Market Analysis
- 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
- TSLA 420: A Temporary High (?) as Charm & Vanna Flows Work Against the Stock
- TSLA Stock: Time for Ludicrous Mode?
- SpotGamma for Swing Trading
- The NVIDA Industrial Complex: 0DTE and Deteriorating Liquidity
- SpotGamma on TraderTV Live
- The Dangers of Premium Selling Zero DTE ETFs
- The OPEX Effect: August 2024 | Behind the Scenes of the Recent Market Volatility
- Volatility, Correlation & Dispersion: SpotGamma on “The Market Huddle”
- How We Nailed the Volatile Markets Last Week—And How You Can Too
- Nomura on the August JPY Carry Trade/Volatility Shock
- SpotGamma on TastyTrade Live
- Blazing Hot IWM/Russell 2000 (R2k): How Options Insights Helped to Navigate the Small-Cap Madness
- Case Study: Coinbase (COIN) Swing Trade Using SpotGamma
- The OPEX Effect: July 2024 | Inside What is Driving This Weird Market
- Why Does Record Low Stock Correlation and Volatility Matter?
- TrendSpider: SpotGamma’s Latest Integration
- Case Study: A Step-by-Step Bearish Trade Breakdown of Nvidia (NVDA)
- Stock & Bond Correlations: “No Crying in Correlation”
- S&P 500, Correlation & Low Volatility: The Big Trade Underneath the Strangely Calm Surface of the S&P 500 | Odd Lots
- OPEX Effect: June is Call-Bloated
- The Downside of Call Selling Funds
- GME Options Implode – The Tax of IV Decline
- Unpacking May OPEX: How Will Low Volatility and NVDA Earnings Shape The S&P 500?
- Is the Unprecedented Market Calm Driven by 0DTE and Overwriting ETF’s?
- Trade Analysis: META Flashback (April 4, 2024)
- SpotGamma with Public: Semi Skews & the Stock Bubble
- SpotGamma on TastyTrade: NVDA, 0DTE, VIX Exp & FOMC
- Systematic Call Overwriting In Action: QYLD
- March Call Demand & The Stock Market Bubble
- Trade Analysis: NVDA Flashback (March 14, 2024)
- Why is the VIX So Low? Structured Products Offer an Answer
- Dispersion, Correlation, Volatility and the Stock Bubble
- The OPEX Effect: Feb Edition
- Do Call Skews Signal Bulls Are Maxed Out?
- Comparing Earnings IV’s for Edge
- TSLA Volatility Falling Despite Being Down 10%
- LLY Using Implied Volatility: a SpotGamma Options Case Study
- How 0DTE Flows Drove the 12/20 Selloff
- The OPEX Effect: November 2023
- Options Flow for ES Futures Traders
- Measuring Options Vanna, and its Impact, using VIX & Skew
- October OPEX – SpotGamma Views + OPEX Download
- SpotGamma with the Wall Street Journal on the Rise of 0DTE
- October OPEX Effect with Excess Returns
- The 0DTE ETF: Defiance ETF QQQY
- Triple Witching September 2023 OPEX a Volatility Chokepoint
- Analysis: The CBOE 0DTE Report
- JEPI Options Strategy Straight from the Portfolio Manager
- How 0DTE Options Flows Move Stock Markets
- August 2023 OPEX: Will volatility break out?
- Did Michael Burry Spend $1.6 Billion on Puts? NOPE!
- Noel Smith: Volatility, Correlation and Edge
- How Changes in Interest Rates Impact Options Prices: A Comprehensive Guide to “RHO”
- VVIX, Vol-of-Vol and Stock Market Returns
- Samantha LaDuc: Spotting Macro Trends Early and Leveraging Option Market Structure to Identify Potential Opportunities
- SpotGamma on Excess Returns
- Are You Trading In a Fixed Strike Volatility World?
- AI Options Mania
- Options Flows Blocking a Market Breakout
- Volmageddon? No; JPM, BofA Say 0-DTE Options Are Suppressing Intraday Vol
