• Skip to main content
  • Skip to primary sidebar

SpotGamma™

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

  • About
  • Pricing
  • Academy
  • Resources
    • Tool Demos
    • Case Studies
    • Blog
    • Support Center
    • Free Daily Report
    • Free Trading Tools
      • Options Profit Calculator
      • SPX Gamma Exposure
      • Implied Earnings Moves
      • Volatility Ranking
    • Free Training
    • Report Card
  • Login

delta neutral

Dec 21 2019

Expiration Is About Deltas

Much talk focuses on options market gamma and changes in gamma around expiration. But what may be the real catalyst around OPEX is a change in deltas, not gammas. When options expiration occurs (especially a large one like December) options are closed, expire or rolled. You therefore can have large positions change, which can cause […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: delta change, delta neutral, market delta, market gamma, options expiration

Primary Sidebar

SpotGamma-Subscriber-Signup-Banner

  • Trade Idea Generation Using Opening Setup
  • Gamma Guy with tastylive: Options Positioning Pins the Index While Tech Names Make Moves
  • Oracle Earnings Preview: $638B AI Backlog vs. an 11.5% Options Implied Move
  • AI Infrastructure Runs Hot into September
  • Doves Fly into August Jobs Report
  • youtube
  • x
  • Privacy Policy
  • Disclaimer
  • Terms & Conditions
  • Support Center
  • Media
  • Contact Us

©2026 TenTen Capital LLC DBA SpotGamma

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.

View Full Risk Disclosure