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

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Founders Note

Dec 07 2021

SpotGamma Report for: 12/07/2021 AM

Line chart comparing SPX put volume in blue against PVOLE in orange from 2007 to 2022 with a large 2020 spike.

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Written by SpotGamma · Categorized: Founders Note

Dec 06 2021

SpotGamma Report for: 12/06/2021 PM

HIRO vs SPX price chart with orange calls rising, blue puts falling, black price and Heavy Put Buying label.

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Written by SpotGamma · Categorized: Founders Note

Dec 06 2021

SpotGamma Report for: 12/06/2021 AM

Line chart of SPX realized volatility from 2018 to 2022 for 5-day, 1-month, 2-month and 6-month periods with a spike in 2020.

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Written by SpotGamma · Categorized: Founders Note

Dec 04 2021

SpotGamma Report for: 12/03/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Dec 03 2021

SpotGamma Report for: 12/03/2021 AM

Line chart of VIX minus SPX 30-day vol spread in 2021 with a red arrow at about 19.

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Written by SpotGamma · Categorized: Founders Note

Dec 02 2021

SpotGamma Report for: 12/02/2021 PM

Histogram of SPY 20-day forward returns when VIX is 31-100, highlighting circled tail risk.

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Written by SpotGamma · Categorized: Founders Note

Dec 02 2021

SpotGamma Report for: 12/02/2021 AM

Bar chart of SPX Put OI Change on 2021-12-02 with red arrow highlighting 4100 strike.

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Written by SpotGamma · Categorized: Founders Note

Dec 02 2021

Early Data Release for Pro/Adv Subs: 12/02/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Dec 01 2021

SpotGamma Report for: 12/01/2021 PM

S&P 500 5-min candlestick chart declining past 4640 volatility trigger, 4600 key support and 4550 major support.

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Written by SpotGamma · Categorized: Founders Note

Dec 01 2021

SpotGamma Report for: 12/01/2021 AM

Line chart comparing VIX futures historical prices by days to expiration for November 30, 2021 and today.

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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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