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

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Apr 14 2023

Founder’s Note for: 2023-04-14 01:26 AM EST

Macro Theme: Key Levels: Macro Note TBA Reference Price: 4091 SG Implied 1-Day Move: 0.98% SG Implied 5-Day Move: 2.69% Volatility Trigger: 4095 Absolute Gamma Strike: 4000 Call Wall: 4200 Put Wall: 3900 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 4091 4092 408 […]

Written by SpotGamma · Categorized: ="staged"

Apr 13 2023

Founder’s Note for: 2023-04-13 15:37 PM EST

Macro Theme: Key Levels: Macro Note TBA Reference Price: 4091 SG Implied 1-Day Move: 0.98% SG Implied 5-Day Move: 2.69% Volatility Trigger: 4095 Absolute Gamma Strike: 4000 Call Wall: 4200 Put Wall: 3900 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 4091 4092 408 […]

Written by SpotGamma · Categorized: ="staged"

Apr 06 2023

Founder’s Note for: 2023-04-06 07:08 AM EST

Macro Theme: Key Levels: Macro Note TBA Reference Price: 4090 SG Implied 1-Day Move: 0.99% SG Implied 5-Day Move: 2.69% Volatility Trigger: 4095 Absolute Gamma Strike: 4000 Call Wall: 4200 Put Wall: 3800 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 4090 4090 407 […]

Written by SpotGamma · Categorized: ="staged"

Apr 05 2023

Founder’s Note for: 2023-04-05 07:16 AM EST

Macro Theme: Key Levels: Macro Note TBA Reference Price: 4091 SG Implied 1-Day Move: 1.07% SG Implied 5-Day Move: 2.69% Volatility Trigger: 4055 Absolute Gamma Strike: 4000 Call Wall: 4150 Put Wall: 3800 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 4091 4091 408 […]

Written by SpotGamma · Categorized: ="staged"

Apr 04 2023

Founder’s Note for: 2023-04-04 05:54 AM EST

Macro Theme: Key Levels: Macro Note TBA Reference Price: 4124 SG Implied 1-Day Move: 1.06% SG Implied 5-Day Move: 2.69% Volatility Trigger: 4005 Absolute Gamma Strike: 4000 Call Wall: 4150 Put Wall: 3800 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Reference Price: 4124 4124 410 […]

Written by SpotGamma · Categorized: ="staged"

Nov 25 2022

Founders Note for: 2022-11-25 06:50 AM EST

Macro Theme: Key Levels: Macro Note TBA Ref Price: 4027 SG Implied 1-Day Move: 1.06% SG Implied 5-Day Move: 2.95% Volatility Trigger: 4000 Absolute Gamma Strike: 4000 Call Wall: 4200 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 4027 4027 402 […]

Written by SpotGamma · Categorized: ="staged"

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