Market Analysis
- Doves Fly into August Jobs Report
- AI Stock Options Reset From a Record Peak: Brent Kochuba on tastylive
- How Options Positioning Could Limit a Major Selloff
- Broadcom is the Next AI Focused Catalyst
- Software Earnings Reignite Risk Appetite
- Jackson Hole 2026: What the Options Market Expects
- One Stock, 803 ETFs: Why Nvidia Earnings Impacts the Entire S&P 500
- NVDA Earnings: The Options Market May Be Underpricing This Move
- Volatility Has Compressed. What Happens Next?
- Another SpaceX Unlock, and Why $150 Still Caps the Stock
- Options Exchange Monitor — Week of August 15, 2026 (36 SEC notices, 2 CFTC, 0 EDGAR)
- GEX Levels for SPY, QQQ, ES and NQ: Using Index Gamma in Any Product
- How to Trade GEX Levels: A Practical Guide to Gamma-Based Trading
- Free GEX Levels, Charts, and Data: What’s Available and What It’s Actually Worth
- Covered Calls After Assignment: What to Do When the Stock Drops Below Your Cost Basis
- Is Selling Options Actually Profitable? The Honest Answer to Theta Gang’s Favorite Question
- Cash-Secured Puts: How to Pick Strikes and Deltas Like a Systematic Seller
- The Wheel Strategy Explained: Mechanics, Strike Selection, and the Risks Nobody Prices In
- How Traders Can Play Low Volatility Environments
- Welcome to the Summer Melt-Up
- The Machine Ran on Call Skew: What MSTR’s Dead Volatility Surface Says About Strategy — and Bitcoin’s Missing Bid
- The New Normal in Volatility Takes Shape
- Anatomy of a Margin Call: How Situational Awareness LP Unwound a $20 Billion AI Book in One Trade
- Big Tech Earnings and FOMC Collide
- Space Stocks: Oversold Bounce or Ready for Liftoff?
- Will the AI Unwind Finally Spill Over?
- Volatility Approaches Record Lows — Is It Priced Too Cheap?
- Why Nasdaq Volatility Is Breaking Away from the S&P 500
- Passing the Baton: From Semis to Software?
- July’s Setup: Rotation and Repositioning
- Korean Options Mania: How AI, Retail Leverage, and Memory Stocks Turned South Korea Into the World’s Most Volatile Market
- Vol Sellers Shrug off a Hawkish Fed
- Triple Witching + FOMC Fuels Volatility Risk
- The AI Trade Unwinds
- Dispersion & Correlation are Screaming Overbought. Downside Hedging is Cheap.
- June Catalysts Threaten a Volatility Spasm — How Are Traders Positioning?
- Record Highs and Thinning Hedges
- NVDA earnings vs. a stretched S&P 500
- The AI Trade Roars — But for How Long?
- Quiet Indices, Roaring Stocks: the Volatility Dispersion Trade
- The 3 Most Important Greeks for 0DTE Trading
- How to Trade the Vanna Rally: Profiting When Volatility Drops
- Vanna and Charm Explained: The Hidden Greeks Driving Market Rallies
- 5 Stocks with the Most Predictable Earnings IV Crush
- How to Trade GEX Flips: An Intraday Masterclass Using SpotGamma TRACE
- How next week’s earnings could drive volatility
- The Hidden Mechanics Behind Last Week’s Rally
- Vol Crush Lifts the S&P 500 — Will the Rally Last?
- How One Key Level Drove Last Week’s Rally
- GEX & JPM Collar: SpotGamma on TastyTrade
- The New Volatility Regime
- After OPEX: Market Loses Its Shock Absorber
- VIX Expiration, Oil, and the JP Morgan Collar Trade: What’s Driving the S&P 500
- March OPEX: Tipping Point or Turning Point?
- Geopolitical Risk Hits a Fragile Market
- The Options Market Trapdoor
- VVIX Explained: What the Volatility Index Tells Traders
- Earnings Options Trades With SpotGamma
- Right Tail Risk Is Building in the S&P 500
- Flat Index Masks Hidden Chaos
- The Market’s 0DTE Underbelly Is Exposed
- SPX Touches 7,000 and Cracks — What Makes This Market So Fragile?
- Vanna Fuels Market Rally as Market Fears Subside
- Defensive Positioning Emerges as Market Rallies
- Vol Stays Quiet as SPX Reaches All-Time Highs
- Record 0DTE volume reshapes the S&P 500
- Subdued Volatility and the Setup Into Year-End
- FOMC Reset: Vol Crushes, Stocks Lift Higher
- How the Options Market is Positioning for FOMC
- FOMC in Focus After Market’s Thanksgiving Feast
- December Rate Cut? What the Options Market Is Signaling
- Crypto Winter or Santa Claus Rally: Which Comes Next?
- Negative Gamma Fuels Extreme Volatility
- All Eyes on NVDA as Volatility Spikes
- November ’25 OPEX Effect
- SPX Down, Vol Up: What Makes Last Week’s Selloff Different
- The Market’s Balancing Act: Euphoria vs. Anxiety
- Optimizing Options Earnings Trades
- Vol Deflates, GLD Sells Off, and Earnings Season Ramps Up
- Volatility Returns in Time for Earnings Season
- From Calm to Chaos: Trading With Confidence Amidst Volatility
- What Led to Friday’s Selloff?
- Low Vol, Stubborn VIX, and a Market Full of Mixed Signals
- Market Braces for the Specter of Volatility Into October
- S&P Remains Resilient – But For How Long?
- Zombie Market Faces a Triple Witching OPEX
- The Record-Setting 0DTE Showdown
- Low Volatility Keeps S&P 500 in a Fragile Calm
- The “Zombie Market” vs. NVDA Earnings
- Volatility Drought Persists Through OPEX
- Market Drifts Through “Death Valley” Vols
- From “Zombie Market” to Vol Awakening
- Animal Spirits Roar as Market Catalysts Loom
- July OPEX Opens the Window of Weakness
- Put-Covering Rallies & Signals in Our SPY Gamma Exposure (GEX)
- The Anatomy of an SPX 0DTE Driven Market
- SpotGamma on Stock Market TV
- What Caused the Market Selloff Before the Headlines — And Why Most Traders Missed It
- Spot the Flow, Seize the Edge: 5 Options Signals Every Trader Should Be Watching
- March OPEX Effect: Put Maxed