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

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Founders Note

Aug 11 2022

Founders Note for: 2022-08-11 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 11 2022

Founders Note for: 2022-08-11 06:27 EDT

Line chart of SPX Vanna Model showing Current and Next Expiration delta notional versus strikes 4170 to 4250.

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Written by SpotGamma · Categorized: Founders Note

Aug 10 2022

Founders Note for: 2022-08-10 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 10 2022

Founders Note for: 2022-08-10 07:48 EDT

Line chart of the MOVE index of U.S. bond market option volatility from Feb to Aug 2022 with CPI and FOMC markers.

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Written by SpotGamma · Categorized: Founders Note

Aug 09 2022

Founders Note for: 2022-08-09 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 09 2022

Founders Note for: 2022-08-09 06:18 EDT

Bar chart of SPY absolute gamma by strike, current and next expiration, arrows at 410 and 420.

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Written by SpotGamma · Categorized: Founders Note

Aug 08 2022

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

Daily candlestick chart of Volatility S&P 500 Index with a downward arrow indicating decline to 21.28 in August 2022.

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Written by SpotGamma · Categorized: Founders Note

Aug 08 2022

Founders Note for: 2022-08-08 06:33 EDT

Side-by-side SPX gamma model charts plot current and next expiration delta notional from 3400 to 4800 for Aug 4-8.

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Written by SpotGamma · Categorized: Founders Note

Aug 05 2022

Founders Note for: 2022-08-05 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Aug 05 2022

Founders Note for: 2022-08-05 06:04 EDT

Two VIX line charts from Jan-Aug 2022 with call/put volume on top and open interest below.

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Written by SpotGamma · Categorized: Founders Note

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