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NEW For JigSaw Futures Traders

NOTE: This subscription is for traders that have the 3rd Party JigSaw software. All others please see our base subscription.

SpotGamma Key
Options Levels in JigSaw

Gain insight and Edge with key SPX Options Strike Levels

bookmap futures key options levels

Futures Liquidity at
Large Options Strikes

We believe strikes with large options open interest creates hedging activity and can be key inflection points in the futures market.

Options Dealers May Use ES Futures to Hedge

When options market makers need to hedge their large options portfolios they may use ES futures to do so. This means that ES liquidity profiles can change around strikes for which there are large concentrations of options positions. You can see in the JigSaw Screenshot below that the ES futures react at our key options strikes (right column).

Market Gamma

Step 1

Our "Market Gamma" measurement estimates the range of ES prices on the day, and helps assess the general market environment.

High Gamma Strikes

Step 1

Our daily measurement of options strikes with large open interest and gamma inform you of key levels to watch as the trading day unfolds.

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See the Full Benefits

SpotGamma provides 2 daily reports to subscribers: pre & post market. You get the latest in S&P500 (SPX/SPY) & Nasdaq(NDX/QQQ) options data along with key insights and analysis. We also provide a full of videos and articles to help explain new data and key concepts.

Key charts and tables like the ones below organize our data, making it easy to incorporate into your trading plan. All levels are backed with detailed explanations about their significance and how they might figure into the trading day.

Feb 13, 2020 market gamma chart

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*SpotGamma is not affiliated with JigSaw in any way.

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