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

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Founders Note

Nov 29 2022

Founders Note for: 2022-11-29 06:41 AM EST

SPY 2-hour candlestick chart with 400 largest gamma strike, 390 put wall levels and red dashed arrows pointing lower.

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Written by SpotGamma · Categorized: Founders Note

Nov 28 2022

Founders Note for: 2022-11-28 15:36 PM EST

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Written by SpotGamma · Categorized: Founders Note

Nov 28 2022

Founders Note for: 2022-11-28 06:19 AM EST

Bar chart titled Abs Gamma SPY of put (teal) and call (black) gamma by strike with red oval at 400.

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Written by SpotGamma · Categorized: Founders Note

Nov 25 2022

Founders Note for: 2022-11-25 15:35 PM EST

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Written by SpotGamma · Categorized: Founders Note

Nov 25 2022

Founders Note for: 2022-11-25 07:58 AM EST

Bar chart titled Delta Notional by Expiration with cyan bars, December 2022 spike, and red dashed box.

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Written by SpotGamma · Categorized: Founders Note

Nov 23 2022

Founders Note for: 2022-11-23 15:34 PM EST

Bar chart titled Delta Notional by Expiration showing large positive call and negative put bars around 16 Dec 2022.

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Written by SpotGamma · Categorized: Founders Note

Nov 23 2022

Founders Note for: 2022-11-23 05:42 AM EST

Bar chart of SPY absolute gamma with black call bars peaking near 400 and teal put bars.

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Written by SpotGamma · Categorized: Founders Note

Nov 22 2022

Founders Note for: 2022-11-22 15:32 PM EST

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Written by SpotGamma · Categorized: Founders Note

Nov 22 2022

Founders Note for: 2022-11-22 06:55 AM EST

Stacked charts of SPX price 2018-2023 and 5D/1M/2M/6M realized vol to Nov 2022, red arrow highlighting a spike.

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Written by SpotGamma · Categorized: Founders Note

Nov 21 2022

Founders Note for: 2022-11-21 15:32 PM EST

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Written by SpotGamma · Categorized: Founders Note

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