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

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Founders Note

Jul 12 2021

SpotGamma Report for: 07/12/2021 AM

The SPX Vanna Model chart shows delta notional versus strike from 4310 to 4390 with teal, red, and black lines.

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Written by developer · Categorized: Founders Note

Jul 09 2021

SpotGamma Report for: 07/09/2021 AM

Two SPX Vanna Model charts plot delta notional against strikes, left with heavy upside resistance, right with none.

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Written by developer · Categorized: Founders Note

Jul 08 2021

SpotGamma Report for: 07/08/2021 PM

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Written by developer · Categorized: Founders Note

Jul 08 2021

SpotGamma Report for: 07/08/2021 AM

SPX chart of SG Momentum Indicator with red and green areas, 4250 arrow, Hedge Wall, Key Gamma Strike and Pivot.

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Written by developer · Categorized: Founders Note

Jul 07 2021

SpotGamma Report for: 07/07/2021 PM

intraday volatility

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Written by developer · Categorized: Founders Note

Jul 07 2021

SpotGamma Report for: 07/07/2021 AM

Two side-by-side SPX gamma model charts plotting delta notional against price with current and next expiration lines.

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Written by developer · Categorized: Founders Note

Jul 06 2021

SpotGamma Report for: 07/06/2021 PM

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Written by developer · Categorized: Founders Note

Jul 06 2021

SpotGamma Report for: 07/06/2021 AM

Line chart of SPX Vanna Model showing Current and Next Expiration delta notional versus strike.

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Written by developer · Categorized: Founders Note

Jul 02 2021

SpotGamma Report for: 07/02/2021 PM

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Written by developer · Categorized: Founders Note

Jul 02 2021

SpotGamma Report for: 07/02/2021 AM

SPX gamma line chart comparing all, ex-next and ex-monthly expirations by strike, red circle on ~4350 peak.

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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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