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earnings

Jul 22 2020

TSLA Options Pre Earnings

Line chart of TSLA call and put gamma versus strike with hedging bands at 100 and 2000.

TSLA reports earnings tonight, and there is a ton of options gamma to generate a large move tomorrow. We define key levels for the stock as follows: Lots of Gamma at 1500 – thats the “pivot” area where stock remains a bull above, bear below. There are a ton of in the money calls at […]

Written by SpotGamma · Categorized: Market Analysis, Stock · Tagged: earnings, expiration, gamma, TSLA

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