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CRM earnings

Aug 30 2026

Software Earnings Reignite Risk Appetite

Market sentiment was mixed last week following NVDA earnings and Jackson Hole. While NVDA’s solid outlook pushed the market to within inches of all-time highs, Warsh’s hawkish tone seemed to increase the probability of a September rate hike. Throughout August, the S&P 500 has closed in a narrow 2.6% band (SPX 7,600 – 7,800). The […]

Written by Sherry An · Categorized: Market Analysis, SpotGamma Weekly · Tagged: contango, CRM earnings, dealer gamma, forward implied volatility, Gamma Exposure, implied volatility, options positioning, options skew, ORCL options, semiconductor rotation, spotgamma weekly, SPX term structure, synthetic gamma

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  • Software Earnings Reignite Risk Appetite
  • Jackson Hole 2026: What the Options Market Expects
  • One Stock, 803 ETFs: Why Nvidia Earnings Impacts the Entire S&P 500
  • NVDA Earnings: The Options Market May Be Underpricing This Move
  • Volatility Has Compressed. What Happens Next?
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