Gamma News, Stock Commentary and Options Markets Insights From SpotGamma
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- Todays Option Vanna RallyWe’ve written about some of the major risk signals showing over the last several days/weeks, and those risks manifested in a 4-5% drawdown over the last few trading sessions. Todays bounce appears […]
- ARKK Gamma & What’s Really Behind The QQQrash? Nomura GammaFrom ZH: Nomura’s “futures imbalance” monitor showed enormous sell pressure all day in NQ futs across all lots sizes (the largest in at least 1m), but particularly in our medium- and large- lot buckets, proxies […]
- Commodities Break out: FCX EditionWe’re seeing (and have been seeing) a major breakout in commodities. Metals, energy and commodities of all types are seeing large price increases. One of the stocks closely linked to commodities is […]
- SpotGamma on Real Vision with Imran Lakha
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 […] - 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 […] - Dark Pool Reveals Sector Rotation Into EnergySpotGamma’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 […]
- 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 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. […] - Nomura’s McElligott Talks Gamma on Macrovoices
Charlie McElligott talks several macro themes, and digs into deal gamma around the 44:30 mark. Topics include gamma flips, CTA deleveraging levels, and the large gamma dynamic. - “Banging Between Big Strikes” – Levels To Watch Ahead Of FOMC Statement
BY TYLER DURDENWEDNESDAY, APR 28, 2021 – 01:25 PM As we detailed overnight, today’s FOMC is widely expected to be “steady as she goes” with Biden conveying that the FOMC is not yet […]
