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- January OPEX: TSLA Tracking
SpotGamma has detected a large amount of call options expiring this Friday in many single stocks (see here). The stock with the largest size (on a delta basis) expiring is TSLA. As […] - Trade Analysis: NQ Futures (12 January 2022)
The following is a guest post from Doug Pless. When I plan to trade futures, I begin my morning preparation by reading the SpotGamma AM Founder’s Note. For NQ futures, I note […] - The Deep January Options Expiration
**Access to a full list of stocks with estimated impact is available at the end of this note** The Event: Next Friday, on January 21st, deep in the money calls worth billions […] - Trade Analysis: ES Futures (29 December 2021)The following is a guest post from Doug Pless. When I plan to trade futures, I begin my morning preparation by reading the SpotGamma AM Founder’s Note. For ES futures, I note […]
- ‘Call AAA’: Santa Claus Is Having Sleigh TroublesThrough an options market lens, the following text will add color to some recent market movements.
- Trade Analysis: NQ Futures (14 December 2021)
The following is a guest post from Doug Pless. When I plan to trade futures, I begin my morning preparation by reading the SpotGamma AM Founder’s Note. For NQ futures, I note […] - Trade Analysis: ES Futures (10 December 2021)
The following is a guest post from Doug Pless. When I plan to trade futures, I begin my morning preparation by reading the SpotGamma AM Founder’s Note. For ES futures, I note […] - How Changes in Implied Volatility Pushes Markets Around (aka the Vanna Trade)Brent, Founder of SpotGamma, explains how the “Vanna Trade” works. As implied volatility changes, options dealers may have to adjust their hedges. Brent explains how this hedging flow can create large rallies […]
- Trade Analysis: NQ Futures (29 November 2021)The following is a guest post from Doug Pless. When I plan to trade futures, I begin my morning preparation by reading the SpotGamma AM Founder’s Note. For NQ futures, I note […]
- The S&P 500 May Drop An Additional 10%
The following is a guest post courtesy of Michael Kramer of Mott Capital Management. On November 12, I warned that dreams of a seasonal run higher were in doubt and that an […]
