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

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Founders Note

Oct 14 2021

SpotGamma Report for: 10/14/2021 PM

Two-panel TradingView line charts of S&P 500 E-mini futures and VIX with shaded ranges and a vertical noon line.

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Written by SpotGamma · Categorized: Founders Note

Oct 14 2021

SpotGamma Report for: 10/14/2021 AM

Bar chart of SPY absolute gamma by strike for current and next expiration, with 440 highlighted.

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Written by SpotGamma · Categorized: Founders Note

Oct 13 2021

SpotGamma Report for: 10/13/2021 PM

1-minute line chart of QQQ and SPY percentage changes on Oct 13 2021, ending +0.62% and +0.21%.

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Written by SpotGamma · Categorized: Founders Note

Oct 13 2021

SpotGamma Report for: 10/13/2021 AM

Dual-axis line chart of SPX Delta Tilt in green versus SPX in red from 2016 to 2021 with three red arrows.

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Written by SpotGamma · Categorized: Founders Note

Oct 12 2021

SpotGamma Report for: 10/12/2021 PM

Intraday TradingView line charts of the S&P 500 Index in blue and VIX in orange on Oct 12, 2021.

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Written by SpotGamma · Categorized: Founders Note

Oct 12 2021

SpotGamma Report for: 10/12/2021 AM

Bar chart of SPY absolute gamma by strike showing a large negative level at 430 and large positive at 440.

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Written by SpotGamma · Categorized: Founders Note

Oct 11 2021

SpotGamma Report for: 10/11/2021 PM

S&P 500 chart dropping to 4361 under 4385 after 4400 heavy resistance, VIX climbing to 20.

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Written by SpotGamma · Categorized: Founders Note

Oct 11 2021

SpotGamma Report for: 10/11/2021 AM

Two line charts show index CALLS and PUTS for buy-open minus sell-open and buy-open minus sell-close from 2019 to 2021.

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Written by SpotGamma · Categorized: Founders Note

Oct 08 2021

SpotGamma Report for: 10/08/2021 PM

1-minute line chart of the S&P 500 Index showing price action with a red horizontal line at 4400.18 and last price 4391.35.

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Written by SpotGamma · Categorized: Founders Note

Oct 08 2021

SpotGamma Report for: 10/08/2021 AM

The SPX Vanna Model line chart shows Current and Next Expiration delta notional from 4,350 to 4,430.

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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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