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

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Founders Note

Mar 17 2023

Founder’s Note for: 2023-03-17 17:08 PM EST

3D plot of Daily IV% vs. strike K and days t, with colorful surface and arrows pointing to spikes.

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Written by Eric Allione · Categorized: Founders Note

Mar 17 2023

Founder’s Note for: 2023-03-17 07:03 AM EST

Line chart of SPX gamma notional versus strike with teal current and black next expiration lines and two red boxes.

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Written by SpotGamma · Categorized: Founders Note

Mar 16 2023

Founder’s Note for: 2023-03-16 17:11 PM EST

SPY HIRO chart on March 16, 2023 showing 395 hedge wall, 390 key gamma strike and pink arrow to blue line drop.

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Written by Eric Allione · Categorized: Founders Note

Mar 16 2023

Founder’s Note for: 2023-03-16 05:08 AM EST

Chart of SPX 3/17/23 AM Exp open interest vs skew with lines, bars from 3750-4100 and red box at 3950.

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Written by SpotGamma · Categorized: Founders Note

Mar 15 2023

Founder’s Note for: 2023-03-15 17:15 PM EST

30-minute candlestick chart of SPY showing price action, volume bars, and moving averages from March 13-15.

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Written by Eric Allione · Categorized: Founders Note

Mar 15 2023

Founder’s Note for: 2023-03-15 06:31 AM EST

Bar chart titled Abs Gamma SPY showing call gamma in black and put gamma in teal with the 390 level marked.

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Written by SpotGamma · Categorized: Founders Note

Mar 14 2023

Founder’s Note for: 2023-03-14 17:14 PM EST

Bar chart of US options volume/open interest 2018-2023 labeled Covid Crash, Meme Mania, Leap Unwind, Feb 22 calls and SVB.

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Written by Eric Allione · Categorized: Founders Note

Mar 14 2023

Founder’s Note for: 2023-03-14 04:49 AM EST

SPX put and call bar charts of volume traded and open interest change by strike, annotated at 3700, 3800 and 3900.

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Written by SpotGamma · Categorized: Founders Note

Mar 13 2023

Founder’s Note for: 2023-03-13 17:12 PM EST

Bar chart of 22 Mar 2023 Fed target-rate odds: 41% at 450-475 bps, 59% at 475-500.

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Written by Eric Allione · Categorized: Founders Note

Mar 13 2023

Founder’s Note for: 2023-03-13 07:23 AM EST

Abs Gamma SPY bar chart with teal put and black call gamma bars from 285-485, red marks at 385, 390, 400.

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Written by SpotGamma · Categorized: Founders Note

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