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

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Founders Note

Aug 18 2022

Founders Note for: 2022-08-18 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 18 2022

Founders Note for: 2022-08-18 08:01 EDT

Bar chart of SPX gamma levels by strike from 3900 to 4500 with red boxes around 4300 and 4400.

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Written by SpotGamma · Categorized: Founders Note

Aug 17 2022

Founders Note for: 2022-08-17 16:45 EDT

SPX real-time price line chart from Aug 17 2022 with 4300 key gamma strike and last close at 4305.

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Written by SpotGamma · Categorized: Founders Note

Aug 17 2022

Founders Note for: 2022-08-17 06:29 EDT

Line chart of SPY price versus HIRO with $430 put, gamma and hedge walls and $429 last close.

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Written by SpotGamma · Categorized: Founders Note

Aug 16 2022

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

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Written by SpotGamma · Categorized: Founders Note

Aug 16 2022

Founders Note for: 2022-08-16 07:34 EDT

Yellow bar charts of VIX index open interest showing calls above and puts below across strikes from 12.5 to 170.

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Written by SpotGamma · Categorized: Founders Note

Aug 15 2022

Founders Note for: 2022-08-15 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 15 2022

Founders Note for: 2022-08-15 08:58 AM EST

A dual-axis line chart titled SPX Gamma Tilt shows red Gamma Tilt and blue S&P500 from 2018 to 2022 with a red arrow.

If The S&P 500 Stalls at 4300, Look Out Below Macro Theme: Key Levels: – Markets maintain a bullish, positive gamma stance; withmean reverting price action & $4,300 now the top of our range into August 19th OPEX– This weeks VIX (8/17) + equity expiration(s) (8/17) may trigger higher market volatility and equity weaknessinto month […]

Written by SpotGamma · Categorized: Report Card

Aug 12 2022

Founders Note for: 2022-08-12 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 12 2022

Founders Note for: 2022-08-12 06:28 EDT

Bar chart of SPY absolute gamma by strike, with arrows highlighting negative gamma at 420 and positive at 430.

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Written by SpotGamma · Categorized: Founders Note

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