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

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Founders Note

Dec 29 2021

SpotGamma Report for: 12/29/2021 AM

Scatter chart of %ile gamma rank vs SPY strike for red puts and blue calls, arrow pointing to 480 SPY.

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Written by SpotGamma · Categorized: Founders Note

Dec 29 2021

Early Data Release for Pro/Adv Subs: 12/29/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 28 2021

SpotGamma Report for: 12/28/2021 PM

Line chart titled Total Market HIRO plotting SPY, QQQ, and IWM from 10:23 to 03:56.

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Written by SpotGamma · Categorized: Founders Note

Dec 28 2021

SpotGamma Report for: 12/28/2021 AM

Bar chart of SPY absolute gamma by strike from 380-570, with a large positive spike near 480.

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Written by SpotGamma · Categorized: Founders Note

Dec 28 2021

Early Data Release for Pro/Adv Subs: 12/28/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 27 2021

SpotGamma Report for: 12/27/2021 PM

CME Liquidity Tool chart of E-mini S&P 500 futures book depth vs bid-ask spread, Nov 26–Dec 26 2021.

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Written by SpotGamma · Categorized: Founders Note

Dec 27 2021

SpotGamma Report for: 12/27/2021 AM

SPX gamma model line chart of delta notional versus strike, highlighting a 4825 peak with current and next expiration lines.

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Written by SpotGamma · Categorized: Founders Note

Dec 23 2021

SpotGamma Report for: 12/23/2021 PM

Intraday SPY HIRO vs stock price chart with black price, magenta Total, orange trend arrows, and a blue HIRO line.

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Written by SpotGamma · Categorized: Founders Note

Dec 23 2021

SpotGamma Report for: 12/23/2021 AM

Bar chart of SPY absolute gamma by strike with a tall spike at 470 for current expiration.

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Written by SpotGamma · Categorized: Founders Note

Dec 23 2021

Early Data Release for Pro/Adv Subs: 12/23/2021 AM

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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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