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

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Founders Note

Dec 22 2021

SpotGamma Report for: 12/22/2021 PM

TSLA estimated notional gamma chart with blue call and orange put lines dropping sharply near the 900 strike.

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Written by SpotGamma · Categorized: Founders Note

Dec 22 2021

SpotGamma Report for: 12/22/2021 AM

Bar chart of SPY gamma levels by strike with a large negative gamma spike at 460.

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Written by SpotGamma · Categorized: Founders Note

Dec 22 2021

Early Data Release for Pro/Adv Subs: 12/22/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 21 2021

SpotGamma Report for: 12/21/2021 PM

Line chart of S&P 500, QQQ and IWM intraday percent changes on Dec 21, 2021, ending +0.80%, +1.15% and +1.32%.

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Written by SpotGamma · Categorized: Founders Note

Dec 21 2021

SpotGamma Report for: 12/21/2021 AM

Line chart of VIX futures term structure from Dec to Jul with last prices from 21.40 to 26.58 and VIX at 21.78.

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Written by SpotGamma · Categorized: Founders Note

Dec 20 2021

SpotGamma Report for: 12/20/2021 PM

Intraday candlestick chart of S&P 500 Index near 4568.01 with a declining VIX line ending at 23.08.

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Written by SpotGamma · Categorized: Founders Note

Dec 20 2021

SpotGamma Report for: 12/20/2021 AM

Scatter plot of percentile gamma ranks by SPX strike for puts in red and calls in blue dated 2021-12-20 with spot at 4525.

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Written by SpotGamma · Categorized: Founders Note

Dec 17 2021

SpotGamma Report for: 12/17/2021 PM

Candlestick chart of the S&P 500 Index with red lines at Gamma-Derived Resistance 4664, Support 4625, and Gamma Flip 4600.

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Written by SpotGamma · Categorized: Founders Note

Dec 17 2021

SpotGamma Report for: 12/17/2021 AM

Color-coded table of daily call and put open interest and volume from 12/1/21 to 12/16/21.

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Written by SpotGamma · Categorized: Founders Note

Dec 17 2021

Early Data Release for Pro/Adv Subs: 12/17/2021 AM

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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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