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SpotGamma™

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

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Founders Note

Aug 30 2021

SpotGamma Report for: 08/30/2021 AM

Bar chart of SPX gamma levels across strikes 4200 to 4800 for current and next expirations, with a peak at 4500.

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Written by SpotGamma · Categorized: Founders Note

Aug 30 2021

SpotGamma Report for: 08/30/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 27 2021

SpotGamma Report for: 08/27/2021 AM

Red drawdown chart of the S&P 500 from 2015-2021 with a dashed -5% line and yellow 20-month and 10-month arcs.

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Written by SpotGamma · Categorized: Founders Note

Aug 27 2021

SpotGamma Report for: 08/27/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 26 2021

SpotGamma Report for: 08/26/2021 PM

5-minute S&P 500 line chart with horizontal levels at 4500.86 and 4474.12, and VIX line chart below.

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Written by SpotGamma · Categorized: Founders Note

Aug 26 2021

SpotGamma Report for: 08/26/2021 AM

Two SPX and QQQ Vanna Model line charts plot delta notional versus strike with teal, red, and black lines.

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Written by SpotGamma · Categorized: Founders Note

Aug 26 2021

SpotGamma Report for: 08/26/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 25 2021

SpotGamma Report for: 08/26/2021 PM

S&P 500 1-minute line chart showing an early rally then a drop to 4496.20 below the 4499.95 line.

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Written by SpotGamma · Categorized: Founders Note

Aug 25 2021

SpotGamma Report for: 08/25/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 25 2021

SpotGamma Report for: 08/25/2021 AM

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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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