A better way to estimate volatility through a Gamma Lens Here at SpotGamma, our extensive research and testing has led us to develop an improved method for forecasting market volatility. Our new proprietary model, called the SpotGamma Implied Volatility (SIV) Index, is based on our analytics around S&P 500 Gamma activity and related-movements in the […]
Market Analysis
🖐💎🤚 The DIAMOND HANDS Movie Premiere 🖐💎🤚
This Sunday at 10PM ET on MSNBC “Diamond Hands – The Legend of WallStreetBets” premieres. SpotGamma is extremely excited that our Founder, Brent Kochuba, was part of this production. If you miss the MSNBC premiere you will still be able to catch the documentary streaming on Peacock. It was in May of ’20 that NBC […]
SpotGamma on TastyTrade LIVE
Brent from SpotGamma joined Victor Jones and Chris Vecchio to talk about the big selloff in markets on Thursday.
Elon Musk’s Margin Call? The TWTR Loan.
TSLA Shares were down 12% yesterday – one of its largest 1 days selloffs ever. While the overall market was down too, the pressure on TSLA was exceptional. Why? In an SEC filing loan terms were announced for Elon’s TWTR takeover bid. It seems Elon is borrowing up to $12.5 billion, and using TSLA stock […]
Trading Stock Using Equity Hub and HIRO
The following is a guest post from Doug Pless. When I plan to trade stocks for the day, I begin my morning preparation by opening my watchlist in Equity Hub. I look at the Key Gamma Strike, Hedge Wall, and other metrics and compare the values with the previous values for the last five days. […]
The Fed Meeting May Spark The Next Stock Market Rally
The following is a guest post courtesy of Michael Kramer of Mott Capital Management. Buy the Fed meeting. Sell the Fed minutes. It may be the name of the game for the stock market. At least since the start of 2022, the minutes have been a cause of concern for markets, while the FOMC meetings […]
SpotGamma on “The Yield” by YieldStreet
Brent Kochuba, Founder of SpotGamma, was on “The Yield” covering a wide range of options topics. Check it out to find out why SpotGamma believes options impact the market, and what to watch out for as an options trader.
April 2022 Expiration Update
Yesterday we spoke with options expert Imran Lakha about the hedging flows tied to April OPEX. Currently, SpotGamma sees roughly 40% of total SPX/SPY/QQQ Gamma expiring by Thursday’s close. We also see roughly 50% of single stocks having their largest gamma position expiring on Thursday, too. For a list of S&P500 constituents most effected by […]
Credit Market Volatility vs. Equity Volatility
The following is an automated transcript of the video above, for your convenience. Please pardon any typos. Volatility Divergence Between Bonds and Equities Today we wanted to talk about volatility, and specifically the volatility divergence between bonds and equities. So on your screen we have the MOVE index, which is considered to be the bond […]
Elon Buys 9% of TWTR & Calls Buyers Rush In
Elon Musk bought 9% of TWTR shares which spiked the stock over 20%. We ran our HIRO (hedging impact of real time options) indicator live as the market open (here), and explained how TWTR “out kicked its gamma coverage”. Below is our end of day recap, showing how call trading may have driven TWTR prices.