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Archives for March 2020
Zero Gamma = Zero Gravity
We posted a few days ago about the “right” tail risk and the possibility of a market rally. In a note to subscribers we added to this, suggesting the market may be in an airpocket. Specifically: “zero gravity”. Most of you are probably familiar with those flights which take you to the edge of space […]
SpotGamma Gamma Report: 3/31/20 AM
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SpotGamma Gamma Report: 3/30/20 PM
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SpotGamma Gamma Report: 3/30/20 AM
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SpotGamma Gamma Report: 3/27/20 PM
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SpotGamma Gamma Report: 3/27/20 AM
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SpotGamma Report for: 03/26/2020 AM
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Corona Market: Reviewing Right Tail Risk
This is being written just before the 3/26 unemployment data release which is forecasting as much as 2 million unemployment due to the economic shutdown related to Coronavirus. There is also a Stimulus Bill “pending“. While we are all aware of the downside risks here, here is a scenario for a major move to the […]
SpotGamma Report for: 03/25/2020 PM
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