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

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Founders Note

Apr 25 2022

SpotGamma Report for: 04/25/2022 PM

Two-panel SPY chart of options volume, open interest vs price and implied volatility, 2020-2022.

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Written by SpotGamma · Categorized: Founders Note

Apr 25 2022

SpotGamma Report for: 04/25/2022 AM

Line chart titled SPX Delta Tilt plots green Delta Tilt against red series 2016-2022 with blue dashed line at 0.5.

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Written by SpotGamma · Categorized: Founders Note

Apr 22 2022

SpotGamma Report for: 04/22/2022 PM

Line chart of S&P 500 Index declining through Key Resistance, Noted Support and Put Wall levels.

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Written by SpotGamma · Categorized: Founders Note

Apr 22 2022

SpotGamma Report for: 04/22/2022 AM

TradingView chart of VIX (blue line) over ES futures (orange) marked with VIX EXP, OPEX, and Cash SPX Open.

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Written by SpotGamma · Categorized: Founders Note

Apr 21 2022

SpotGamma Report for: 04/21/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Apr 21 2022

SpotGamma Report for: 04/21/2022 AM

TradingView 5-minute chart overlaying an orange QQQ line on SPY candlesticks, with SPY high 447.56 and low 435.62.

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Written by SpotGamma · Categorized: Founders Note

Apr 20 2022

SpotGamma Report for: 04/20/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Apr 20 2022

SpotGamma Report for: 04/20/2022 AM

Bar chart of SPY absolute gamma levels by strike with large positive spikes at 445 and 450.

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Written by SpotGamma · Categorized: Founders Note

Apr 19 2022

SpotGamma Report for: 04/19/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Apr 19 2022

Founders Note for: 2022-04-19 07:33 AM EST

S&P 500 daily line chart with 4400 level, FOMC and OPEX dates, and notes on dealer options hedging.

Options Expirations Remove Supportive Positions and Create Downside Risk Daily Note: Futures have pressed lower to 4380. Our levels and volatility expectations remain in line with yesterday’s data. We look for a maximum move of 1.19% (open/close) with resistance at 4400SPX & 440SPY (4415SPX equivalent). Support shows at 4365SPX (435SPY). Beneath that level we see […]

Written by SpotGamma · Categorized: Report Card

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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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