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SpotGamma™

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

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Founders Note

Nov 19 2021

SpotGamma Report for: 11/19/2021 AM

Bar chart of SPX gamma levels versus strike from 4400 to 5000 with a large negative spike at 4700.

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Written by SpotGamma · Categorized: Founders Note

Nov 18 2021

SpotGamma Report for: 11/18/2021 PM

5-minute candlestick chart of S&P 500 Index showing key resistance at 4704, absolute gamma at 4700 and key support at 4675.

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Written by SpotGamma · Categorized: Founders Note

Nov 18 2021

SpotGamma Report for: 11/18/2021 AM

SPX absolute gamma bar chart by strike 4300-4900 showing current (black) and next (gray) expiration, spike at 4700.

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Written by SpotGamma · Categorized: Founders Note

Nov 17 2021

SpotGamma Report for: 11/17/2021 PM

Line chart comparing S&P 500 2021 levels to 1990-2019 average seasonal pattern from January to December.

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Written by SpotGamma · Categorized: Founders Note

Nov 17 2021

SpotGamma Report for: 11/17/2021 AM

Bar chart of SPX absolute gamma by strike from 4300 to 4900 with large spikes at 4700 and 4750.

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Written by SpotGamma · Categorized: Founders Note

Nov 17 2021

Early Data Release for Pro/Adv Subs: 11/17/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Nov 16 2021

SpotGamma Report for: 11/16/2021 PM

Candlestick chart of the S&P 500 Index with Absolute Gamma and Call Wall at 4700 and Volatility Trigger and Put Wall at 4640.

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Written by SpotGamma · Categorized: Founders Note

Nov 16 2021

SpotGamma Report for: 11/16/2021 AM

SPX line chart with call wall, put wall, volatility trigger and Upx from 2018 to 2021, recent period boxed.

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Written by SpotGamma · Categorized: Founders Note

Nov 15 2021

SpotGamma Report for: 11/15/2021 PM

Line chart titled SPX Vanna Model showing delta notional by strike with current and next expiration lines.

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Written by SpotGamma · Categorized: Founders Note

Nov 15 2021

SpotGamma Report for: 11/15/2021 AM

Bar chart of SPY absolute gamma 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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