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

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Founders Note

Sep 23 2022

Founders Note for: 2022-09-23 07:27 EDT

S&P 500 2-hour line chart from April to October with event lines and levels at 4000, 3800 and 3580.

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Written by SpotGamma · Categorized: Founders Note

Sep 22 2022

Founders Note for: 2022-09-22 16:45 EDT

Line chart of SPX gamma notional versus strike with current and next expiration curves and red dashed line at 3600.

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Written by SpotGamma · Categorized: Founders Note

Sep 22 2022

Founders Note for: 2022-09-22 06:45 EDT

5-minute candlestick chart of Volatility S&P 500 Index with Sep Exp and FOMC lines, VIX near 27.56.

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Written by SpotGamma · Categorized: Founders Note

Sep 21 2022

Founders Note for: 2022-09-21 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Sep 21 2022

Founders Note for: 2022-09-21 06:15 AM EST

SPX_2022-09-21_05-28-17-1

The FOMC Can Send the Market to 3580 in Ten Days Macro Theme: Key Levels: –> 4005 SPX Call Wall is the top of our range–> 3800 Put Wall is at the bottom of our range–> We assign a bearish edge to markets as long as the SPX is < Vol Trigger (3950)–> 9/21 FOMC/VIXexp […]

Written by SpotGamma · Categorized: Report Card

Sep 20 2022

Founders Note for: 2022-09-20 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Sep 20 2022

Founders Note for: 2022-09-20 06:55 EDT

The bar-line chart titled VIX Expiration: 2022-09-21 displays green COI and red POI bars from 15 to 35 plus two blue lines.

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Written by SpotGamma · Categorized: Founders Note

Sep 19 2022

Founders Note for: 2022-09-19 16:45 EDT

Line chart titled HIRO vs Stock Price for SPY showing put and call lines with annotations on selling and 390 levels.

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Written by SpotGamma · Categorized: Founders Note

Sep 19 2022

Founders Note for: 2022-09-19 05:43 EDT

Bar chart of SPY absolute gamma by strike, with large negative bars highlighted at 380 and 390.

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Written by SpotGamma · Categorized: Founders Note

Sep 16 2022

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

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Written by SpotGamma · Categorized: Founders Note

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