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

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Founders Note

Jun 14 2022

Founders Note for: 2022-06-14 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 14 2022

Founders Note for: 2022-06-14 07:00 EDT

A bar chart of VIX options delta notional by expiration on 2022-06-13 shows large call bars and smaller put bars.

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Written by SpotGamma · Categorized: Founders Note

Jun 13 2022

Founders Note for: 2022-06-13 16:45 EDT

Line chart titled HIRO vs Stock Price with black and pink lines from 10:15 to 04:00, ES selected.

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Written by SpotGamma · Categorized: Founders Note

Jun 13 2022

Founders Note for: 2022-06-13 06:37 EDT

SPX INDEX line chart shows annual volatility dropping from 47% in Jun 2022 to 22% by Dec 2026, gray line near 25%.

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Written by SpotGamma · Categorized: Founders Note

Jun 10 2022

Founders Note for: 2022-06-10 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 10 2022

Founders Note for: 2022-06-10 07:19 EDT

Bar chart of SPX gamma levels by strike with a large negative spike at 4000.

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Written by SpotGamma · Categorized: Founders Note

Jun 09 2022

Founders Note for: 2022-06-09 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 09 2022

Founders Note for: 2022-06-09 07:08 EDT

Line chart showing 25 Delta 30 Day Risk Reversal Apr 2020 to Jul 2022 from -0.16 to -0.04 labeled Calls Bid and Puts Bid.

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Written by SpotGamma · Categorized: Founders Note

Jun 08 2022

Founders Note for: 2022-06-08 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 08 2022

Founders Note for: 2022-06-08 06:35 EDT

Scatter plot of percentile gamma by strike for SPX on 2022-06-08 with red puts and blue calls.

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Written by SpotGamma · Categorized: Founders Note

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