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

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Founders Note

Mar 24 2023

Founder’s Note for: 2023-03-24 17:15 PM EST

Line chart of US Treasuries yield curve on 3/23/2023, inverted with 6-month rate near 4.8% and 10-year at 3.4%.

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Written by Eric Allione · Categorized: Founders Note

Mar 24 2023

Founder’s Note for: 2023-03-24 04:47 AM EST

A bar chart titled Abs Gamma SPY displays teal put gamma and black call gamma bars with red arrows pointing to 390 and 400.

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Written by SpotGamma · Categorized: Founders Note

Mar 23 2023

Founder’s Note for: 2023-03-23 17:11 PM EST

Bar chart of May 2023 Fed target rate probabilities with 67.9% at 475-500 and 32.1% at 500-525.

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Written by Eric Allione · Categorized: Founders Note

Mar 23 2023

Founder’s Note for: 2023-03-23 07:15 AM EST

Line chart of SPX Index BVOL with three series and a 3/23 Jobless Claims spike.

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Written by SpotGamma · Categorized: Founders Note

Mar 22 2023

Founder’s Note for: 2023-03-22 17:09 PM EST

Put and call impact chart for SPY with gamma estimates highlighting Put Wall $390, Hedge Wall $400 and Call Wall $402.

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Written by Eric Allione · Categorized: Founders Note

Mar 22 2023

Founder’s Note for: 2023-03-22 06:46 AM EST

Line chart of SPX Index BVOL series from 3/22 and 3/15 2023, with 3/22 FOMC peak then flattening.

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Written by SpotGamma · Categorized: Founders Note

Mar 21 2023

Founder’s Note for: 2023-03-21 17:14 PM EST

SPX options chart plots gamma lines and bars with put wall 3800, hedge wall 3955, call wall 4065, last close 3951.57.

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Written by Eric Allione · Categorized: Founders Note

Mar 21 2023

Founder’s Note for: 2023-03-21 06:50 AM EST

Line chart of SPX implied probabilities vs. strikes (3600-4300) for March-April 2023 expirations.

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Written by SpotGamma · Categorized: Founders Note

Mar 20 2023

Founder’s Note for: 2023-03-20 17:13 PM EST

Heatmap trading chart of prices near 3950 featuring orange-blue coloring, green-red dots, and a volume histogram.

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Written by Eric Allione · Categorized: Founders Note

Mar 20 2023

Founder’s Note for: 2023-03-20 07:15 AM EST

Bar chart of Abs Gamma SPY with teal put and black call bars across strikes, arrows at 385, 390, 395.

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Written by SpotGamma · Categorized: Founders Note

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