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

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Founders Note

Jul 21 2022

Founders Note for: 2022-07-21 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jul 21 2022

Founders Note for: 2022-07-21 06:42 EDT

Bar chart of QQQ gamma levels by strike with large negative gamma at 300 and positive at 310.

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Written by SpotGamma · Categorized: Founders Note

Jul 20 2022

Founders Note for: 2022-07-20 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jul 20 2022

Founders Note for: 2022-07-20 07:36 EDT

Horizontal bar chart of the SPX gamma profile for 2022-07-20 with a red dashed line at strike 3919.

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Written by SpotGamma · Categorized: Founders Note

Jul 19 2022

Founders Note for: 2022-07-19 16:45 EDT

Two bar charts of SPX call OI change and current OI on 2022-07-19 show high OI at 4000 with not much addition.

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Written by SpotGamma · Categorized: Founders Note

Jul 19 2022

Founders Note for: 2022-07-19 08:23 AM EST

The 30-minute candlestick chart of SPDR S&P 500 ETF TRUST displays blue horizontal lines at 389.93 and 371.98.

Equity Markets Could Rally into VIX Expiration Macro Theme: Market Context: Rallies should be categorized as short covering and subject to failure. S&P 500 Levels: What To Watch: Daily Note: Futures are higher to 3865 overnight. We once again look for ~1% swings today with resistance at 3900-3910. Support shows at 3850 then 3800. Today […]

Written by SpotGamma · Categorized: Report Card

Jul 18 2022

Founders Note for: 2022-07-18 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jul 18 2022

Founders Note for: 2022-07-18 07:10 EDT

VIX July 18 open interest chart with yellow call bars above put bars and a red dashed box highlighting 25-30 strikes.

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Written by SpotGamma · Categorized: Founders Note

Jul 15 2022

Founders Note for: 2022-07-15 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jul 15 2022

Founders Note for: 2022-07-15 09:06 EDT

Bar chart of SPY absolute gamma levels by strike highlighting a large spike at 380.

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Written by SpotGamma · Categorized: Founders Note

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