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

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Founders Note

Jan 10 2022

SpotGamma Report for: 01/10/2022 PM

S&P 500 5-minute candlestick chart showing green zones at 4580, 4600 and 4650 with resistance near 4663.

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Written by SpotGamma · Categorized: Founders Note

Jan 10 2022

SpotGamma Report for: 01/10/2022 AM

SPX SG Momentum Indicator chart shows Key Delta Strike near 4000 and Key Gamma Strike near 4700.

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Written by SpotGamma · Categorized: Founders Note

Jan 07 2022

SpotGamma Report for: 01/07/2022 PM

Line chart of four VIX term structure curves from Dec 2021–Jan 2022, rising from 17–27 toward 26 by July 2022.

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Written by SpotGamma · Categorized: Founders Note

Jan 07 2022

SpotGamma Report for: 01/07/2022 AM

Scatter plot of percentile gamma by SPX strike for 2022-01-07 with red puts, blue calls, and 4700 highlighted.

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Written by SpotGamma · Categorized: Founders Note

Jan 06 2022

SpotGamma Report for: 01/06/2022 PM

HIRO vs stock price chart for SPY showing price, put and call lines labeled immaterial put selling and call selling.

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Written by SpotGamma · Categorized: Founders Note

Jan 06 2022

SpotGamma Report for: 01/06/2022 AM

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Written by SpotGamma · Categorized: Founders Note

Jan 06 2022

SpotGamma Report for: 01/06/2022 AM

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Written by SpotGamma · Categorized: Founders Note

Jan 06 2022

Early Data Release for Pro/Adv Subs: 01/06/2022 AM

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Written by SpotGamma · Categorized: Founders Note

Jan 05 2022

SpotGamma Report for: 01/05/2022 PM

Two SPX Vanna Model charts plot Delta Notional versus strike with teal current curves and red next-expiration lines.

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Written by SpotGamma · Categorized: Founders Note

Jan 05 2022

SpotGamma Report for: 01/05/2022 AM

Scatter plot of percentile gamma by SPX strike for 2022-01-05 highlighting 4800.

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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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