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

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Founders Note

Nov 04 2022

Founders Note for: 2022-11-04 16:38 PM EST

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Written by SpotGamma · Categorized: Founders Note

Nov 04 2022

Founders Note for: 2022-11-04 08:19 AM EST

Abs Gamma SPX bar chart with black call and teal put gamma bars from 3580 to 3870, red box highlighting large bars at 3700.

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Written by SpotGamma · Categorized: Founders Note

Nov 03 2022

Founders Note for: 2022-11-03 16:36 PM EST

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Written by SpotGamma · Categorized: Founders Note

Nov 03 2022

Founders Note for: 2022-11-03 07:14 AM EST

Line chart of SPX annual volatility by last trading day, with a 34% spike labeled Elections, CPI and put demand notes.

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Written by SpotGamma · Categorized: Founders Note

Nov 02 2022

Founders Note for: 2022-11-02 16:37 PM EST

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Written by SpotGamma · Categorized: Founders Note

Nov 02 2022

Founders Note for: 2022-11-02 06:49 AM EST

Line chart of the S&P 500 from July to December 2022 with event labels and gamma levels at 4000, 3820 and 3600.

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Written by SpotGamma · Categorized: Founders Note

Nov 01 2022

Founders Note for: 2022-11-01 17:19 PM EST

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Written by SpotGamma · Categorized: Founders Note

Nov 01 2022

Founders Note for: 2022-11-01 07:08 AM EST

TradingView multi-line chart of SDEX, VOLI, VVIX and VIX declining through late October 2022.

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Written by SpotGamma · Categorized: Founders Note

Oct 31 2022

Founders Note for: 2022-10-31 16:40 PM EST

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Written by SpotGamma · Categorized: Founders Note

Oct 31 2022

Founders Note for: 2022-10-31 06:04 AM EST

FOMC SPX Implied Volatility

Look Out For the “Sucker Punch” Rally Reversing Lower Macro Theme: Key Levels: > New ranges currently forming after Oct OPEX. We anticipate high volatility as markets set a new directional trend > We hold a bullish edge to markets while the SPX is > Vol Trigger (3820) > Range Into Nov OPEX (11/18): Top: […]

Written by SpotGamma · Categorized: Report Card

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