Below are a few charts that we’ve been watching as we’re in the midst of the Crash of Feb 2020. Several indicators are showing extreme readings and we wanted to chronicle those. If you have one you think we should add email us: sg@spotgamma.com. One of the things we look at “Gamma Tilt” which is […]
gamma tilt
Gamma Tilt & Market Bottoms
One of the indicators we watch for a potential bottom is Gamma Tilt – or the ratio of call gamma to put gamma. When this level hits lows it may be an indication that the market is oversold. Currently the S&P500 Index is about 8% in ~5 trading days. Here is the current indicator for […]
Recent JPM Gamma Analysis
JPM recently put out the following charts on S&P500 Gamma including a ratio of call gamma to put gamma which is quite interesting. It shows the amount of call gamma minus put gamma which could be interpreted in a few different ways. One way would be to look at it as how the market is […]