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- TEVA $12 Pin & Release?TEVA is up about 10% the last several days, with a lot of gamma concentrated at the $12 strike. Most of this (~60%) expires Friday, 1/15. We therefore have compression under the […]
- GME Ran Out of Options StrikesGME stock closed at 31.58 today, +57%. This was a bit off its high of $38.38, or 90%. This stock traded 589k calls today, >375k of which expires in 2 days. Amazingly […]
- TSLA Options For SaleThe week ending 1/8/21 saw a record high in TSLA options volume, with the stock surging nearly 20%. Traders have been flooding into weekly options as the way to express their views […]
- “Full-Tilt Insanity Mode” – Nomura Warns This Week’s OpEx Is “Absolutely Going To Matter” For ‘Weaponized Gamma’ CrowdVia ZeroHedge The world appears to be stock in what Nomura’s Charlie McElligott calls “Robinhood / YOLO / ‘weaponized gamma’” nonsense as the equity buy-to-open premium is soaring in individual stocks (and indices)… Source: […]
- SpotGamma Report for: 01/11/2021 AMDaily Note: Futures have retraced the late Friday moved from 3825 to 3790. Interestingly our Call Wall metric rolled higher to 3850, but notional gamma levels are down across all indicies. The […]
- SPX Options Vanna RallyRecently we have been discussing with subscribers the elevated implied volatility in the S&P500 due to the 1/5 election events. The VIX is a decent measure of implied volatility in the S&P, […]
- PLTR & Options Hedge WallsPLTR stock was a reddit/wallstreetbets darling, and its stock price benefitted from large call options action. Lately large put contracts have been coming in, and pushed the stock lower. Our analysis shows […]
- XOM Call ActivityXOM stock has bounced sharply since November as positive news regarding Covid vaccines sparked a relief rally. Much of the way traders expressed their bullish sentiment was in call buying, with 11/9 […]
- TSLA S&P500 Add ShenanigansNote that last candle, which closes the stock at $695 – the days high. Did someone really just pay $695 for $TSLA shares? pic.twitter.com/zi5UrJopbq — Joe Weisenthal (@TheStalwart) December 18, 2020 TESLA […]
- TSLA into the S&P500In TSLA the largest gamma area was $600 heading into today. The stock traded down to $605 earlier this AM, $620 now. The largest volume & OI region is >=$650 44% of […]