SpotGamma was quoted in an Reuter’s article today concerning the 3/31 JPM Collar Strategy. The way the trade is structured […]
JPM
JP Morgan Collar Trade
Below we have posted some recent updates regarding the JPMorgan Hedged Equity Fund (JHEQX) roll. Scroll down further to read […]
JPMorgan: Clients Are “Increasingly Nervous”, Fear “A Market Pullback In May Or June”
BY TYLER DURDEN SUNDAY, APR 18, 2021 – 08:49 PM Much to the delight of bulls everywhere, the past month […]
JPM Options Update
From ZH Last August, just before we learned that SoftBank was forcing a marketwide gamma squeeze in tech names, a […]
Nasdaq Explodes Higher Amid Unprecedented Gamma/Futures Double-Squeeze
From ZeroHedge Heading into the weekend, we observed that despite the recent drift higher in the Nasdaq last week after […]
JPM Gamma Update
We present updated gamma figures from JPM this morning. It syncs with our AM note that 3300 is the key […]
The Case for Reduced Price Volatility
Our current view of markets is that we should see reduced price volatility following the large March expiration that took […]
The Large 3/20 Options Expiration
Options expiration for this Friday 3/20 is getting a lot of attention because it is so large. It may also […]
JPM Liquidity Rates & VIX Correlation
JPM says that liquidity disappears as VIX spikes. This seems to make intuitive sense. The fact that the VIX is […]
