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

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Jan 04 2022

Trade Analysis: ES Futures (29 December 2021)

ES Futures Short Setup Doug Pless SpotGamma Dec 2021

The following is a guest post from Doug Pless. When I plan to trade futures, I begin my morning preparation by reading the SpotGamma AM Founder’s Note. For ES futures, I note gamma levels, the SpotGamma Imp. 1 Day Move, the SpotGamma Gamma Index, and Gamma Notional for SPX and SPY.  I also look up […]

Written by SpotGamma · Categorized: Guest Post, Market Analysis · Tagged: Doug Pless, Equity Hub, ES futures, HIRO Indicator, Options Vanna, short, SPX

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