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

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Founders Note

Apr 01 2022

SpotGamma Report for: 04/01/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Apr 01 2022

SpotGamma Report for: 04/01/2022 AM

Three Vanna Model charts for QQQ, SPY and SPX with Current and Next Expiration delta notional lines.

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Written by SpotGamma · Categorized: Founders Note

Mar 31 2022

SpotGamma Report for: 03/31/2022 PM

Bar chart of estimated SPX contracts traded by time today, blue for all contracts and orange for June 30 expiration.

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Written by SpotGamma · Categorized: Founders Note

Mar 31 2022

SpotGamma Report for: 03/31/2022 AM

Line chart of the SPX gamma model comparing current and next expiration delta notional across strikes from 4200 to 5000.

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Written by SpotGamma · Categorized: Founders Note

Mar 30 2022

SpotGamma Report for: 03/30/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 30 2022

SpotGamma Report for: 03/30/2022 AM

SPX Vanna Model line chart with U-shaped teal Current, red line, and black Next Expiration curves from 4590 to 4680.

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Written by SpotGamma · Categorized: Founders Note

Mar 29 2022

SpotGamma Report for: 03/29/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 29 2022

SpotGamma Report for: 03/29/2022 AM

Scatter plot of percentile gamma by SPX strike for 2022-03-29 with red puts and blue calls from 4200 to 4800.

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Written by SpotGamma · Categorized: Founders Note

Mar 28 2022

SpotGamma Report for: 03/28/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 28 2022

SpotGamma Report for: 03/28/2022 AM

Bar chart of SPX absolute gamma by strike, current expiration in black and next in gray, arrow at 4510.

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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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