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

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Founders Note

Sep 30 2022

Founders Note for: 2022-09-30 06:28 EDT

Hourly candlestick chart of S&P 500 from July to Oct 2022 with OPEX FOMC events and gamma walls at 4000 and 3800.

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Written by SpotGamma · Categorized: Founders Note

Sep 29 2022

Founders Note for: 2022-09-29 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Sep 29 2022

Founders Note for: 2022-09-29 06:23 EDT

SPY gamma notional line chart vs prices 340-400 with current teal and black next-expiration curves marked for Friday 9/30.

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Written by SpotGamma · Categorized: Founders Note

Sep 28 2022

Founders Note for: 2022-09-28 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Sep 28 2022

Founders Note for: 2022-09-28 05:52 EDT

Daily candlestick chart of S&P 500 Index from March to September 2022 with FOMC OPEX markers and levels at 4005 and 3580.

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Written by SpotGamma · Categorized: Founders Note

Sep 27 2022

Founders Note for: 2022-09-27 16:45 EDT

Chart of SPX gamma notional versus strike prices showing multiple dated lines and a red box from 3200 to 3600.

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Written by SpotGamma · Categorized: Founders Note

Sep 27 2022

Founders Note for: 2022-09-27 06:58 EDT

Line chart titled SPX Delta Tilt showing green Delta Tilt and red UPX from 2016 to 2022.

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Written by SpotGamma · Categorized: Founders Note

Sep 26 2022

Founders Note for: 2022-09-26 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Sep 26 2022

Founders Note for: 2022-09-26 07:33 EDT

Chart of total put trading volume from 1995-2024 with a pink-circled record spike near 35 million contracts.

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Written by SpotGamma · Categorized: Founders Note

Sep 23 2022

Founders Note for: 2022-09-23 16:45 EDT

A line chart of SPX gamma notional versus strike shows current and next expiration curves with a red dashed line near 3500.

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Written by SpotGamma · Categorized: Founders Note

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