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

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Founders Note

May 31 2022

Founders Note for: 2022-05-31 17:24 EDT

5-minute S&P 500 candlestick chart with 46-point drop highlighted near 4100 and VIX line chart below.

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Written by SpotGamma · Categorized: Founders Note

May 31 2022

Founders Note for: 2022-05-31 06:16 EDT

Bar chart of SPY absolute gamma by strike with a tall positive bar at 420.

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Written by SpotGamma · Categorized: Founders Note

May 27 2022

Founders Note for: 2022-05-27 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

May 27 2022

Founders Note for: 2022-05-27 06:08 EDT

Bar chart of SPY absolute gamma by strike 310-500 with large spikes around 400 for current and next expirations.

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Written by SpotGamma · Categorized: Founders Note

May 26 2022

Founders Note for: 2022-05-26 16:45 EDT

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Written by SpotGamma · Categorized: Founders Note

May 26 2022

Founders Note for: 2022-05-26 05:55 EDT

Two SPX Gamma Model charts plot delta notional by strike for May 24-26, right one with a red arrow.

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Written by SpotGamma · Categorized: Founders Note

May 25 2022

Founders Note for: 2022-05-25 18:11 EDT

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Written by SpotGamma · Categorized: Founders Note

May 25 2022

Founders Note for: 2022-05-20 18:00 EDT

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Written by SpotGamma · Categorized: Founders Note

May 25 2022

Founders Note for: 2022-05-25 06:46 EDT

Line chart titled SPX Consituents showing 5-day MA put volume in red and call volume in green, May 2021-May 2022.

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Written by SpotGamma · Categorized: Founders Note

May 24 2022

Founders Note for: 2022-05-24 17:00 EDT

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Written by SpotGamma · Categorized: Founders Note

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