• 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
    • Daily Report
    • Free Trading Tools
      • Opening Setup Free Report
      • Options Profit Calculator
      • SPX Gamma Exposure
      • Implied Earnings Moves
    • Free Training
    • Report Card
  • Login

gamma neutral

May 06 2020

Nomura Market Gamma Update 5/6/20

Two line charts of SPX and SPY combined gamma and delta vs spot with flip points at 2837 and 2881.

Like we wrote on Twitter and to subscribers a few days ago, the market is stuck in Gamma Neutral and Nomura agrees. Like our data, Nomura went from ~2940- ~2850. Exact flip points keep flopping. <2800 is trouble | >2900 we can all chase the top | 2800-2900 ¯\_(ツ)_/¯ pic.twitter.com/VvwkBETfms — spotgamma (@spotgamma) May 4, […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: gamma neutral, nomura

Primary Sidebar

SpotGamma-Subscriber-Signup-Banner

  • Banks Look for an Earnings Bounce Ahead
  • ORCL Insider Buying: Director Makes $3.5 Million Bet as Options Market Signals Caution
  • Delta Earnings Preview: Options Price a Meaningful Move as Fuel Costs Test the Bull Case
  • Last Call: Relatively Few Traders Are Hedging Equity Downside
  • LEAPS Options: Long-Term Exposure With Less Capital
  • 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