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

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Founders Note

Dec 06 2022

Founders Note for: 2022-12-06 01:46 AM EST

Bar chart of SPX put open interest change by strike, with large teal bars near 3600, 3705 and 3900.

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Written by SpotGamma · Categorized: Founders Note

Dec 05 2022

Founders Note for: 2022-12-05 15:34 PM EST

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Written by SpotGamma · Categorized: Founders Note

Dec 05 2022

Founders Note for: 2022-12-05 05:28 AM EST

Decade Investor tweet listing four covered-call steps: own 100 shares, sell a call, collect premium, wait for expiration.

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Written by SpotGamma · Categorized: Founders Note

Dec 02 2022

Founders Note for: 2022-12-02 15:31 PM EST

Figure 25 line chart of premium versus stock price with straddle curves and three numbered delta-hedging steps.

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Written by SpotGamma · Categorized: Founders Note

Dec 02 2022

Founders Note for: 2022-12-02 04:28 AM EST

Line chart of SPX options implied probability versus strike by expiration, later dates showing fatter tails.

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Written by SpotGamma · Categorized: Founders Note

Dec 01 2022

Founders Note for: 2022-12-01 15:34 PM EST

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Written by SpotGamma · Categorized: Founders Note

Dec 01 2022

Founders Note for: 2022-12-01 06:51 AM EST

SPX 30-minute line chart from September through December 2022 with event markers and labeled gamma strike levels.

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Written by SpotGamma · Categorized: Founders Note

Nov 30 2022

Founders Note for: 2022-11-30 15:34 PM EST

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Written by SpotGamma · Categorized: Founders Note

Nov 30 2022

Founders Note for: 2022-11-30 07:36 AM EST

S&P 500 daily chart with blue price line, event markers and red gamma levels at 4100, 4000, 3950 and 3600.

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Written by SpotGamma · Categorized: Founders Note

Nov 29 2022

Founders Note for: 2022-11-29 15:34 PM EST

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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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