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

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Founders Note

Sep 16 2022

Founders Note for: 2022-09-16 05:48 EDT

Line chart of VIX futures historical prices versus days to expiration for September 15, 2022 and today.

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Written by SpotGamma · Categorized: Founders Note

Sep 15 2022

Founders Note for: 2022-09-15 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Sep 15 2022

Founders Note for: 2022-09-15 04:54 EDT

Side-by-side bar charts of SPY and SPX gamma levels versus strike, red boxes highlighting 390-400 and 3900-3980 areas.

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Written by SpotGamma · Categorized: Founders Note

Sep 14 2022

Founders Note for: 2022-09-14 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Sep 14 2022

Founders Note for: 2022-09-14 06:07 EDT

5-minute candlestick chart of S&P 500 E-mini Futures dropping sharply to 3969.50 after a rally.

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Written by SpotGamma · Categorized: Founders Note

Sep 13 2022

Founders Note for: 2022-09-13 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Sep 13 2022

Founders Note for: 2022-09-13 06:30 EDT

Yellow and olive lines plot SPX option skew versus strike on a time-lapse chart, with a red dashed box around 4000 to 4500.

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Written by SpotGamma · Categorized: Founders Note

Sep 12 2022

Founders Note for: 2022-09-12 16:45 EDT

Line and bar charts of US equity and SPX option notional volumes, with $600bln SPX expiry on Sep 2.

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Written by SpotGamma · Categorized: Founders Note

Sep 12 2022

Founders Note for: 2022-09-12 06:41 EDT

Bar chart of SPX absolute gamma by strike from 3700-4300, with red arrows at 4005 and 400.

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Written by SpotGamma · Categorized: Founders Note

Sep 09 2022

Founders Note for: 2022-09-09 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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