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

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Founders Note

Nov 03 2021

SpotGamma Report for: 11/03/2021 AM

SPX SG Momentum Indicator chart with a peak near 4450-4550 labeled Hedge Wall, Key Gamma Strike and Pivot.

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Written by SpotGamma · Categorized: Founders Note

Nov 03 2021

Early Data Release for Pro/Adv Subs: 11/03/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Nov 02 2021

SpotGamma Report for: 11/02/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Nov 02 2021

SpotGamma Report for: 11/02/2021 AM

2-hour VIX line chart from June to November 2021 at 16.53, red line at 14.94 near YTD lows.

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Written by SpotGamma · Categorized: Founders Note

Nov 02 2021

Early Data Release for Pro/Adv Subs: 11/02/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Nov 01 2021

SpotGamma Report for: 11/01/2021 PM

Dual-axis TradingView chart of SPY and S&P 500 Index with red lines at SPX 4600 and 4613.

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Written by SpotGamma · Categorized: Founders Note

Nov 01 2021

SpotGamma Report for: 11/01/2021 AM

Two SPX Vanna Model charts plot delta notional versus strike with teal current, black next-expiration and red lines.

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Written by SpotGamma · Categorized: Founders Note

Oct 29 2021

SpotGamma Report for: 10/29/2021 PM

Line chart of SPX Vanna Model showing teal Current U-shaped curve and black Next Expiration line versus strike.

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Written by SpotGamma · Categorized: Founders Note

Oct 29 2021

SpotGamma Report for: 10/29/2021 AM

A bar chart shows SPX absolute gamma by strike from 4200 to 4800 with a red box around higher strikes.

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Written by SpotGamma · Categorized: Founders Note

Oct 28 2021

SpotGamma Report for: 10/28/2021 PM

1-minute line chart of the S&P 500 Index rising from about 4570 to 4596.41 on October 28, 2021.

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Written by SpotGamma · Categorized: Founders Note, Market Analysis

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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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