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

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Founders Note

Feb 28 2022

SpotGamma Report for: 02/28/2022 AM

5-minute candlestick chart of S&P 500 E-mini futures with a red box highlighting a sharp drop.

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Written by SpotGamma · Categorized: Founders Note

Feb 25 2022

SpotGamma Report for: 02/25/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Feb 25 2022

SpotGamma Report for: 02/25/2022 AM

Bar chart of SPX absolute gamma by strike 3900-4500 with red box on 4000-4290 and dual expiration bars.

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Written by SpotGamma · Categorized: Founders Note

Feb 24 2022

SpotGamma Report for: 02/24/2022 PM

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Written by SpotGamma · Categorized: Founders Note

Feb 24 2022

SpotGamma Report for: 02/24/2022 AM

The chart plots SG Momentum Indicator against strikes with Hedge Wall, Key Gamma Strike, PX line and 4050, 4080 marks.

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Written by SpotGamma · Categorized: Founders Note

Feb 23 2022

SpotGamma Report for: 02/23/2022 PM

Daily candlestick chart of Volatility S&P 500 Index with Lower Low SPX Lower High VIX annotation near 31.

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Written by SpotGamma · Categorized: Founders Note

Feb 23 2022

SpotGamma Report for: 02/23/2022 AM

Line chart of annual volatility declining from 29% in February 2022 to 22% by December 2024.

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Written by SpotGamma · Categorized: Founders Note

Feb 22 2022

SpotGamma Report for: 02/22/2022 PM

Hourly S&P 500 Index candlestick chart declining toward 4305 with red horizontal lines at 4305 and 4270.

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Written by SpotGamma · Categorized: Founders Note

Feb 22 2022

SpotGamma Report for: 02/22/2022 AM

SPX area chart of SG Momentum Indicator with orange arrows at 4050, 4165, 4270, 4390 and hedge wall at 4400.

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Written by SpotGamma · Categorized: Founders Note

Feb 18 2022

SpotGamma Report for: 02/18/2022 PM

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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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