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Jul 30 2020

AAPL, FB, AMZN Earnings Gamma Chart Pack

Below we show two styles of charts. The first (red, black, green lines) show how much gamma is tied to various expirations. The more gamma there is the more volatility these stocks may have. This is due to our assumption that stocks maintain a negative gamma stance as traders are primarily call buyers (and dealers are short).

AMZN options gamma into expiration
AMZN options gamma into expiration

The second type of chart highlights where hedging flows may kick in, and we look at where put gamma and call gamma levels diverge. For example around the 3200 level in AMZN.

AMZN options gamma into expiration
AMZN options gamma into expiration
FB options gamma into expiration
FB options gamma into expiration
FB options gamma into expiration
FB options gamma into expiration
AAPL options gamma expiration
AAPL options gamma expiration
AAPL options gamma expiration
AAPL options gamma expiration
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Written by Spot Gamma · Categorized: Market Analysis, Stock · Tagged: AAPL, AMZN, earnings, FB

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