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

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Founders Note

Mar 25 2022

SpotGamma Report for: 03/25/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 25 2022

SpotGamma Report for: 03/25/2022 AM

Line chart of VIX futures historical prices with March 14 2022 line above today's from 0 to 240 days to expiration.

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Written by SpotGamma · Categorized: Founders Note

Mar 24 2022

SpotGamma Report for: 03/24/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 24 2022

SpotGamma Report for: 03/24/2022 AM

S&P 500 two-hour chart from October to April marking 6.94% January and 7.65% March declines near 4500 and 4004 levels.

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Written by SpotGamma · Categorized: Founders Note

Mar 23 2022

SpotGamma Report for: 03/23/2022 PM

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Written by Renato Capelj · Categorized: Founders Note

Mar 23 2022

SpotGamma Report for: 03/23/2022 AM

This bar chart plots SPX gamma by strike 4200-4800 for current and next expiration with arrow to JPM 4510 puts.

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Written by SpotGamma · Categorized: Founders Note

Mar 22 2022

SpotGamma Report for: 03/22/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 22 2022

SpotGamma Report for: 03/22/2022 AM

Two line charts titled SPX Vanna Model showing delta notional by strike for Mar 18, 21, and 22.

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Written by SpotGamma · Categorized: Founders Note

Mar 21 2022

SpotGamma Report for: 03/21/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Mar 21 2022

SpotGamma Report for: 03/21/2022 AM

Scatter plot of %ile gamma by SPY strike for 2022-03-21 with red put and blue call dots.

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Written by SpotGamma · Categorized: Founders Note

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©2026 TenTen Capital LLC DBA SpotGamma

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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