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

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Founders Note

Nov 25 2021

Early Data Release for Pro/Adv Subs: 11/25/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Nov 24 2021

SpotGamma Report for: 11/24/2021 PM

Line chart of SPY HIRO versus stock price with both lines rising and a Positive Delta S&P Rallies arrow.

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Written by SpotGamma · Categorized: Founders Note

Nov 24 2021

SpotGamma Report for: 11/24/2021 AM

Two SPX Vanna Model charts of delta notional vs strike with teal current U-curve, red line, and black next expiration curve.

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Written by SpotGamma · Categorized: Founders Note

Nov 24 2021

Early Data Release for Pro/Adv Subs: 11/24/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Nov 23 2021

SpotGamma Report for: 11/23/2021 PM

Two charts of SPX and QQQ Vanna models showing delta notional by strike with current and next expiration lines.

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Written by SpotGamma · Categorized: Founders Note

Nov 23 2021

SpotGamma Report for: 11/23/2021 AM

Side-by-side SPX and QQQ Vanna Model line charts of delta notional vs strike with teal, black and red lines.

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Written by SpotGamma · Categorized: Founders Note

Nov 23 2021

Early Data Release for Pro/Adv Subs: 11/23/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Nov 22 2021

SpotGamma Report for: 11/22/2021 PM

VIX futures line chart comparing Nov 19, 2021 and today, both sloping up from 21 to 26 over 240 days.

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Written by SpotGamma · Categorized: Founders Note

Nov 22 2021

SpotGamma Report for: 11/22/2021 AM

Bar chart of estimated SPX spikes across price levels highlighting the 4750 call wall and 4670 gamma flip line.

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Written by SpotGamma · Categorized: Founders Note

Nov 19 2021

SpotGamma Report for: 11/19/2021 PM

Line chart of VIX futures prices vs days to expiration comparing Nov 18 2021 and today, both rising from 20.5 to 26.

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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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