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

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Founders Note

Jun 07 2022

Founders Note for: 2022-06-07 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

Jun 07 2022

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

Bar chart of SPY absolute gamma by strike from 310 to 510, with boxes around 400-430 and sticky resistance at 415-420.

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Written by SpotGamma · Categorized: Founders Note

Jun 06 2022

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

S&P 500 Index and VIX line charts on TradingView with red lines at 4100.80 and 25.

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Written by SpotGamma · Categorized: Founders Note

Jun 06 2022

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

Yellow bar chart of VIX Index open interest showing calls on top and puts on bottom by strike from 17 to 32.5 dated June 6.

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Written by SpotGamma · Categorized: Founders Note

Jun 03 2022

Founders Note for: 2022-06-03 16:45 EDT

TradingView 1-minute charts of SPX and VIX on June 3, 2022, with SPX near 4108 and red levels.

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Written by SpotGamma · Categorized: Founders Note

Jun 03 2022

Founders Note for: 2022-06-03 08:25 AM EST

Line chart titled SPX Delta Tilt with green Delta Tilt and red SPX from 2016 to 2022.

Short-Term Volatility is Shrinking as we Approach a Risky Period Macro Theme: Daily Note: Futures are consolidating yesterdays gains, trading back to 4148. Volatility estimates continue to trend lower as the S&P oscillates in the 4100-4200 zone. Resistance remains at 4200, with support at 4155 (SPY4150), 4127 then a major level at 4100. As this […]

Written by SpotGamma · Categorized: Report Card

Jun 02 2022

Founders Note for: 2022-06-02 16:45 EDT

Intraday S&P 500 Index line chart rising from a 4074 low to 4177 high with red levels at 4100, 4135 and 4151.

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Written by SpotGamma · Categorized: Founders Note

Jun 02 2022

Founders Note for: 2022-06-02 07:07 EDT

QQQ gamma levels bar chart by strike with black current and gray next expiration bars, red oval around 300.

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Written by SpotGamma · Categorized: Founders Note

Jun 01 2022

Founders Note for: 2022-06-01 18:02 EDT

S&P 500 candlestick chart with red lines at 4150.90, 4135.04, 4100.18 and VIX chart below.

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Written by SpotGamma · Categorized: Founders Note

Jun 01 2022

Founders Note for: 2022-06-01 07:00 EDT

Bar chart of SPY absolute gamma by strike from 310-510 with red box highlighting activity near 410-425.

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Written by SpotGamma · Categorized: Founders Note

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