SPX Gamma Exposure


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Real-time options data

See when options drive stocks

0DTE filter for short-term trades

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This is a standard net gamma curve, using basic assumptions that options liquidity providers are short put options and long calls. In particular it can be used as a map which allows traders to quickly estimate where large put and call positions are located in the market.

Standard Gamma Curve as Volatility Estimate

Standard gamma curves are based on a set of simple assumptions intended to describe how options dealers are positioned in the market. The size of these positions have been statistically linked to future or forward volatility.

These curves are a small fraction of what SpotGamma monitors to gain an understanding of the options impact on stocks.

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Unlocking Market Insights with the SIV Index

While this curve uses simplified positioning assumptions, it can offer some limited, but key insights. Monitoring the daily changes to this curve can offer insights into how traders are adjusting their options positions.

For improved forecasting power, SpotGamma subscribers have access to the SpotGamma Implied Volatility (SIV) Index, an improved method to forecast market volatility. This metric is derived from studies into the interaction between measurements of S&P 500 Gamma, changes in implied volatility and movement in the S&P 500.

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Subscribe to the industry's #1 platform delivering daily expert analysis to unveil: 

Proprietary market levels

Bullish or bearish stocks

Hidden trading risks

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