“Gamma Squeeze” was grabbing headlines again this past week after AMC and GameStop (GME) both surged in price. While GME returned +22% for the week, it was AMC that had blow-out returns of +103% and we think much of this price action was driven by a call options gamma squeeze. The graph below lays out […]
Archives for May 2021
SpotGamma Report for: 05/31/2021 AM
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SpotGamma Report for: 05/28/2021 PM
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SpotGamma Report for: 05/28/2021 AM
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SpotGamma Report for: 05/28/2021 AM
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SpotGamma Report for: 05/27/2021 PM
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AMC RKT Gamma Squeeze: “Escape Vol-ocity!”
AMC, RKT and other meme stocks are ripping higher due to an options gamma squeeze. As traders buy call options, options market makers must buy stock to stay hedged. We believe this hedging flow is whats causing massive stock moves. AMC is up nearly 140% this week alone. As you can see the stock hit […]
Nomura: US Stock Markets Are “Stuffed To Death On Options Gamma”
BY TYLER DURDENWEDNESDAY, MAY 26, 2021 – 11:55 AM It may not feel like it, but the market is pretty much dead: as we noted last night, Tuesday’s consolidated volume just tumbled to the lowest of 2021, while total options volume yesterday was 540,000, which was less than Christmas Eve and also the lowest volume […]
SpotGamma Report for: 05/27/2021 AM
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SpotGamma Report for: 05/27/2021 AM
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