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Archives for March 2021
SpotGamma Report for: 03/09/2021 AM
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SpotGamma Report for: 03/09/2021 AM
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SpotGamma Report for: 03/09/2021 PM
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SpotGamma Report for: 03/08/2021 AM
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SpotGamma Report for: 03/08/2021 AM
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SpotGamma Report for: 03/05/2021 PM
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SpotGamma Report for: 03/05/2021 AM
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SpotGamma Report for: 03/04/2021 PM
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Nomura: “Max Short Gamma” Pain… But Relief Is Coming
Via ZH: Earlier this week we pointed out a bizarre divergence in the “greeks” – while the Nasdaq had slumped into negative gamma territory, which is where dealers are forced to sell more as the Nasdaq slides lower creating a feedback loop where selling begets selling, even as the S&P still remained in positive gamma […]
