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

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Founders Note

Jan 04 2022

SpotGamma Report for: 01/04/2022 PM

1-minute candlestick chart of the S&P 500 Index showing red lines for SPY $480, Large Gamma1 and Large Gamma2.

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Written by SpotGamma · Categorized: Founders Note

Jan 04 2022

SpotGamma Report for: 01/04/2022 AM

Horizontal bar chart titled SPX Gamma Profile 2022-01-04 with positive gamma bars and SPY 480 annotation.

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Written by SpotGamma · Categorized: Founders Note

Jan 03 2022

SpotGamma Report for: 01/03/2022 PM

HIRO vs stock price chart for SPY labeling Put Selling on rising blue line and Call Selling on falling orange line.

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Written by SpotGamma · Categorized: Founders Note

Jan 03 2022

SpotGamma Report for: 01/03/2022 AM

Bar chart titled SPY Gamma Levels showing absolute gamma by strike for current and next expirations with peaks near 480.

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Written by SpotGamma · Categorized: Founders Note

Jan 03 2022

Early Data Release for Pro/Adv Subs: 01/03/2022 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 31 2021

SpotGamma Report for: 12/31/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Dec 31 2021

SpotGamma Report for: 12/31/2021 AM

Line chart of SPX gamma showing current vs next expiration delta notional, highlighting lost gamma to 12/31 near 4900.

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Written by SpotGamma · Categorized: Founders Note

Dec 30 2021

SpotGamma Report for: 12/30/2021 PM

S&P 500 Index 1-minute line chart on Dec 30 2021 showing late drop from 4800 Call Wall to 4775 support.

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Written by SpotGamma · Categorized: Founders Note

Dec 30 2021

SpotGamma Report for: 12/30/2021 AM

Bar chart of SPY gamma levels by strike showing a large positive spike around 480 for current and next expirations.

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Written by SpotGamma · Categorized: Founders Note

Dec 29 2021

SpotGamma Report for: 12/29/2021 PM

Line chart of SPX implied volatility by maturity from 1 week to 5 years, lines for 2020, 2021, Dec 2021, 2019 and 2015-2018.

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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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