Market Analysis
Measuring Skew, Volatility & Tail Risk With Scott Nations
With huge levels of volatility in markets, Brent Kochuba, Founder of SpotGamma, spoke with Scott Nations, Founder, Nations Indexes about their options indexes. Brent & Scott discuss these innovative options metrics including: NOTE: Below is a searchable transcript of the discussion, with timestamps. As its an automated transcript, please forgive any grammatical errors. Nations Index […]
Record Put Buying? Yes, But Record Put Selling, Too.
There are some charts being passed around that show record equity put buying. While this is correct, it ignores the fact that there is also record put selling. We break down the source of this OCC options data, and what insights it may offer. Note that SpotGamma subscribers have access to this interactive data, free, […]
How Options Expiration Impacts Stock Markets
SpotGamma on the Basic Links Between Options & Futures
Brent, Founder of SpotGamma, discusses what the basic links are between options flow and equity markets. Here, he covers why delta, gamma and implied volatility matter for futures traders.
Trade Analysis: QQQ (August 15, 2022)
The following is a guest post from Doug Pless. At SpotGamma, our community uses the SpotGamma AM Founder’s Note when preparing to trade index products such as the QQQ (Nasdaq 100 ETF). Specific levels to note include the following: Volatility Trigger, SpotGamma Absolute Gamma Strike, Put Wall, and Call Wall. Additional levels are the CP […]
Combining SG Levels With HIRO Flow to Find Support
Here we should how combining live options information from HIRO can help to confirm key Put Wall support. Combining large gamma levels with increasing, positive deltas, has shown to be a powerful combination for finding support in markets. SpotGamma recorded and posted this video around 11:30 EST. The market rallied nearly 1% after this was […]
How Options Expiration Affects Futures Trading: SpotGamma on NinjaTrader’s “Traders Workshop”
Brent, Founder of SpotGamma, breaks down how options gamma & delta flows can impact the movement of equity futures. This is a great tutorial for those new to these options concepts.
SpotGamma on “The Options Trading” Podcast
SpotGamma Founder, Brent Kochuba, was on “The Options Trading” podcast on Friday to talk about Call Walls, and how we watch options levels confirm price action. This conversation took place during a week wherein our proprietary Call Wall metric was strongly tested, but held strong. Listen here:
Put Sellers Learning Bad Habits
As of July 22nd the S&P500 is down 15% YTD, after being down ~25% on the June lows. Despite this poor performance, the VIX has remained subdued having peaked on January 24th after a vicious OPEX-induced selloff. This means that the VIX did not break to new highs despite the Russian invasion of Ukraine, blistering […]