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

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Founders Note

Oct 21 2021

SpotGamma Report for: 10/21/2021 AM

Hourly TradingView chart of S&P 500 in blue and VIX in orange from Aug to Oct 2021, with SPX at 4536.20 and VIX at 15.48.

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Written by SpotGamma · Categorized: Founders Note

Oct 20 2021

SpotGamma Report for: 10/20/2021 PM

S&P 500 Index 5-minute line chart with stepwise rises and boxed range labels, last price 4536.20.

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Written by SpotGamma · Categorized: Founders Note

Oct 20 2021

SpotGamma Report for: 10/20/2021 AM

Bar chart of SPY absolute gamma by strike with a large spike at 450 marked by a red arrow.

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Written by SpotGamma · Categorized: Founders Note

Oct 20 2021

Early Data Release for Pro/Adv Subs: 10/20/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Oct 19 2021

SpotGamma Report for: 10/19/2021 PM

Intraday TradingView chart of SPY and SPX with a green 450 line and declining VIX below.

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Written by SpotGamma · Categorized: Founders Note

Oct 19 2021

SpotGamma Report for: 10/19/2021 AM

Horizontal bar chart of SPX gamma by strike on 2021-10-19 with Call Wall at 4508.

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Written by SpotGamma · Categorized: Founders Note

Oct 18 2021

SpotGamma Report for: 10/18/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Oct 18 2021

SpotGamma Report for: 10/18/2021 AM

Line chart of 25 Delta, 30 Day Risk Reversal from May 2020-Nov 2021 with red arrow at recent peak.

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Written by SpotGamma · Categorized: Founders Note

Oct 15 2021

SpotGamma Report for: 10/15/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Oct 15 2021

SpotGamma Report for: 10/15/2021 AM

Two bar charts show SPX call and put volumes for 2021-10-15 with red arrows marking spikes near 4400.

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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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