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

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Founders Note

Feb 24 2023

Founders Note for: 2023-02-24 15:33 PM EST

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Written by SpotGamma · Categorized: Founders Note

Feb 24 2023

Founders Note for: 2023-02-24 06:15 AM EST

Bar chart of SPX put volume traded and open interest change by strike, with red arrows at 3950 and 4000.

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Written by SpotGamma · Categorized: Founders Note

Feb 23 2023

Founders Note for: 2023-02-23 15:31 PM EST

Bar chart titled Abs Gamma SPY shows teal put gamma bars below zero and black call gamma above, red dashed box near 395.

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Written by SpotGamma · Categorized: Founders Note

Feb 23 2023

Founders Note for: 2023-02-23 05:44 AM EST

HIRO chart of SPX price and 0DTE SPX+SPY flow on Feb 22, 2023, with FOMC marker and volume notes.

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Written by SpotGamma · Categorized: Founders Note

Feb 22 2023

Founders Note for: 2023-02-22 15:28 PM EST

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Written by SpotGamma · Categorized: Founders Note

Feb 22 2023

Founders Note for: 2023-02-22 06:27 AM EST

Bar chart of SPY put volume traded and open interest change by strike from 360 to 438, with a large volume spike near 401.

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Written by SpotGamma · Categorized: Founders Note

Feb 21 2023

Founders Note for: 2023-02-21 15:31 PM EST

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Written by SpotGamma · Categorized: Founders Note

Feb 21 2023

Founders Note for: 2023-02-21 06:26 AM EST

Bar chart titled Abs Gamma SPY displays teal put and black call gamma with red arrows at 400 and 410.

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Written by SpotGamma · Categorized: Founders Note

Feb 17 2023

Founders Note for: 2023-02-17 15:33 PM EST

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Written by SpotGamma · Categorized: Founders Note

Feb 17 2023

Founders Note for: 2023-02-17 06:36 AM EST

Bar chart of equities delta notional by expiration on 2023-02-15 with calls exceeding puts and a March quarterly peak.

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Written by SpotGamma · Categorized: Founders Note

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