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

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Founders Note

Feb 10 2023

Founders Note for: 2023-02-10 06:23 AM EST

SPY Fixed Strike IV heatmap for 2/10/23 showing values by strike and expiration on a red-blue scale

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Written by SpotGamma · Categorized: Founders Note

Feb 09 2023

Founders Note for: 2023-02-09 15:37 PM EST

HIRO chart of SPY on 2/9/2023 with Call Wall at 415, key strikes at 410, and red Treasury Auction line.

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Written by SpotGamma · Categorized: Founders Note

Feb 09 2023

Founders Note for: 2023-02-09 06:17 AM EST

SPX BVOL line chart showing sharp February drop from 28 to 16 after FOMC 2/1 Jobs 2/9 CPI 2/13 then gradual rise to 19.5.

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Written by SpotGamma · Categorized: Founders Note

Feb 08 2023

Founders Note for: 2023-02-08 15:33 PM EST

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Written by SpotGamma · Categorized: Founders Note

Feb 08 2023

Founders Note for: 2023-02-08 06:52 AM EST

A heatmap of SPY Fixed IV across dates and strikes, annotated with puts IV increase and pre-CPI call IV decline.

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Written by SpotGamma · Categorized: Founders Note

Feb 07 2023

Founders Note for: 2023-02-07 15:39 PM EST

HIRO chart dated February 7, 2023 for SPX with Call Wall at 4200, last closing 4111, and overlaying blue and white lines.

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Written by SpotGamma · Categorized: Founders Note

Feb 07 2023

Founders Note for: 2023-02-07 05:35 AM EST

Line chart of SPX implied probabilities vs strike, peaking near 4125 with red dashed lines at 4000 and 4200.

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Written by SpotGamma · Categorized: Founders Note

Feb 06 2023

Founders Note for: 2023-02-06 15:41 PM EST

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Written by SpotGamma · Categorized: Founders Note

Feb 06 2023

Founders Note for: 2023-02-06 07:38 AM EST

Line chart of SPX Index BVOL plunging after Powell Speaks and CPI, then slowly rising across 2023.

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Written by SpotGamma · Categorized: Founders Note

Feb 03 2023

Founders Note for: 2023-02-03 15:21 PM EST

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Written by SpotGamma · Categorized: Founders Note

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