SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

Market Analysis

From Melt-Up To Melt-Down, Why The Stock Market May Be Due For A Year-End Correction

The following is a guest post courtesy of Michael Kramer of Mott Capital Management.  Investors have watched the S&P 500 rise by as much as 10% since the October 4 lows, while the NASDAQ 100 has increased by 14.5%. It has left many investors dreaming about an end-of-year melt-up for equities due to seasonal factors and the fear […]

Elon Sells. Tesla Rallies. What’s Up With That?

The News:  After registering to sell shares, over the weekend, Tesla (TSLA) Inc CEO Elon Musk polled Twitter on whether to follow through. His followers voted “Yes” to him selling 10% of its stake. The Sale Process:  While we are not provided the timestamps linked to the execution, you can extrapolate the timing by reviewing […]

SpotGamma TDAmeritrade Appearance

Tesla (TSLA) Stock Hit All-Time Highs, Options Volume & Open Interest What can the Tesla (TSLA) options volume and open interest tell investors about its stock price moving forward? Brent Kochuba says that TSLA is the reverse of PTON as the stock keeps moving higher. Some of the recent trading trends include more options activity […]

To Infinity And Beyond: Shares Of Social Media Favorite Tesla Fly On Robust Options Activity

by Renato Leonard Capelj “I’ve actually never seen a stock go up endlessly on nothing.” That’s according to CNBC’s Jim Cramer who commented Monday on Tesla Inc’s (TSLA) near-vertical price rise on the heels of record quarterly revenue and profit, as well as news that Hertz Global Holdings Inc (HTZZ), a rental car company that […]

SpotGamma Report for: 10/28/2021 PM

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How a 2,360% Jump in Call Options Fired Up Tesla’s Share Surge

From Bloomberg: The interplay between the equity and options markets can be complex. To illustrate the dynamics, Brent Kochuba, founder of analytic service SpotGamma, plotted Tesla’s stock against delta, or the theoretical value of stock required for market makers to hedge the directional exposure resulting from all options activity. In the simplest form, when someone […]

SpotGamma Report for: 10/26/2021 AM

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Trade Analysis: ES Futures (22 October 2021)

The following is a guest post from Doug Pless. As I have discussed in previous articles, I begin my morning preparation by reading the SpotGamma AM Founder’s Note when I plan to trade futures. For ES futures, I note gamma levels, the SpotGamma Imp. 1 Day Move, the SpotGamma Gamma Index, and Gamma Notional for […]