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

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Founders Note

Dec 16 2021

SpotGamma Report for: 12/16/2021 PM

Line chart of VIX futures historical prices with two curves for December 15, 2021 and today across days to expiration.

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Written by SpotGamma · Categorized: Founders Note

Dec 16 2021

SpotGamma Report for: 12/16/2021 AM

SPX gamma model chart of current versus next expiration delta notional by strike, resistance at 4750.

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Written by SpotGamma · Categorized: Founders Note

Dec 15 2021

SpotGamma Report for: 12/15/2021 PM

SPX SG Momentum Indicator chart by strike with Key Gamma Strike and Hedge Wall labeled near 4650.

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Written by SpotGamma · Categorized: Founders Note

Dec 15 2021

SpotGamma Report for: 12/15/2021 AM

SPX chart of the SG Momentum Indicator shows peaks near 4000 and 4600 with labeled levels at 4545, 4600 and 4700.

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Written by SpotGamma · Categorized: Founders Note

Dec 15 2021

Early Data Release for Pro/Adv Subs: 12/15/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 14 2021

SpotGamma Report for: 12/14/2021 PM

Stacked bar chart showing $4.3tn of Dec 17 options notional, with SPX AM at $2.3tn the largest portion.

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Written by SpotGamma · Categorized: Founders Note

Dec 14 2021

SpotGamma Report for: 12/14/2021 AM

Line chart overlay of SPY, QQQ and IWM percentage changes, IWM at -2.84%, SPY at +0.38%, QQQ at -0.42%.

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Written by SpotGamma · Categorized: Founders Note

Dec 14 2021

Early Data Release for Pro/Adv Subs: 12/14/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 13 2021

SpotGamma Report for: 12/13/2021 PM

Line chart of premium difference for Index CALLS in blue and PUTS in orange from 2018-09 to 2022-01.

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Written by SpotGamma · Categorized: Founders Note

Dec 13 2021

SpotGamma Report for: 12/13/2021 AM

Bar chart of SPY gamma levels by strike with a large spike at 470.

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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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