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

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Founders Note

Jun 22 2022

Founders Note for: 2022-06-22 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 22 2022

Founders Note for: 2022-06-22 06:08 EDT

Line chart of VIX futures prices versus days to expiration comparing June 21, 2022 and today.

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Written by SpotGamma · Categorized: Founders Note

Jun 21 2022

Founders Note for: 2022-06-21 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 21 2022

Founders Note for: 2022-06-21 06:10 EDT

Two SPX gamma model charts of delta notional from 3000 to 4400 with current vs next-expiration lines and red 3600 marks.

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Written by SpotGamma · Categorized: Founders Note

Jun 17 2022

Founders Note for: 2022-06-17 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 17 2022

Founders Note for: 2022-06-17 07:13 EDT

Dual-axis line chart titled SPX Delta Tilt with green Delta Tilt and red UPX from 2016 to 2022.

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Written by SpotGamma · Categorized: Founders Note

Jun 16 2022

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

Bar chart of June 16 puts plus calls by strike totaling 38.1K with a large spike near 3700.

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Written by SpotGamma · Categorized: Founders Note

Jun 16 2022

Founders Note for: 2022-06-16 06:21 EDT

Line chart titled SPX Gamma Model plotting delta notional against prices 3200 to 4400 with a red arrow near 3900.

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Written by SpotGamma · Categorized: Founders Note

Jun 15 2022

Founders Note for: 2022-06-15 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 15 2022

Founders Note for: 2022-06-15 07:39 EDT

VIX futures term structure chart from Jul to Feb with last prices from 31.40 to 30.35 and VIX Index at 32.41.

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Written by SpotGamma · Categorized: Founders Note

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