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

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Founders Note

Jun 29 2022

Founders Note for: 2022-06-29 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 29 2022

Founders Note for: 2022-06-29 06:51 EDT

SPX Delta Tilt dual-axis chart with green oscillating Delta Tilt, red SPX, and a blue arrow at 2022 low.

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Written by SpotGamma · Categorized: Founders Note

Jun 28 2022

Founders Note for: 2022-06-28 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 28 2022

Founders Note for: 2022-06-28 06:55 EDT

Daily line chart of NATIONS SKEWDEX declining from the mid-70s to 59.33, with average 69.68 and low 56.15.

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Written by SpotGamma · Categorized: Founders Note

Jun 27 2022

Founders Note for: 2022-06-27 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 27 2022

Founders Note for: 2022-06-27 06:53 EDT

Line chart of 25 Delta 30 Day Risk Reversal from 2020-04 to 2022-07, -0.16 to -0.04, blue arrow on recent data.

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Written by SpotGamma · Categorized: Founders Note

Jun 24 2022

Founders Note for: 2022-06-24 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 24 2022

Founders Note for: 2022-06-24 07:30 EDT

Bar chart of SPY absolute gamma by strike for current and next expiration, with arrows at 380 and 400.

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Written by SpotGamma · Categorized: Founders Note

Jun 23 2022

Founders Note for: 2022-06-23 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 23 2022

Founders Note for: 2022-06-23 07:25 EDT

Bar chart of SPX gamma levels by strike from 3400 to 4000 with current expiration in black and next in gray.

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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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