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

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Founders Note

Feb 16 2023

Founders Note for: 2023-02-16 15:32 PM EST

HIRO chart of SPX on February 16, 2023 showing options flows, 4150 key gamma strike, and put buying.

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Written by SpotGamma · Categorized: Founders Note

Feb 16 2023

Founders Note for: 2023-02-16 05:50 AM EST

Table of VIX 5/17/23 C50 and C55 calls listing bid, ask, last, IVM, volume, open interest and change.

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Written by SpotGamma · Categorized: Founders Note

Feb 15 2023

Founders Note for: 2023-02-15 15:33 PM EST

SPX Vanna Model chart of delta notional vs strike with U-shaped current curve; tilt suggests dealer buys dips, sells rips.

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Written by SpotGamma · Categorized: Founders Note

Feb 15 2023

Founders Note for: 2023-02-15 07:19 AM EST

Line chart showing SPX Index BVOL series plunging from near 40 to 18 then flattening around 19 into November 2023.

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Written by SpotGamma · Categorized: Founders Note

Feb 14 2023

Founders Note for: 2023-02-14 15:35 PM EST

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Written by SpotGamma · Categorized: Founders Note

Feb 14 2023

Founders Note for: 2023-02-14 08:33 AM EST

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Written by SpotGamma · Categorized: Founders Note

Feb 14 2023

Founders Note for: 2023-02-14 07:08 AM EST

The Abs Gamma SPY bar chart shows teal put and black call gamma with red arrows at 400, 410 and 420.

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Written by SpotGamma · Categorized: Founders Note

Feb 13 2023

Founders Note for: 2023-02-13 15:08 PM EST

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Written by SpotGamma · Categorized: Founders Note

Feb 13 2023

Founders Note for: 2023-02-13 06:43 AM EST

Bar chart of SPX absolute gamma with teal put and black call bars, red labels at 4000, 4100 and 4200.

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Written by SpotGamma · Categorized: Founders Note

Feb 10 2023

Founders Note for: 2023-02-10 15:02 PM EST

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Written by SpotGamma · Categorized: Founders Note

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