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

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Founders Note

Mar 10 2023

Founder’s Note for: 2023-03-10 17:13 PM EST

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Written by SpotGamma · Categorized: Founders Note

Mar 10 2023

Founder’s Note for: 2023-03-10 06:21 AM EST

Line chart of SPX + SPY put volume from Jan 2022 to Mar 2023 with spikes over 700,000.

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Written by SpotGamma · Categorized: Founders Note

Mar 09 2023

Founder’s Note for: 2023-03-09 17:15 PM EST

Two SpotGamma charts for SPY and SPX highlight Put Walls at 390 and 3900 with red arrows.

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Written by SpotGamma · Categorized: Founders Note

Mar 09 2023

Founder’s Note for: 2023-03-09 06:10 AM EST

Heatmap of SPY fixed strike IV vs dates and strikes, arrows mark Tail IV down and Right Tail IV up.

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Written by SpotGamma · Categorized: Founders Note

Mar 08 2023

Founder’s Note for: 2023-03-08 17:14 PM EST

Heatmap chart of /ES futures with volume profile, green and red dots, and highlighted 4005 level.

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Written by SpotGamma · Categorized: Founders Note

Mar 08 2023

Founder’s Note for: 2023-03-08 06:37 AM EST

HIRO chart for March 7, 2023 showing SPX+SPY white price line dropping to 3986 and teal line to -533M with red arrows.

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Written by SpotGamma · Categorized: Founders Note

Mar 07 2023

Founder’s Note for: 2023-03-07 17:10 PM EST

A 5-minute candlestick chart of /ES[H23] declining to 3992.25 with overlay lines, volume bars and implied volatility.

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Written by SpotGamma · Categorized: Founders Note

Mar 07 2023

Founder’s Note for: 2023-03-07 05:48 AM EST

Bar chart of delta notional by expiration for SPX+SPY+QQQ+NDX with a large March OPEX spike.

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Written by SpotGamma · Categorized: Founders Note

Mar 06 2023

Founder’s Note for: 2023-03-06 17:15 PM EST

Line chart of euro zone inflation, ECB balance sheet in trillions, and policy rate from 2004 to 2023.

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Written by SpotGamma · Categorized: Founders Note

Mar 06 2023

Founder’s Note for: 2023-03-06 04:26 AM EST

The chart plots SPX Index BVOL with white line from 3/6/2023 falling from 28 and red from 3/1/2023 near 19 into September.

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Written by SpotGamma · Categorized: Founders Note

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