2024 Spotgamma - The SpotGamma implied 1-day move is displayed each day in the Founder’s Notes as our proprietary estimate of the expected 1 standard deviation range for the next day, which is the expected move based on historical data with 68.3% confidence. It is also available right from the Dashboard on the key levels for SPX, SPY, QQQ, NQ, and RUT.

 
29 Sept 2023 ... Brent Kochuba, founder of Spotgamma, a provider of options-market data and analytics, said puts with a notional value of about $150 billion are .... Spotgamma

Login into your account. Not currently a SpotGamma subscriber? Start your 7-day free trial here.The Combo Strikes are a great way to see the largest outstanding Gamma for the S&P, Nasdaq, and Russell complexes, in aggregate, so you know where to expect support and resistance. SpotGamma Subscribers can access this chart for the SPX, SPY, NDX, QQQ, RUT and IWM. The Combo Strikes combine the total Gamma outstanding for the S&P, Nasdaq, and ... 0DTE is not Volmageddon. 0DTE is likely not Volmageddon per BOFA, and for that to happen you would need a major 0DTE flow imbalance. This is exactly what SpotGamma laid out to members on our Feb 2nd Q&A, here. One week ago, JPMorgan’s Marko Kolanovic, who had urged clients to sell every rally since the September lows (after previously telling ...Retail traders powered a nearly 20% jump in GameStop shares to a two-month high in regular trading on Wednesday, extending a rally ahead of the company's quarterly results next week and ...Proprietary trading levels highlighting expected trading ranges, the current volatility environment, points of support and resistance and prices where buyers and sellers may enter. Industry leading expert commentary from SpotGamma founder, Brent Kochuba. Know when large institutions will have to buy stock, how much stock they will have to buy ...Download the .txt file from this page. Select all text in file and copy. Select SPX, NDX, RUT, ES, NQ or RTY from TradingView and open Pine Editor from menu at the bottom. Delete any existing code in the Pine Editor. Paste copied text from SpotGamma into Pine Editor. Click Save and rename script. Click "Add to Chart".We would like to show you a description here but the site won’t allow us.In the video below, Brent, Founder of SpotGamma, and Imran of Options-Insight, discuss the dynamics heading into this weeks October Monthly expiration. Specifically they cover the impact of geopolitics on volatility, the impact of rates on equities and volatility, and what they are looking for out of this OPEX week. In this video, Brent, along ...According to Similarweb data of monthly visits, spotgamma.com's top competitor in October 2023 is perfiliev.co.uk with 11.9K visits. spotgamma.com 2nd most ...On August 11, the following metrics for QQQ were shown in the AM Report and the Equity Hub: Gamma Notional: -$281 MM. Volatility Trigger: 366. Hedge Wall: 368. Key Gamma Strike: 368. The 5-Day History also indicated that both the Hedge Wall and Key Gamma Strike had fallen to 368 from 370 the prior day as shown in the QQQ 5-Day History image above.©2023 TENTEN CAPITAL LLC DBA SPOTGAMMA 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.Crypto Jumps But Bonds Dump As FCI Doom-Loop Looms. by Tyler Durden. Wednesday, Nov 15, 2023 - 01:00 PM. Today's (better than expected) retail sales data plus yesterday's (cooler than expected) CPI reading, suggest the growth outlook remains resilient. But, as Goldman's Chris Hussey notes, if Tuesday's CPI reading raised …What does each axis on the HIRO Chart represent? The left Y axis is the current stock price, along with multiple other SpotGamma levels and last closing price. If the indicator is going up, it signifies traders are either buying calls and/or selling puts. Conversely, if the indicator is going down, it suggests that traders are selling calls/or ...We would like to show you a description here but the site won’t allow us.Very high relative percentages (≥45% [DIX]) of dollar-weighted short volume are associated with mean 60-market-day returns of 5.3%, as compared to a mean of 2.8% across the whole dataset.UPDATE: today (9/30/2021) JPM rolled their collar trade (sell a call to fund a put spread hedge) to: • Sell 45,000 contracts of the Dec 31st 4505 calls at a delta of 34. • Buy 45,000 of the Dec 31st 4135 puts at a delta of 30. • Sell 45,000 of the Dec 31st 3480 puts at a delta of 7. The net of this trade is a negative delta of ~57 (34+30-7).SpotGamma, through two crucial data points, has highlighted the significance of these trading ranges. The volatility trigger has acted as a support level for the S&P 500 at 4,100, while the key gamma strike has served as a resistance …What is the SpotGamma Gamma Model? The Gamma Model reflects the rate of change for Gamma per each of the six indices and ETFs. The x-axis reflects the underlying asset …SpotGamma has thousands of subscribers and has been highlighted in several media, including The Wall Street Journal and Bloomberg Markets, among others. Brent is responsible for all aspects of product development and creative content at SpotGamma. Imran has first class bachelor’s degrees in Mathematics and Economics.On August 9, the following metrics for QQQ were shown in the AM Report and Equity Hub: Gamma Notional: $3 MM. Volatility Trigger: 367. Hedge Wall: 370. Key Gamma Strike: 370. The 5-Day History also indicated that the Hedge Wall and Key Gamma Strike had risen from the prior day as shown in the image of the 5-Day History from 8/11 below.... SpotGamma. In this video we look at the trades taken on 5/22/20 and review the ... https://www.zonetraderpro.com/ https://spotgamma.com/. Using Spot Gamma with ...Jan 5, 2023 · SpotGamma is not qualified to provide investment advice, nor does it guarantee the accuracy of the information provided. This email is intended solely for subscribers, please do not distribute the information without the express written consent of SpotGamma.com. SpotGamma. Welcome Back. Login into your account. Login * Login * Password * Password * Login. Not currently a SpotGamma subscriber? Start your 7-day free trial here. SpotGamma is not qualified to provide investment advice, nor does it guarantee the accuracy of the information provided. This email is intended solely for subscribers, please do not distribute the information without the express written consent of SpotGamma.com.©2023 TenTen Capital LLC DBA SpotGamma All TenTen Capital LLC DBA 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.SpotGamma AcademySpeaker Series. A free, ongoing series of long form conversations hosted by SpotGamma Founder, Brent Kochuba. Providing insightful conversations with world-class pros, it's our intention to empower traders navigate the markets. 7 Mar 2022 ... ABOUT BRENT Brent has been in equities and derivatives for almost 20 years. He worked for BofA and Credit Suisse as both an equities broker ...Europe Finally Realizes Mass Immigration Is Destroying Them. by Tyler Durden. Friday, Sep 29, 2023 - 02:45 AM. In 2014 Europe was under siege, with millions of African and Arab migrants marching into the EU and using asylum claims to quickly enter the region without vetting. With the union facing an unprecedented surge of foreigners …Live from the Vault: Episode 149. In this week’s episode of Live from the Vault, Andrew Maguire reveals the Federal Reserve’s Achilles Heel: the exchange of deflating dollars to undervalued bullion, and wonders why anyone would buy treasuries when they could buy gold. The precious metals expert reveals there may be only 35 …SpotGamma refers to the most significant concentration of Gamma as Absolute Gamma, which tends to be where the market may gravitate towards when heading into an ...SpotGamma is a platform that provides daily expert commentary, key market levels, live market metrics, new stock ideas and educational support for options traders. Whether you are a broad market investor, an individual stock investor or a highly active trader, you can use SpotGamma to optimize your investment approach and uncover hidden trading risk. Market gamma is a metric which gives us a way to model how likely the market is going to stay in a tight trading range. The higher market gamma is, the smaller the expected trading range. When market gamma is high at a particular price level, then this tends to be a place where price action would slow down or likely reverse. How 0DTE Options Flows Moved Markets on August 25, 2023. Given the key support and resistance lines outlined above, how were zero DTE options flows involved? Show below is an 8/25 screenshot from SpotGamma’s HIRO application, which monitors the hedging impact of options flows in real time. While, there are many lines on this chart, each one ...To import your 3rd party app or add-on to NinjaTrader, simply follow these 3 steps: Download the app or add-on file to your desktop. From the NinjaTrader Control Center window, select the menu Tools > Import > NinjaScript Add-On…. Select the downloaded file from your desktop. Install a 3rd Party Indicator or App. Watch on.©2023 TENTEN CAPITAL LLC DBA SPOTGAMMA 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.23 Aug 2023 ... The Combo Strikes combine the total Gamma outstanding for the S&P 500, Nasdaq, and Russell by adding together the impact of each group's ETF ...Mar 29, 2022 · SpotGamma HIRO showed the highest values for TSLA and NVDA, just behind SPX. In both cases, the HIRO Signal was at the high end of its recent 5-day and 30-day ranges, as shown in the image below. I decided to look at NVDA and changed the chart view to show puts and calls for greater insight into the options trading activity driving the stock ... The indicator showed that market makers were selling NQ futures to hedge bearish option trades in QQQ as price moved down, confirming the Vanna Model. Based on the Vanna Model and HIRO, I was looking for opportunities to join the move. There were several short setups in the morning as price moved toward the QQQ 380 Key Gamma Strike (shown in ...The Put Wall is our major support level, which measures the most amount of put gamma. Our data shows that the Put Wall offers strong support, but it is not quite as strong in equivalence as the Call Walls are in being a resistance point. The Put Wall is often a point where buyers will enter the market.SpotGamma is not qualified to provide investment advice, nor does it guarantee the accuracy of the information provided. This email is intended solely for subscribers, please do not distribute the information without the express written consent of SpotGamma.com. Primary Sidebar.Using a proprietary SpotGamma model, influenced by estimated hedging impact, the alert fires when flows may be driving price action in the underlying stock. For all listed US options, SpotGamma calculates a specific “impact threshold” for the given security, and alerts the user when this threshold has been breached. SpotGamma is a platform that provides daily expert commentary, key market levels, live market metrics, new stock ideas and educational support for options traders. Whether you are a broad market investor, an individual stock investor or a highly active trader, you can use SpotGamma to optimize your investment approach and uncover hidden trading risk.SPOTGAMMA + BOOKMAP CHEAT SHEET. Importing SpotGamma Levels. +. Bookmap Levels Glossary. Retrieve SpotGamma Bookmap CloudNotes Levels here. To install the ...SpotGamma has released many new products to kick off Q2 2021! All of these features are available through our subscriber Portal. Not a subscriber? No problem, you get full access to our platform with a 5-day free trial. S&P500 Vanna Charts Dealers hedging activity must account for the way implied volatility shifts. We believe this […]What does each axis on the HIRO Chart represent? The left Y axis is the current stock price, along with multiple other SpotGamma levels and last closing price. If the indicator is going up, it signifies traders are either buying calls and/or selling puts. Conversely, if the indicator is going down, it suggests that traders are selling calls/or ...We would like to show you a description here but the site won’t allow us. For real-time, I prefer: https://rtgamma.com. They show real-time gamma changes that is useful for identifying when a squeeze is happening. 1. rtgamma. • 4 mo. ago. Thanks for the shoutout. Yes, we our tool shows real time squeezes on 0DTE options. A must have for anyone day-trading options and futures.LooksRare (LOOKS) price has declined today. The price of LooksRare (LOOKS) is $0.115234 today with a 24-hour trading volume of $7,120,538.08. This represents a -4.64% price decline in the last 24 hours and a 0.05% price increase in the past 7 days. With a circulating supply of 540 Million LOOKS, LooksRare is valued at a market cap of …SpotGamma AcademySpeaker Series. A free, ongoing series of long form conversations hosted by SpotGamma Founder, Brent Kochuba. Providing insightful conversations with world-class pros, it's our intention to empower traders navigate the markets.25 Mar 2022 ... dynamic gamma regime indicator on upper study showing when gamma is positive, negative or zero similar to spotgamma.com gamma levels any ...SpotGamma has thousands of subscribers and has been highlighted in several media, including The Wall Street Journal and Bloomberg Markets, among others. Brent is responsible for all aspects of product development and creative content at SpotGamma. Imran has first class bachelor’s degrees in Mathematics and Economics.SpotGamma Academy was founded by Brent Kochuba, providing financial insights for higher earnings and lower losses. With the aid of years working in many organizations, such as Wolverine Execution, Credit Suisse and Bank of America, he has vast knowledge and experience in the financial events and the impacts on trend formation and changes.Also, we are NOT using the term “SpotGamma”, their proprietary indicator, but rather the widely known (among the trading community) mathematical gamma exposure, based on both gamma and the ...Nov 3, 2023 · In this video SpotGamma breaks down how to measure vanna impact, and why changes in options implied volatility can be a major driver of stock prices. We cover core concepts like, volatility premium, skew, and gamma. Written by SpotGamma · Categorized: Market Analysis · Tagged: skew, vanna, variance premium. Oct 19 2023. The indicator showed that market makers were selling NQ futures to hedge bearish option trades in QQQ as price moved down, confirming the Vanna Model. Based on the Vanna Model and HIRO, I was looking for opportunities to join the move. There were several short setups in the morning as price moved toward the QQQ 380 Key Gamma Strike (shown in ...Aug 14, 2023 · NOPE! | SpotGamma™. Aug 14 2023. Did Michael Burry Spend $1.6 Billion on Puts? NOPE! The media is excited about the recent 13F filing from Michael Burry, which suggests that he owns a large put position in the SPY & QQQ ETFs. However, the actually position is not that big. This is due to the strange way that the regulators value options. Equity Hub. Key Levels For 3,500+ Stocks & Indices. Proprietary buy and sell indicators. Custom scanners to surface new trading ideas. Real-time alerts for when a stock or index reaches a key level. Evaluate stock entry points based on SpotGamma key levels and options analysis. Get Started.©2023 TenTen Capital LLC DBA SpotGamma All TenTen Capital LLC DBA 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.Gamma Profile. A gamma profile is a graphical representation showing how much dealer gamma is modeled for all different levels of spot price. The primary meaning of gamma is an acceleration in directional exposure, and therefore what a gamma profile shows us is where directional exposure is likely to pick up the most. At such levels, dealers ...How 0DTE Options Flows Moved Markets on August 25, 2023. Given the key support and resistance lines outlined above, how were zero DTE options flows involved? Show below is an 8/25 screenshot from SpotGamma’s HIRO application, which monitors the hedging impact of options flows in real time. While, there are many lines on this chart, each one ...©2023 TENTEN CAPITAL LLC DBA SPOTGAMMA 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.6 Jan 2023 ... In this video SpotGamma highlights how subscribers can use the concepts laid on in our Founder's Notes to inform trade ideas.What's included with SpotGamma? · Alerts. Call and put wall alerts reveal when major lines of support and resistance are breached in real time · ODTE. The only ...17 Nov 2023 ... Let's play a game. Kasey Luck New 180 views · 13:21 · Go to channel · Monday Morning Meeting: Brent & Imran. SpotGamma New 790 views · 8 videos ...For real-time, I prefer: https://rtgamma.com. They show real-time gamma changes that is useful for identifying when a squeeze is happening. 1. rtgamma. • 4 mo. ago. Thanks for the shoutout. Yes, we our tool shows real time squeezes on 0DTE options. A must have for anyone day-trading options and futures.Equity Hub™ is part of the SpotGamma Pro and Alpha subscription levels where we daily insights including levels of support or resistance based on options flows across more than 3,500 stocks and indices. Equity Hub™ provides a map for each ticker, allowing you to pinpoint key support and resistance levels and see how options positions may ...Retail traders powered a nearly 20% jump in GameStop shares to a two-month high in regular trading on Wednesday, extending a rally ahead of the company's …Crypto Jumps But Bonds Dump As FCI Doom-Loop Looms. by Tyler Durden. Wednesday, Nov 15, 2023 - 01:00 PM. Today's (better than expected) retail sales data plus yesterday's (cooler than expected) CPI reading, suggest the growth outlook remains resilient. But, as Goldman's Chris Hussey notes, if Tuesday's CPI reading raised …Retail traders powered a nearly 20% jump in GameStop shares to a two-month high in regular trading on Wednesday, extending a rally ahead of the company's …SpotGamma refers to the most significant concentration of Gamma as Absolute Gamma, which tends to be where the market may gravitate towards when heading into an options expiration. Another critical level which has been frequently tested is the Put Wall , which is a region that has the most significant net negative Gamma in an underlying stock ...All BASIC features, plus: - Ad-free environment. - Unmoderated comment section. - Premium commentary features including user tiering and comment tracking (coming soon) - Access to private, invitation-only Zerohedge twitter account. - Exclusive access to The Market Ear content.JEPI Portfolio Manager Hamilton Reiner appeared on Animal Spirits and gave several critical insights into how the strategy works. JEPI is one of the largest ETF’s in the world, with $28bn in AUM. The growth of this ETF has been tremendous, as shown in the top chart, below. Hamilton may be best known in the options space as the manager of ...Dec 21, 2021 · Trade Example: December 14, 2021. On December 14, the following metrics for QQQ were shown in the AM Founder’s Note and Equity Hub: Gamma Notional: -$250 MM. Volatility Trigger: 396. Put Wall: 390. Call Wall: 400. Hedge Wall: 400. Key Gamma Strike: 400. The QQQ Vanna Model for December 14 showed a significant skew with Delta Notional ... Retail traders powered a nearly 20% jump in GameStop shares to a two-month high in regular trading on Wednesday, extending a rally ahead of the company's …The Combo Strikes are a great way to see the largest outstanding Gamma for the S&P, Nasdaq, and Russell complexes, in aggregate, so you know where to expect support and resistance. SpotGamma Subscribers can access this chart for the SPX, SPY, NDX, QQQ, RUT and IWM. The Combo Strikes combine the total Gamma outstanding for the S&P, Nasdaq, and ...Bookmap is a cutting-edge trading platform that lets you visualize market liquidity and gain incredible insight into the order book. Trade with confidence as you watch the market evolve in real-time at 40 frames per second. Identify market trends, discover hidden price patterns, and understand order flow like never before.Retail traders powered a nearly 20% jump in GameStop shares to a two-month high in regular trading on Wednesday, extending a rally ahead of the company's …©2023 TenTen Capital LLC DBA SpotGamma All TenTen Capital LLC DBA 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.Retail traders powered a nearly 20% jump in GameStop shares to a two-month high in regular trading on Wednesday, extending a rally ahead of the company's quarterly results next week and ...Watch on. The SpotGamma Risk Reversal tells you how expensive puts are relative to calls. This measures, inherently, the amount of skew. On the y-axis, you can see our internal measurement of the value of the risk reversal across the dates on the x-axis. By watching how the implied volatility moves relative to a call tells us about demand.NinjaTrader Client DashboardSpotgamma

The theory behind Put Walls: We make an assumption that most of those puts were bought by hedgers, therefore market makers and dealers are short those 2900 puts. As a result they must short sell stock against those puts. That creates a negative gamma position wherein dealers are shorting as the market drops and buying back as …. Spotgamma

spotgamma

Gamma Flip. A gamma flip is a term used to mark the stock price at which dealers are estimated to switch from a net positive gamma position to a net negative gamma position, or vice versa. Gamma represents the acceleration of directional exposure. If the price falls below the gamma inflection point, then are modeled to have negative gamma, and ...SpotGamma Support Center. What is included in each SpotGamma subscription level? What is the cost of a SpotGamma Subscription? How does your trial period work?Oct 19, 2023 · In the video below, Brent, Founder of SpotGamma, and Imran of Options-Insight, discuss the dynamics heading into this weeks October Monthly expiration. Specifically they cover the impact of geopolitics on volatility, the impact of rates on equities and volatility, and what they are looking for out of this OPEX week. In this video, Brent, along ... 19 Sept 2022 ... ABOUT THIS WEBINAR Brent covers the components of the options market and what affects the options price. He gets into the details of how ...Gamma is a second-order Greek which dynamically shows the rate of change of delta (directional risk) compared to the rate of change in the underlying security. through strikes (target prices which the option contracts are based on). Another way to phrase that is that gamma shows how fast delta changes between fixed price points on a stock.Retail traders powered a nearly 20% jump in GameStop shares to a two-month high in regular trading on Wednesday, extending a rally ahead of the company's …Microstrategy Buys 16,130 Bitcoin In November Bringing Total To 174,530 Worth $6.6BN. "As of November 29, 2023, MicroStrategy held an aggregate of approximately 174,530 bitcoins, acquired at an average price of approximately $5.280 billion and an average purchase price of approximately $30,252 per bitcoin." 0.©2023 TenTen Capital LLC DBA SpotGamma All TenTen Capital LLC DBA 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.The HIRO Indicator is based on a proprietary SpotGamma algorithm and captures the “impact” of all options trades in real-time. At the core of the signal, HIRO estimates the associated hedging impact for options dealers & market makers. 2. 7 Jul 2020 ... Our proprietary SpotGamma Market Gamma Index is based on the S&P500 SPX Index Options open interest and can be used to estimate stock market ...SPY Gamma Visualization. Below is a chart of gamma across all strikes in SPY. You can see that there is a large amount of gamma supply at 305 (right most arrow) and gamma flips from positive to negative around 301. It is below that strike where our model predicts increased volatility as dealers go from buyers to sellers. There are a many ways ...The Dark Pool Indicator (DPI) tracks transactions which take place off exchange. Institutions which engage in these trades are required to report them and through analyzing their activity one can make important interpretations. “Dark Pools” are off exchange trading venues wherein large institutions typically trade. The transactions in these ...SpotGamma is a data analytics company focused on the US options markets. We provide unique daily analysis of the major markets, with twice daily founders notes (pre and post …©2023 TenTen Capital LLC DBA SpotGamma All TenTen Capital LLC DBA 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.Subscribe Now! SpotGamma Alpha provides subscribers with exclusive access to the all new HIRO Indicator interface, with m onthly and annual subscriptions are available. PLUS! You'll receive our AM and PM Founder’s Notes and get access to Equity Hub analysis across 3,500+ stocks and indices. Step 3: Go Deeper on Same Day Options for Immediate Trading Impact. Same day options can have a dramatic impact on stock prices. To see the shortest dated options, often called 0DTE options, you can click “Total” again at the top of the filter page, turn off “All Trades”, and then choose "Next Expiry." This view will reflect the total ...Dec 1, 2023 · Viewing the free SpotGamma Preview. Have an account? Friday, December 01, 2023 Showing 15 min delay. Stock Screener Watch on. The SpotGamma Risk Reversal tells you how expensive puts are relative to calls. This measures, inherently, the amount of skew. On the y-axis, you can see our internal measurement of the value of the risk reversal across the dates on the x-axis. By watching how the implied volatility moves relative to a call tells us about demand.Bookmap is a cutting-edge trading platform that lets you visualize market liquidity and gain incredible insight into the order book. Trade with confidence as you watch the market evolve in real-time at 40 frames per second. Identify market trends, discover hidden price patterns, and understand order flow like never before.SpotGamma has thousands of subscribers and has been highlighted in several media, including The Wall Street Journal and Bloomberg Markets, among others. Brent is responsible for all aspects of product development and creative content at SpotGamma. Imran has first class bachelor’s degrees in Mathematics and Economics.Jun 1, 2023 · Founder’s Note: S&P futures are fractionally higher to 4,200, with NQ flat at 14311. Key notable changes in last nights levels were the SPY and QQQ. Call Walls, which contracted to 422 & 350, respectively. This creates overhead resistance for the S&P at 4,230 (SPY 422), then 4,250. Alberta Premier Defies Trudeau Carbon Agenda - Invokes Sovereignty Act. Finally an open dialogue on the existential threat of the UN's "sustainable development goals" and Agenda 2030 has begun in Canada... 4. ZeroHedge - On a long enough timeline, the survival rate for everyone drops to zero.SpotGamma™ Standard - $67 per Month, Billed $801 Annually. SpotGamma™ Pro - $97 per Month, Billed $1,161 Annually. SpotGamma™ Alpha - $187 per Month, Billed $2,241 Annually. For more on our 7-day free trial. For more on what's included in each subscription level. SpotGamma™ currently offers 3 (three) subscription levels and 2 (two ...By Free Indicators in Free NinjaTrader 8 Indicators, Free NinjaTrader Indicators, NinjaTrader. Two of the most common indicators I see used by traders are the EMA (Exponential Moving Average) and VWAP (Volume Weighted Average Price). Typically, traders prefer the EMA to a standard moving average because it will react faster to price …SpotGamma just completed a comprehensive statistical review of two of our key metrics: the Call wall and Put wall. These levels reflect very large concentration of call gamma, and put gamma respectively. Our working thesis is that the Call Wall provides stiff resistance to the S&P500, and works as a “cap” to prices. Conclusion: Call […]Listed here are some helpful statistics around two of SpotGamma’s key proprietary support and resistance levels: The SPX Call Wall & Put Wall. These levels are derived purely from options positioning. This data is based off of 1265 trading days, ending 1/20/2023. SPX Call Wall. How many times did the market open within 1 % of the Call Wall: 36%.<SpotGamma Equity Hub Composite View for NVDA> Hedge walls also function as strong support/resistance but the main thing making this level special is how it is predictive of future volatility behavior with statistical significance. Above the Hedge Wall, we might usually expect to have more success with mean reversion rather than momentum ...Find more insights from our full suite of QuikStrike tools to help you build and refine your trading strategies. Use these QuikStrike tools to calculate fair value prices and Greeks on CME Group options, explore all-in trading costs of futures, chart volatility and correlations, and test strategies in simulated markets.In one of Henry Kissinger’s final interviews before his death at 100 years old, the former statesman warned that Germany had made a “grave mistake” in allowing so many migrants into the country. The former US diplomat and Nobel Peace Prize winner’s death was announced on Wednesday. “Dr. Henry Kissinger, a respected American …The SpotGamma HIRO Indicator is an options based indicator based on a proprietary SpotGamma algorithm that captures the “impact” of all options trades in real-time. HIRO stands for "Hedging Impact Real-Time Options". One of the strongest forces in futures markets is that of options hedging. Large options transactions can often require large ...Gamma is a second-order Greek which dynamically shows the rate of change of delta (directional risk) compared to the rate of change in the underlying security. through strikes (target prices which the option contracts are based on). Another way to phrase that is that gamma shows how fast delta changes between fixed price points on a stock. Enter your credentials (in two places) and press the “ Login ” button. Make sure you have Bookmap 7.1 b37 or later version installed. Launch Bookmap and press the “ Connection→Configure ”. In Bookmap configuration window, press the “ ADD CONNECTION ” button and select “ Rithmic ”.Dec 1, 2023 · Viewing the free SpotGamma Preview. Have an account? Friday, December 01, 2023 Showing 15 min delay. Stock Screener The Dark Pool Indicator (DPI) tracks transactions which take place off exchange. Institutions which engage in these trades are required to report them and through analyzing their activity one can make important interpretations. “Dark Pools” are off exchange trading venues wherein large institutions typically trade. The transactions in these ...We would like to show you a description here but the site won’t allow us.Graphic: Via SpotGamma PM Founders Note 8/3/2022. And so, sideways remained to be the case into Friday’s close with markets trading lower, back into the thick of the $4,100-4,150.00 range in the S&P 500 as a hot US jobs report bolstered a case for continued monetary tightening action, which traders took as bearish.Zero DTE refers to trading (or analyzing) options on their last day of expiration (opex). DTE means days to expiration, and so “zero DTE options” are simply options on their last day before either expiring worthless or with some value. Zero DTE options have extremely high gamma levels (how quickly the directional exposure of an option ...Also, we are NOT using the term “SpotGamma”, their proprietary indicator, but rather the widely known (among the trading community) mathematical gamma exposure, based on both gamma and the ...The Bank of America derivatives team, which has emerged as one of the most influential and informative on the topic of zero-day-to-expiry (0DTE) options (especially when contrasted to such shrill doomers as the JPM), today published its latest note on the fascinating topic of same-day vol in which it looks at the all important topic of intraday …Gamma is the rate of change of delta for a 1% move in the underlying stock. As a stock price changes significantly, the delta of an option changes. Gamma measures the amount at which delta changes for a given stock move. If you own an option you are “long gamma” or have a “positive gamma” position. If you are short an option you are ...UPDATE: today (9/30/2021) JPM rolled their collar trade (sell a call to fund a put spread hedge) to: • Sell 45,000 contracts of the Dec 31st 4505 calls at a delta of 34. • Buy 45,000 of the Dec 31st 4135 puts at a delta of 30. • Sell 45,000 of the Dec 31st 3480 puts at a delta of 7. The net of this trade is a negative delta of ~57 (34+30-7).July 26, 2023. Key points: A piece of information leads to a shocking fact: China's annual consumption of silver has reached 8251 tons, apparent consumption has exceeded 20000 tons, annual silver production has exceeded 10000 tons, and imported silver ore and concentrate have reached 1.1 million tons.The import and export volume, …Bookmap is a unique charting platform based on visualizing historical depth of market (limit orders as horizontal lines) and historical time and sales (volume bubbles). It uses a heatmap of horizontal lines to show everyone else’s limit orders in the market. Bookmap is also able to display SpotGamma cloud notes. Equity Hub. Key Levels For 3,500+ Stocks & Indices. Proprietary buy and sell indicators. Custom scanners to surface new trading ideas. Real-time alerts for when a stock or index reaches a key level. Evaluate stock entry points based on SpotGamma key levels and options analysis. Get Started.In April I started trading the 0DTE Breakeven Iron Condor strategy. This has so far been my profitable strategy. Since a new year has started, I have summed up my results from this strategy after 112 trading days and 588 individual trades. Using an average buying power of up to 12.000 - 15.000 dollars I have made 9052 dollars on this strategy ...6 Nov 2023 ... Vanna and put crushing fueled a huge stock rally, things may now settle down. Download SpotGamma's IV Rank Spreadsheet: ...Gamma Profile. A gamma profile is a graphical representation showing how much dealer gamma is modeled for all different levels of spot price. The primary meaning of gamma is an acceleration in directional exposure, and therefore what a gamma profile shows us is where directional exposure is likely to pick up the most. At such levels, dealers ...The American Imperium still stalks the planet for new monsters to destroy – presently in the precincts of Russian-speaking eastern and southern Ukraine that are utterly irrelevant to America’s peace and security. SAT DEC 2, AT 5:10 AM. 31,707 273.©2023 TenTen Capital LLC DBA SpotGamma All TenTen Capital LLC DBA 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.The above SpotGamma HIRO Indicator charts display the visual representation of this hedging pressure by taking in every trade in real time. There is no lag time as these lines are driven by real-time prices. Movement upward reflects a bullish or positive hedging pressure, while movement downward reflects a bearish or negative hedging pressure. ©2023 TenTen Capital LLC DBA SpotGamma All TenTen Capital LLC DBA 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.The SpotGamma HIRO Indicator is an options based indicator based on a proprietary SpotGamma algorithm that captures the “impact” of all options trades in real-time. HIRO stands for "Hedging Impact Real-Time Options". One of the strongest forces in futures markets is that of options hedging. Large options transactions can often require large ... Retail traders powered a nearly 20% jump in GameStop shares to a two-month high in regular trading on Wednesday, extending a rally ahead of the company's quarterly results next week and ...3 charts we are watching: These gaps refrain us from becoming too bullishSynchronyHolding strongly net-positive gamma is a defensive measure since it would help to protect against directional (delta) or implied volatility (vega) related shocks. On the implied volatility side, it happens to be that long gamma always means long vega as well. It follows that any long gamma position also stands to profit from elevated IV in ... At SpotGamma, our mission is to empower traders to make confident decisions by pairing precise data with clear insights. Access today's Founder's Note for FREE! Expert commentary packed with proprietary key levels, major support and resistance targets, and market analysis. 14 Nov 2023 ... Brent, joined by Imran Lakha from Options Insight, will be delivering insights the upcoming November OPEX. And stick around after the OPEX ...We would like to show you a description here but the site won’t allow us.Based on the negative SpotGamma Gamma Index and large negative Gamma Notional for SPX and SPY and skewed Vanna Model for SPX, I was looking for a higher volatility day with a wider trading range. Market makers would likely be trading with the directional movement of the market rather than against it. As the day played out, …In this video SpotGamma breaks down how to measure vanna impact, and why changes in options implied volatility can be a major driver of stock prices. We cover core concepts like, volatility premium, skew, and gamma. Written by SpotGamma · Categorized: Market Analysis · Tagged: skew, vanna, variance premium. Oct 19 2023.. Commercial real estate inverse etf