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

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Founders Note

Jan 14 2022

SpotGamma Report for: 01/14/2022 PM

SPY heatmap chart with red and green bubbles, white line, orange levels and right-side volume profile.

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Written by SpotGamma · Categorized: Founders Note

Jan 14 2022

SpotGamma Models Indicate Net Options Delta Expiration at Over $125 Billion

january-2022-options-expiration-spotgamma

**Access to a full list of stocks with estimated impact is available at the end of this note** The Event: Next Friday, on January 21st, deep in the money calls worth billions of dollars are set to expire. Deep in the money calls are unique, because they are valued as being essentially equivalent to shares […]

Written by SpotGamma · Categorized: Market Analysis, Report Card

Jan 14 2022

SpotGamma Report for: 01/14/2022 AM

SPX SG Momentum Indicator chart by strike with Key Gamma Strike at 4645, Hedge Wall, high volatility and 4700 resistance.

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Written by SpotGamma · Categorized: Founders Note

Jan 13 2022

SpotGamma Report for: 01/13/2022 PM

SPX area chart of SG Momentum Indicator versus strike, with a gamma node peak labeled near 4660.

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Written by SpotGamma · Categorized: Founders Note

Jan 13 2022

SpotGamma Report for: 01/13/2022 AM

Scatter plot of %ile gamma by SPX strike for 2022-01-04 with red puts, blue calls, and 4700 highlighted.

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Written by SpotGamma · Categorized: Founders Note

Jan 12 2022

SpotGamma Report for: 01/12/2022 PM

HIRO versus stock price chart for SPY with black price line and magenta Total line both trending lower.

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Written by SpotGamma · Categorized: Founders Note

Jan 12 2022

SpotGamma Report for: 01/12/2022 AM

Two SPX Vanna Model line charts plot delta notional against strike with Current and Next Expiration curves.

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Written by SpotGamma · Categorized: Founders Note

Jan 12 2022

Early Data Release for Pro/Adv Subs: 01/12/2022 AM

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Written by SpotGamma · Categorized: Founders Note

Jan 11 2022

SpotGamma Report for: 01/11/2022 PM

SPY price chart with blue put and orange call flows, arrows noting afternoon put selling then end-of-day reversal.

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Written by SpotGamma · Categorized: Founders Note

Jan 11 2022

SpotGamma Report for: 01/11/2022 AM

Line chart of SPX gamma model showing delta notional by strike with flip near 4700 and positive gamma near 4800.

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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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