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

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Founders Note

Aug 18 2021

SpotGamma Report for: 08/18/2021 AM

1-year line chart from Sep 2020 to Aug 2021 on a 0–30 scale, red arrow at the latest decline.

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Written by SpotGamma · Categorized: Founders Note

Aug 17 2021

SpotGamma Report for: 08/17/2021 PM

1-minute candlestick chart of the S&P 500 Index declining toward 4419.89 before recovering to 4448.07.

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Written by SpotGamma · Categorized: Founders Note

Aug 17 2021

SpotGamma Report for: 08/17/2021 AM

S&P 500 1-minute candlestick chart rallies from 4438.93 to 4479.72 with a pink line at 4457.04.

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Written by SpotGamma · Categorized: Founders Note

Aug 17 2021

SpotGamma Report for: 08/17/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 16 2021

SpotGamma Report for: 08/16/2021 PM

S&P500 Prices

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Written by SpotGamma · Categorized: Founders Note

Aug 16 2021

SpotGamma Report for: 08/16/2021 AM

Line chart of SPX Vanna Model showing delta notional versus strike with current, next expiration, and dated lines.

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Written by SpotGamma · Categorized: Founders Note

Aug 16 2021

SpotGamma Report for: 08/16/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 13 2021

SpotGamma Report for: 08/13/2021 AM

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Written by SpotGamma · Categorized: Founders Note

Aug 12 2021

SpotGamma Report for: 08/12/2021 PM

ESU1 chart on Aug 12 showing prices rising with volume, yellow lines and a falling indicator below.

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Written by SpotGamma · Categorized: Founders Note

Aug 12 2021

SpotGamma Report for: 08/12/2021 AM

Bar chart of SPX absolute gamma levels from 4100 to 4700 with red and blue boxed strike clusters.

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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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