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

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Founders Note

Oct 07 2022

Founders Note for: 2022-10-07 05:42 EDT

Scatter plot of 1 Day Return vs SG Index with orange and blue points and a red Current Gamma level line.

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Written by SpotGamma · Categorized: Founders Note

Oct 06 2022

Founders Note for: 2022-10-06 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Oct 06 2022

Founders Note for: 2022-10-06 07:19 EDT

Bar chart showing SPY absolute gamma levels by strike, with a highlighted peak at 385.

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Written by SpotGamma · Categorized: Founders Note

Oct 05 2022

Founders Note for: 2022-10-05 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Oct 05 2022

Founders Note for: 2022-10-05 06:53 EDT

Bar chart of total US options open interest with blue put and orange call bars from 9/1/22 to 10/4/22.

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Written by SpotGamma · Categorized: Founders Note

Oct 04 2022

Founders Note for: 2022-10-04 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Oct 04 2022

Founders Note for: 2022-10-04 07:12 EDT

Line chart of SPX gamma notional versus strike from 3000 to 4400 with dated curves and a red box highlighting 3800-4000.

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Written by SpotGamma · Categorized: Founders Note

Oct 03 2022

Founders Note for: 2022-10-03 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Oct 03 2022

Founders Note for: 2022-10-03 07:36 EDT

Chart titled SPX Gamma Tilt displays a blue Gamma Tilt line and a red SPX line from 2015 to 2022.

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Written by SpotGamma · Categorized: Founders Note

Sep 30 2022

Founders Note for: 2022-09-30 16:45 EDT

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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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