How VIX expiration dealer positioning likely capped the VIX near 20, and what three-month SPX put skew suggests about hedging demand into earnings.
Market Analysis
Tesla & SpaceX Earnings Preview: Two Reports, One Merger Question — What Are Options Pricing?
Elon Musk’s Tesla (TSLA) and SpaceX (SPCX) report earnings on consecutive evenings this week, but growing merger speculation introduces an unusual wildcard for options traders.
Tech Dip, Not Broad Equity Selling: Brent Kochuba On tastylive
Why the tech selloff rotation left equal-weight indices steady, what VIX term structure and correlation show, and how short-dated call flies play a bounce.
GameStop (GME): Nearly $100M in Insider Buying Meets Elevated Options Volatility
GameStop (GME) is attracting renewed attention following an aggressive wave of insider buying led by CEO Ryan Cohen.
OPEX Week Shatters Market Calm
Vol Sellers Forced to Cover as VIX Breaks 20 On Friday, the market’s calm broke heading into the October monthly options expiration. The S&P 500 dropped over 1% on the day while the VIX jumped to close at 20 — the highest level in nearly three months. Options traders spent Friday scrambling for protection, marking […]
Right-Tail Risk On CNBC: The Larger Moves Have Come To The Upside
Upside volatility risk may matter more than the sell-off: why recent up days have outrun down days, and where semiconductors keep finding support.
CYTK: A $390K Options Bet Targets November FDA Catalyst
Cytokinetics (CYTK) is setting up as an interesting event-driven biotech trade into November, with the options market beginning to position around a major FDA decision while the stock sits near the lower end of its recent range.
Why Option Premiums Look Too Thin To Sell
Why selling options premium offers thin compensation with short-dated implied volatility near its lows, and the SPX gamma levels that would change that.
CPI Meets Positive Gamma: The SPX Levels That Could Determine the Next Move
Wednesday’s inflation report could determine whether stocks extend their rally or face renewed selling pressure as rising Treasury yields threaten to disrupt a relatively calm options market.
The OPEX Effect: Put Selling Is Still Doing The Work
Single stock put selling has left dealers long gamma while realized vol sits near lows. See the positioning levels that would change the read.