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

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Founders Note

Aug 11 2021

SpotGamma Report for: 08/11/2021 PM

S&P 500 5-minute candlestick chart with 4450 Call Wall and 4439 Largest Combo marked.

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Written by SpotGamma · Categorized: Founders Note

Aug 11 2021

SpotGamma Report for: 08/11/2021 AM

Stacked line charts showing SPY high/low vol (top) and close/close vol (bottom) from 2020-2021 with 3.0 green line.

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Written by SpotGamma · Categorized: Founders Note

Aug 10 2021

SpotGamma Report for: 08/10/2021 PM

S&P 500 1-minute candlestick chart with a thick red line at 4441.13 and current price 4436.74.

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Written by SpotGamma · Categorized: Founders Note

Aug 10 2021

SpotGamma Report for: 08/10/2021 AM

SPY absolute gamma bar chart dated 2021-08-10 with mixed bars and a red arrow pointing to a peak near 445.

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Written by SpotGamma · Categorized: Founders Note

Aug 09 2021

SpotGamma Report for: 08/09/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Aug 09 2021

SpotGamma Report for: 08/09/2021 AM

SPX Vanna Model line chart of delta notional vs. strike showing current and next expiration curves.

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Written by SpotGamma · Categorized: Founders Note

Aug 06 2021

SpotGamma Report for: 08/06/2021 PM

1-minute candlestick chart of S&P 500 Index with SG Major Resistance at 4441.90 and SPX at 4436.51.

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Written by SpotGamma · Categorized: Founders Note

Aug 06 2021

SpotGamma Report for: 08/06/2021 AM

The SPX Vanna Model line chart shows Current and Next Expiration delta notional versus strike with a red line.

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Written by SpotGamma · Categorized: Founders Note

Aug 05 2021

SpotGamma Report for: 08/06/2021 PM

Intraday ESU1 chart displaying price action as colored bubbles over a heatmap, with an 11k label and 4422 combo level.

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Written by SpotGamma · Categorized: Founders Note

Aug 05 2021

SpotGamma Report for: 08/05/2021 AM

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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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