Yesterday we spoke with options expert Imran Lakha about the hedging flows tied to April OPEX. Currently, SpotGamma sees roughly 40% of total SPX/SPY/QQQ Gamma expiring by Thursday’s close.
We also see roughly 50% of single stocks having their largest gamma position expiring on Thursday, too. For a list of S&P500 constituents most effected by this expiration, just enter your email and you’ll receive a free download link!
Great content – recent subscriber to spotgamma and these videos are a great addition to the daily commentary— B. Velez (@briannvelez) April 12, 2022