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

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equity gamma

Jun 17 2020

SPX Options Expiration vs Equities

Line chart of SPX and SPY combined gamma vs spot with two curves, a SPOT arrow, and red and green boxes.

We spend a lot of time talking to our members about the lack of structure in the SPX options market. What we mean is the positioning in SPX options is just very small as seen in this chart below which maps total SPX call & put gamma. This has implications for markets not just at […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: equity gamma, goldman, options expiration, record call options, sentimenttrader, SPX gamma

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