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

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Founders Note

Jul 22 2021

SpotGamma Report for: 07/23/2021 PM

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Written by SpotGamma · Categorized: Founders Note

Jul 22 2021

SpotGamma Report for: 07/22/2021 AM

Two charts plot 2020-2021 SPY price on top and red SPY Compression below green and red lines with a yellow arrow.

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Written by developer · Categorized: Founders Note

Jul 22 2021

SpotGamma Report for: 07/22/2021 AM

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Written by developer · Categorized: Founders Note

Jul 21 2021

SpotGamma Report for: 07/21/2021 PM

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Written by developer · Categorized: Founders Note

Jul 21 2021

SpotGamma Report for: 07/21/2021 AM

Line chart of the SPX Vanna Model showing current and next expiration delta notional versus strike from 4280 to 4360.

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Written by developer · Categorized: Founders Note

Jul 20 2021

SpotGamma Report for: 07/20/2021 PM

Candlestick chart with volume, yellow boxes, 8k and 9k triangles, Zero Gamma label and declining lower panel dated July 20.

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Written by developer · Categorized: Founders Note

Jul 20 2021

SpotGamma Report for: 07/20/2021 AM

Candlestick chart of S&P 500 Index with red horizontal lines at 4205.74 and 4055.95.

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Written by developer · Categorized: Founders Note

Jul 20 2021

SpotGamma Report for: 07/20/2021 AM

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Written by developer · Categorized: Founders Note

Jul 19 2021

SpotGamma Report for: 07/19/2021 PM

Candlestick chart with 5k-7k triangles, yellow box, volume bars, and bottom rising line with yellow arrow on July 19.

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Written by developer · Categorized: Founders Note

Jul 19 2021

SpotGamma Report for: 07/19/2021 AM

SPX gamma model line chart of delta notional vs strike for current and next expiration, peak circled in red.

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Written by developer · 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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