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

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Founders Note

Oct 28 2021

SpotGamma Report for: 10/28/2021 AM

Bar chart of SPY absolute gamma by strike, with a large negative spike highlighted at 450.

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Written by SpotGamma · Categorized: Founders Note

Oct 27 2021

SpotGamma Report for: 10/27/2021 AM

Side-by-side QQQ and SPX vanna charts showing delta notional curves for current and next expiration plus red lines.

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Written by SpotGamma · Categorized: Founders Note

Oct 26 2021

SpotGamma Report for: 10/26/2021 PM

Intraday dual-axis chart displays VIX in blue and S&P 500 in white with a red line at 4599.67.

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Written by SpotGamma · Categorized: Founders Note

Oct 26 2021

SpotGamma Report for: 10/26/2021 AM

Bar chart titled SPX Call OI Change 2021-10-26 with a red arrow at negative bars near 4500.

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Written by SpotGamma · Categorized: Founders Note, Market Analysis

Oct 25 2021

SpotGamma Report for: 10/25/2021 PM

Tesla daily line chart from late 2020 to Oct 2021 rising to 1024.86 with 1.8m and 2.4mm call volume record labels.

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Written by SpotGamma · Categorized: Founders Note

Oct 25 2021

SpotGamma Report for: 10/25/2021 AM

Line chart of SPX Vanna Model with Current and Next Expiration delta notional lines versus strike.

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Written by SpotGamma · Categorized: Founders Note

Oct 22 2021

SpotGamma Report for: 10/22/2021 PM

The 1-minute S&P 500 line chart shows labeled horizontal levels Combo4, Combo1 and Large Gamma2.

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Written by SpotGamma · Categorized: Founders Note

Oct 22 2021

SpotGamma Report for: 10/22/2021 AM

SPX and QQQ vanna charts: teal current lines, black next expiration, red arrows at resistance >4560 and light tailwind.

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Written by SpotGamma · Categorized: Founders Note

Oct 22 2021

Early Data Release for Pro/Adv Subs: 10/22/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Oct 21 2021

SpotGamma Report for: 10/21/2021 PM

TradingView chart of S&P 500 E-mini futures with red Level 1 and Combo 2 lines above a declining VIX.

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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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