TSLA is down 10% after earnings, and our data is suggesting that if anything, TSLA options are now cheap! One would think that may lead to an increase in options implied volatility, as the implied move was just 6%. You can see this in the legend in our earnings dashboard, below. This shows us the […]
fixed strike volatility
LLY Using Implied Volatility: a SpotGamma Options Case Study
Shares of LLY were +3.5% near $612 today, Wed Jan 3rd, despite broader market weakness (SPY, -0.55% orange). There was no concrete news around the increase in LLY shares, which led us to dive into options flow as a potential driver. We start with our HIRO indicator, which measures market maker hedging pressure based on […]
Subscriber Webinar: Implied Volatility & The Release of The IV Dashboard
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Are You Trading In a Fixed Strike Volatility World?
Are You Trading In a Fixed Strike Volatility World? Monday January 01 1999 Try SpotGamma HIRO Indicator for Free Real-time options data See when options drive stocks 0DTE filter for short-term trades Get Started Free Subscribe to the industry’s #1 platform delivering daily expert analysis to unveil: Proprietary market levels Bullish or bearish stocks Hidden […]
