX implied probability versus strike for multiple expirations, with a red box around 3800–3900.

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Written by SpotGamma · Categorized: Founders Note

Dec 20 2022

Founders Note for: 2022-12-20 15:30 PM EST

HIRO chart of an intraday decline from 148 to 138 with key gamma strike at 150 and put wall at 140.

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Written by SpotGamma · Categorized: Founders Note

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