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

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Founders Note

Mar 03 2023

Founder’s Note for: 2023-03-03 05:45 PM EST

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Written by Eric Allione · Categorized: Founders Note

Mar 03 2023

Founder’s Note for: 2023-03-03 06:00 AM EST

A bar chart titled Abs Gamma SPY shows black call gamma peaking at 400 and teal put gamma below zero.

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Written by SpotGamma · Categorized: Founders Note

Mar 02 2023

Founder’s Note for: 2023-03-02 16:15 PM EST

Heatmap chart shows price action with volume and labeled levels including Zero Gamma, 3950, 3924 and PutWall 3900.

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Written by SpotGamma · Categorized: Founders Note

Mar 02 2023

Founder’s Note for: 2023-03-02 06:16 AM EST

Bar chart titled Abs Gamma SPY of put (teal) and call (black) gamma by strike with red arrow at 390 SPY.

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Written by SpotGamma · Categorized: Founders Note

Mar 01 2023

Founder’s Note for: 2023-03-01 17:07 PM EST

SPY and QQQ gamma model charts display gamma notional versus strike for current and next expiration with pink arrows.

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Written by SpotGamma · Categorized: Founders Note

Mar 01 2023

Founders Note for: 2023-03-01 07:41 AM EST

2-hour candlestick chart of VOLI on NASDAQ showing prices dropping from near 31 in October to 19.65 in early March.

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Written by SpotGamma · Categorized: Founders Note

Feb 28 2023

Founders Note for: 2023-02-28 15:32 PM EST

5-minute candlestick chart of the S&P 500 Index with key levels marked at 4015, 4000, 3974 and 3950.

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Written by SpotGamma · Categorized: Founders Note

Feb 28 2023

Founders Note for: 2023-02-28 07:23 AM EST

Candlestick chart of S&P 500 Index from 17-27 Feb 2023 showing a drop from 4080 area to 3982 with OPEX and 4000 dashed line.

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Written by SpotGamma · Categorized: Founders Note

Feb 27 2023

Founders Note for: 2023-02-27 15:34 PM EST

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Written by SpotGamma · Categorized: Founders Note

Feb 27 2023

Founders Note for: 2023-02-27 04:40 AM EST

The Abs Gamma SPY bar chart shows teal put gamma below zero and black call gamma above, with red box at 394-401.

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Written by SpotGamma · Categorized: Founders Note

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