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

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Founders Note

May 16 2022

Founders Note for: 2022-05-16 18:22 EDT

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Written by SpotGamma · Categorized: Founders Note

May 16 2022

Founders Note for: 2022-05-16 06:45 EDT

Bar chart showing SPY absolute gamma levels across strikes from 300 to 500 with a large negative spike at 400.

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Written by SpotGamma · Categorized: Founders Note

May 13 2022

Founders Note for: 2022-05-13 15:59 EDT

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Written by SpotGamma · Categorized: Founders Note

May 13 2022

Founders Note for: 2022-05-13 08:35 EDT

Bar chart of SPX gamma levels by strike from 3600 to 4200 with a blue dashed box on the right.

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Written by SpotGamma · Categorized: Founders Note

May 12 2022

Founders Note for: 2022-05-12 18:08 EDT

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Written by SpotGamma · Categorized: Founders Note

May 12 2022

Founders Note for: 2022-05-12 08:17 EDT

SPX Gamma Model line chart of delta notional vs strike prices, with a red arrow at the dip near 3700.

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Written by SpotGamma · Categorized: Founders Note

May 11 2022

Founders Note for: 2022-05-11 17:36 EDT

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Written by SpotGamma · Categorized: Founders Note

May 11 2022

Founders Note for: 2022-05-11 07:05 EDT

Bar chart showing yearly values from 2011 to 2021, rising from 0 to 936,172.

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Written by SpotGamma · Categorized: Founders Note

May 10 2022

Founders Note for: 2022-05-10 17:59 EDT

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Written by SpotGamma · Categorized: Founders Note

May 10 2022

Founders Note for: 2022-05-10 07:01 EDT

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Written by SpotGamma · Categorized: Founders Note

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All SpotGamma materials, information, and presentations are for educational purposes only and should not be considered specific investment advice nor recommendations. Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. Testimonials appearing on this website may not be representative of other clients or customers and is not a guarantee of future performance or success.

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