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

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Founders Note

Aug 24 2021

SpotGamma Report for: 08/24/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Aug 24 2021

SpotGamma Report for: 08/24/2021 AM

Bar chart of SPX gamma levels by strike from 4100 to 4700, with a large peak at 4500 marked by a red arrow.

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Written by SpotGamma · Categorized: Founders Note

Aug 24 2021

SpotGamma Report for: 08/24/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 23 2021

SpotGamma Report for: 08/23/2021 PM

TradingView chart of S&P 500 Index in pink and VIX in orange on 5-minute timeframe with 4486.11 level.

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Written by SpotGamma · Categorized: Founders Note

Aug 23 2021

SpotGamma Report for: 08/23/2021 AM

Bar chart of SPY gamma by strike showing a 450 Call Wall peak and No Size boxed to the right.

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Written by SpotGamma · Categorized: Founders Note

Aug 20 2021

SpotGamma Report for: 08/20/2021 AM

SPX SG Momentum Indicator chart with peak at 4400 labeled Hedge Wall, Key Gamma Strike and PX, arrow at 4330.

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Written by SpotGamma · Categorized: Founders Note

Aug 19 2021

SpotGamma Report for: 08/19/2021 PM

Candlestick chart of S&P 500 Index with moving averages and pink gamma lines at 4438, 4419 and 4400.

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Written by SpotGamma · Categorized: Founders Note

Aug 19 2021

SpotGamma Report for: 08/19/2021 AM

Dual SPX Vanna Model line charts plot delta notional versus strike with current and next-expiration lines.

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Written by SpotGamma · Categorized: Founders Note

Aug 19 2021

SpotGamma Report for: 08/19/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 18 2021

SpotGamma Report for: 08/18/2021 PM

A 1-minute S&P 500 candlestick chart shows prices dropping to 4400, with labels L1 4438, Vol Trigger and Large Gamma 4400.

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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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