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

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Founders Note

Sep 02 2021

SpotGamma Report for: 09/02/2021 PM

A 1-minute pink line chart of the S&P 500 Index falling to 4525 before recovering to 4536.94.

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Written by SpotGamma · Categorized: Founders Note

Sep 02 2021

SpotGamma Report for: 09/02/2021 AM

Line chart over 3 years to Sep 2021 with May 2020 spike near 95 and red arrow at the recent low near 10.

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Written by SpotGamma · Categorized: Founders Note

Sep 02 2021

SpotGamma Report for: 09/02/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Sep 01 2021

SpotGamma Report for: 09/01/2021 PM

Line chart of CBOE VVIX from Oct 2020 to Sep 2021 at 105.20 with a green realized volatility line at 57.

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Written by SpotGamma · Categorized: Founders Note

Sep 01 2021

SpotGamma Report for: 09/01/2021 AM

QQQ Vanna Model line chart of delta notional versus strikes 376 to 383 showing Current, Next Expiration and a red line.

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Written by SpotGamma · Categorized: Founders Note

Sep 01 2021

SpotGamma Report for: 09/01/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 31 2021

SpotGamma Report for: 08/31/2021 PM

Gamma candlestick chart showing Call Wall 4550 and Combo L1 4530 on Aug 31 with declining lower panel.

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Written by SpotGamma · Categorized: Founders Note

Aug 31 2021

SpotGamma Report for: 08/31/2021 AM

SPX Vanna Model line chart of Delta Notional vs Strike with Current, Next Expiration, and black lines.

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Written by SpotGamma · Categorized: Founders Note

Aug 31 2021

SpotGamma Report for: 08/31/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 30 2021

SpotGamma Report for: 08/30/2021 PM

Stacked line charts of the S&P 500 Index (pink, 4528.80) and VIX (orange, 16.18).

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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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