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

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Founders Note

Aug 25 2022

Founders Note for: 2022-08-25 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 25 2022

Founders Note for: 2022-08-25 05:49 EDT

Line chart of VVIX, SDEX and MOVE from 2020 to August 2022 showing MOVE at 133.13, VVIX at 86.45 and SDEX at 59.14.

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Written by SpotGamma · Categorized: Founders Note

Aug 24 2022

Founders Note for: 2022-08-24 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 24 2022

Founders Note for: 2022-08-24 06:52 EDT

30-minute candlestick chart of VIX from July 27 to August 24, 2022, between 19.3 and 25.5 with 25.05 dotted line.

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Written by SpotGamma · Categorized: Founders Note

Aug 23 2022

Founders Note for: 2022-08-23 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 23 2022

Founders Note for: 2022-08-23 07:04 EDT

Two line charts titled SPX Vanna Model showing delta notional curves for current and next expiration with red overlays.

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Written by SpotGamma · Categorized: Founders Note

Aug 22 2022

Founders Note for: 2022-08-22 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 22 2022

Founders Note for: 2022-08-22 06:05 EDT

Bar chart of SPY absolute gamma by strike from 320 to 520 for current and next expirations.

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Written by SpotGamma · Categorized: Founders Note

Aug 19 2022

Founders Note for: 2022-08-19 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 19 2022

Founders Note for: 2022-08-19 07:03 EDT

A bar chart displays SPX gamma levels by strike for current (black) and next (gray) expiration, with a large spike at 4300.

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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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