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

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Founders Note

Oct 28 2022

Founders Note for: 2022-10-28 16:33 PM EST

Call Data: SPX bar chart showing volume traded and open interest change by strike from 3430 to 4180 with a peak near 3955.

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Written by SpotGamma · Categorized: Founders Note

Oct 28 2022

Founders Note for: 2022-10-28 06:16 AM EST

A bar chart titled Abs Gamma SPY displays teal put gamma and black call gamma with a red box highlighting 349-379.

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Written by SpotGamma · Categorized: Founders Note

Oct 27 2022

Founders Note for: 2022-10-27 16:37 PM EST

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Written by SpotGamma · Categorized: Founders Note

Oct 27 2022

Founders Note for: 2022-10-27 05:34 AM EST

A teal area chart titled Risk Reversal SPX shows negative values from 2020 to 2022 ending with a blue dashed arrow.

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Written by SpotGamma · Categorized: Founders Note

Oct 26 2022

Founders Note for: 2022-10-26 16:33 PM EST

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Written by SpotGamma · Categorized: Founders Note

Oct 26 2022

Founders Note for: 2022-10-26 06:45 AM EST

VIX hourly line chart from July to October 2022 ending at 28.44, with July, August and Sep expiration lines.

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Written by SpotGamma · Categorized: Founders Note

Oct 25 2022

Founders Note for: 2022-10-25 16:39 PM EST

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Written by SpotGamma · Categorized: Founders Note

Oct 25 2022

Founders Note for: 2022-10-25 05:24 AM EST

Line chart of SPX call open interest and volume 20-day moving averages from 2005 to 2022, ending with a volume spike.

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Written by SpotGamma · Categorized: Founders Note

Oct 24 2022

Founders Note for: 2022-10-24 17:35 PM EST

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Written by SpotGamma · Categorized: Founders Note

Oct 24 2022

Founders Note for: 2022/10/24 08:00 AM EST

The S&P 500 line chart from Sep-Nov 2022 shows gamma levels at 4000, 3900, 3725, 3600 and event markers.

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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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