Are You Trading In a Fixed Strike Volatility World? Monday January 01 1999 Try SpotGamma HIRO Indicator for Free Real-time options data See when options drive stocks 0DTE filter for short-term trades Get Started Free Subscribe to the industry’s #1 platform delivering daily expert analysis to unveil: Proprietary market levels Bullish or bearish stocks Hidden […]
Market Analysis
AI Options Mania
AI Options Mania Monday January 01 1999 Try SpotGamma HIRO Indicator for Free Real-time options data See when options drive stocks 0DTE filter for short-term trades Get Started Free Subscribe to the industry’s #1 platform delivering daily expert analysis to unveil: Proprietary market levels Bullish or bearish stocks Hidden trading risks Get Started Free Options […]
Options Flows Blocking a Market Breakout
Options flows blocking a market breakout Monday January 01 1999 Try SpotGamma HIRO Indicator for Free Real-time options data See when options drive stocks 0DTE filter for short-term trades Get Started Free Subscribe to the industry’s #1 platform delivering daily expert analysis to unveil: Proprietary market levels Bullish or bearish stocks Hidden trading risks Get […]
Volmageddon? No; JPM, BofA Say 0-DTE Options Are Suppressing Intraday Vol
by Tyler Durden of ZeroHedge Tuesday, May 16, 2023 – 03:05 PM In February, JPMorgan’s Marko Kolanovic dropped his now infamous warning that 0-DTE options trading will lead to Volmageddon 2.0 : “these options are net sold by directional investors, and supply of gamma is likely causing a suppression of realized intraday volatility… if there […]
1 year lows for Realized Volatility and VIX: Is that bullish?
The VIX and one-month realized volatility have hit one-year lows, indicating bullish implications in the short term for markets. Lower realized volatility suggests lower future volatility, which can create positive returns. The spread between the VIX and one-month realized volatility shows positive returns for periods when realized volatility is 16 or less. However, there are […]
Western Alliance’s CFO Claims Puts Dropped Their Stock – That’s Doubtful
The link between options flow and the underlying shares is based on the concept that options dealers and market makers buy and sell shares of underlying stock to hedge option positions. These hedging requirements are generally measured through Delta (the number of shares required to hedge an option from the directional move of the underlying) […]
SpotGamma on NinjaTrader TV: Why Futures Traders Need to Watch Options Flow
Brent Kochuba, Founder of SpotGamma, talks with NinjaTrader about how significant options flows can drive underlying market prices. This is fantastic talk for futures traders that are new to the idea of options flows in the ES e-mini futures. Topics discussed include: OPEX cycles, gamma hedging & zero DTE options trading.
The Impact of Zero DTE Options Trading
SpotGamma Founder, Brent Kochuba, combines proprietary research with investment bank insights to lay out the impacts of 0DTE to the S&P500.
SpotGamma Conversation with Michael Gayed
Brent Kochuba, Founder of SpotGamma, spoke on Twitter Spaces with Michael Gayed about the current options landscape including: implied volatility compression, 0DTE and market risks moving forward.
The Silicon Valley Bank Collapse and How the Options Market Reacted
The VIX Jumps, Shocking Record Put Volumes and Real Tail Risk With the SVB risks, we see a shift higher in options tail risk pricing, but not a surge in open interest at a macro level. KRE, the Regional Bank ETF, saw record put volume, and there is record VIX call open interest. XLF and […]