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

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Founders Note

Dec 10 2021

SpotGamma Report for: 12/10/2021 PM

HIRO vs stock price chart for SPX showing 4700 resistance, 4685 vol trigger and large positive deltas into close.

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Written by SpotGamma · Categorized: Founders Note

Dec 10 2021

SpotGamma Report for: 12/10/2021 AM

Bar chart of SPX absolute gamma versus strike from 4300 to 4900 with a red box around 4660-4700.

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Written by SpotGamma · Categorized: Founders Note

Dec 10 2021

Early Data Release for Pro/Adv Subs: 12/10/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 09 2021

SpotGamma Report for: 12/09/2021 PM

Line chart comparing SPX price (black) with HIRO total (pink) plunging from 0 to -600k after noon.

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Written by SpotGamma · Categorized: Founders Note

Dec 09 2021

SpotGamma Report for: 12/09/2021 AM

Bar chart of SPY gamma levels by strike showing large 470 calls above zero and 470 puts below.

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Written by SpotGamma · Categorized: Founders Note

Dec 09 2021

Early Data Release for Pro/Adv Subs: 12/09/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 08 2021

SpotGamma Report for: 12/08/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Dec 08 2021

SpotGamma Report for: 12/08/2021 AM

Two SPX Vanna Model line charts plot delta notional against strike with current and next expiration curves.

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Written by SpotGamma · Categorized: Founders Note

Dec 08 2021

Early Data Release for Pro/Adv Subs: 12/08/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 07 2021

SpotGamma Report for: 12/07/2021 PM

5-minute candlestick chart of the S&P 500 Index with labeled gamma levels including Zero Gamma and Combo lines.

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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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