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

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Founders Note

May 24 2022

Founders Note for: 2022-05-24 06:56 EDT

Daily S&P 500 candlestick chart with 4000 huge June OPEX call/put OI line and 3700 dealer flows positive line.

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Written by SpotGamma · Categorized: Founders Note

May 23 2022

Founders Note for: 2022-05-23 17:16 EDT

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Written by SpotGamma · Categorized: Founders Note

May 23 2022

Founders Note for: 2022-05-23 06:23 EDT

Bar chart of SPX put open interest change on 2022-05-23 with a large drop near 4000.

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Written by SpotGamma · Categorized: Founders Note

May 20 2022

Founders Note for: 2022-05-20 06:29 EDT

Bar chart of SPX gamma by strike showing large negative gamma at 3900 and 4000.

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Written by SpotGamma · Categorized: Founders Note

May 19 2022

Founders Note for: 2022-05-19 17:17 EDT

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Written by SpotGamma · Categorized: Founders Note

May 19 2022

Founders Note for: 2022-05-19 06:58 EDT

SPX Gamma Model line chart of delta notional versus strike from 3200 to 4600 with a red arrow at the trough near 3800.

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Written by SpotGamma · Categorized: Founders Note

May 18 2022

Founders Note for: 2022-05-18 16:46 EDT

Line chart of Walmart Inc and Target Corp percent changes May 2-18 2022, both falling after May 15, Target near -30%.

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Written by SpotGamma · Categorized: Founders Note

May 18 2022

Founders Note for: 2022-05-18 07:47 EDT

VIX options table dated May 18, 2022 with red arrow at hedge wall and key gamma strike of 25.

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Written by SpotGamma · Categorized: Founders Note

May 17 2022

Founders Note for: 2022-05-17 17:08 EDT

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Written by SpotGamma · Categorized: Founders Note

May 17 2022

Founders Note for: 2022-05-17 07:14 EDT

Line chart of 25-delta 30-day risk reversal from April 2020 to April 2022, ranging from -0.16 to -0.04.

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Written by SpotGamma · Categorized: Founders Note

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