These ratios include US Options volumes across all exchanges, and filter out ETF & Index options. Much is being made recently about record put/call ratios in US equities. Some measurements show that the put/call ratio is how higher than that of March 2020, which was when markets crashed violently in response to the onset of […]
Market Analysis
The Impact & Risk of 0DTE Short Dated Options Volume
SpotGamma was one of the first analysts to flag the rise of ultra short-dated options (dubbed “0DTE”) volumes in the S&P 500 Index, or SPX. We brought this to the attention of the Wall Street Journal back in September of ’22, and since then the volumes tied to short dated expiration options volumes have exploded. […]
The Market Setup Into November OPEX: Brent & Imran LIVE.
Term Structure Ahead of the FOMC
Finding Bottoms in META & AMZN Using Equity Hub
SpotGamma uses options data to find potential trading bottoms in META & AMZN after dismal earnings reports from the tech heavyweights.
Trade Analysis: ES Futures (September 19, 2022, Post-Expiration Monday)
The following is a guest post from Doug Pless. Preparation When I plan to trade futures, I begin my morning preparation by reading the SpotGamma AM Founder’s Note. For ES futures, I note key Gamma levels for SPX and SPY, the SpotGamma Imp. 1 Day Move for SPX, the SpotGamma Gamma Index and Gamma Notional […]
HIRO Can Help Find Stock Lows
Today AAPL stock cratered after announcing a cut in iPhone 14 production. Options flow may have helped traders identify the stock low – we walk you through how.
Founders Note for: 2022-10-17 06:58 EDT
Macro Theme: Key Levels: –> Range Into October OPEX (10/21): Top: 3750 Bottom: 3500 Put Wall–> 10/13 CPI likely triggers a multi-day directional trend to 10/21 OPEX Ref Price: 3585SG Implied 1-Day Move: 1.3%SG Implied 5-Day Move: 3.03%Volatility Trigger: 3750Absolute Gamma Strike: 3700Call Wall: 3835Put Wall: 3500 Daily Note: Futures have recovered from Fridays close to 3640. […]
HIRO Updated Algo Logic & New Features
HIRO Webinar 10/11/22 [00:00:00] What we’re here to do today is to discuss some of the changes that we’ve made in Hero. Whether we launched last Friday, and just talk about what those changes are and how you may, may be able to take advantage of those. So the basic dashboard obviously looks the same […]
