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

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Founders Note

Jul 01 2021

SpotGamma Report for: 07/01/2021 PM

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Written by developer · Categorized: Founders Note

Jul 01 2021

SpotGamma Report for: 07/01/2021 AM

Bar chart of SPX call OI change on 2021-07-01 across strikes 4000-4600, labeled at 4115 and 4430.

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Written by developer · Categorized: Founders Note

Jun 30 2021

SpotGamma Report for: 06/30/2021 PM

ESU1 futures candlestick chart with gamma triangles labeled 18k and 17k, a red 11k triangle, and a volume spike after 17:00.

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Written by developer · Categorized: Founders Note

Jun 30 2021

SpotGamma Report for: 06/30/2021 AM

Bar chart of S&P500 gamma profile by strike with boxed + Gamma Concentration near 4286 and - Gamma at 4260.

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Written by developer · Categorized: Founders Note

Jun 29 2021

SpotGamma Report for: 06/29/2021 PM

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Written by developer · Categorized: Founders Note

Jun 29 2021

SpotGamma Report for: 06/29/2021 AM

Bar chart of SPX absolute gamma levels by strike, puts negative, red arrow on tall peak near 4300.

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Written by developer · Categorized: Founders Note

Jun 28 2021

SpotGamma Report for: 06/28/2021 PM

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Written by developer · Categorized: Founders Note

Jun 28 2021

SpotGamma Report for: 06/28/2021 AM

Horizontal bar chart of the S&P500 gamma profile by SPX strike on 2021-06-28, highlighting 4294.

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Written by developer · Categorized: Founders Note

Jun 25 2021

SpotGamma Report for: 06/25/2021 PM

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Written by developer · Categorized: Founders Note

Jun 25 2021

SpotGamma Report for: 06/25/2021 AM

Two SPX Gamma Model charts plot current and next-expiration delta notional versus strike from 3900 to 4600.

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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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