Watch our full interview here. TAIL WAGGING THE DOG: HOW OPTIONS GAMMA DRIVES EQUITY PRICE ACTION The Interview · Featuring Brent Kochuba and Imran Lakha Published on: May 6th, 2021 • Duration: 42 minutes Imran Lakha of Options Insight and Brent Kochuba of SpotGamma are veterans of the options market, and they join Real Vision to shed light on how […]
Archives for May 2021
SpotGamma Report for: 05/06/2021 AM
Daily Note: 4160 is the current futures price – flat to last nights close. There was little change in key levels overnight, with our models looking for a 90bps max move with 4200 resistance, 4150 support. We think a break of 4150 brings a quick test of 4100. Our sentiment remains the same: that markets […]
SpotGamma Report for: 05/06/2021 AM
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SpotGamma Report for: 05/05/2021 PM
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Dark Pool Reveals Sector Rotation Into Energy
SpotGamma’s new Dark Pool Dashboard breaks out the activity in Dark Pools by sector. This can reveal where large institutions are allocating their capital, and reveal some interesting trends (full FAQ). We break out the Dark Pool readings by sector in chart below, and color code them based on strongest (green) to weakest (red). Our […]
SpotGamma Report for: 05/05/2021 AM
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SpotGamma Report for: 05/05/2021 AM
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SpotGamma Report for: 05/04/2021 PM
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Parametric: Gamma Hammer
Parametric designes options strategies for large institutions like pension funds. In this case they are selling strangles to the tune of $5bn: From the FT: It is not a new strategy for the fund, which employs several systematic and rules-based volatility trading strategies, but people familiar with the activity say the fund pulled back from […]
The CLOV Gamma Pin
CLOV is a healthcare SPAC that is quite popular with the wallstreetbets crowd. It typically carries a very large amount of open interest, and along with that a lot of options gamma. Because of this CLOV seems to pin SpotGamma’s highest gamma strike. In the chart below you can see this highest gamma strike for […]
