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

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Founders Note

Nov 14 2022

Founders Note for: 2022-11-14 05:45 AM EST

SPX Vanna Model line chart of delta notional vs strike with U-shaped current, next expiration, and red dashed lines.

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Written by SpotGamma · Categorized: Founders Note

Nov 11 2022

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

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Written by SpotGamma · Categorized: Founders Note

Nov 11 2022

Founders Note for: 2022-11-11 06:50 AM EST

S&P 500 and VIX line charts with labeled gamma walls, event markers, and a green box near 4000–4100.

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Written by SpotGamma · Categorized: Founders Note

Nov 10 2022

Founders Note for: 2022-11-10 15:34 PM EST

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Written by SpotGamma · Categorized: Founders Note, Staging

Nov 10 2022

Founders Note for: 2022-11-10 07:10 AM EST

TradingView line chart of blue NATIONS SKEWDEX and orange VIX from Sep to Nov 2022 ending at 53.92 and 25.99.

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Written by SpotGamma · Categorized: Founders Note

Nov 09 2022

Founders Note for: 2022-11-09 15:36 PM EST

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Written by SpotGamma · Categorized: Founders Note

Nov 09 2022

Founders Note for: 2022-11-09 06:44 AM EST

S&P 500 volatility chart spikes to 44% labeled CPI in Nov 2022, then drops and declines slowly to 22%.

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Written by SpotGamma · Categorized: Founders Note

Nov 08 2022

Founders Note for: 2022-11-08 15:37 PM EST

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Written by SpotGamma · Categorized: Founders Note

Nov 08 2022

Founders Note for: 2022-11-08 06:26 AM EST

A 10-year line chart from 2013 to 2022 showing a large spike around 2020 and a red dashed line near 25.

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Written by SpotGamma · Categorized: Founders Note

Nov 07 2022

Founders Note for: 2022-11-07 15:37 PM EST

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Written by SpotGamma · Categorized: Founders Note

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