Listed here are some helpful statistics around two of SpotGamma’s key proprietary support and resistance levels: The SPX Call Wall & Put Wall These levels are derived purely from options positioning. This data is based off of 1265 trading days, ending 1/20/2023. SPX Call Wall As you can see here, the SPX tends to have […]
Staging
Founders Note for: 2023-01-27 06:41 AM EST
Macro Theme: Key Levels: > Major resistance: $4,065 (SPX Large Gamma)> Pivot Level: $4,000> Major Support: $3,950> Critical support: $3,900 (SPX Put Wall)> Key Dates: 2/1 FOMC> Major risk lies on a break of 4000, as dealers may flip to negative gamma hedging Ref Price: 4060SG Implied 1-Day Move: 1.08%SG Implied 5-Day Move: 2.86%Volatility Trigger: […]
Founders Note for: 2023-01-02 15:27 PM EST
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3839 SG Implied 1-Day Move: 1.28% SG Implied 5-Day Move: 2.89% Volatility Trigger: 3855 Absolute Gamma Strike: 4000 Call Wall: 4000 Put Wall: 3700 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3839 3839 382 10939 […]
Protected: The Put/Call Fallacy
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Founders Note for: 2022-11-24 15:35 PM 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: 3945 Absolute Gamma Strike: 4000 Call Wall: 4050 Put Wall: 3600 Daily Note: NOTE TO FOLLOW SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 4027 4027 402 11838 […]
Founders Note for: 2022-11-10 15:34 PM EST
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Founders Note for: 2022-11-07 06:55 AM EST
Macro Theme: Key Levels: >We expect the passing of 11/8 elections to be supportive of equities>IV is extremely elevated for 11/10 CPI, and that data point likely sparks a second directional trend into Nov OPEX (11/18) Ref Price: 3769SG Implied 1-Day Move: 1.0%SG Implied 5-Day Move: 3.15%Volatility Trigger: 3780Absolute Gamma Strike: 4000Call Wall: 4100Put Wall: […]
Founders Note for: 2022-10-31 02:23 AM EST
Macro Theme: Key Levels: Macro Note TBA Ref Price: 3900 SG Implied 1-Day Move: 1.2% SG Implied 5-Day Move: 3.15% Volatility Trigger: 3820 Absolute Gamma Strike: 4000 Call Wall: 4000 Put Wall: 3600 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels Latest Data SPX Previous SPY NDX QQQ Ref Price: 3900 3902 389 […]
Founders Note for: 2022-10-18 05:34 EDT
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Founders Note for: 2022-10-17 16:45 EDT
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