Via ZH: Earlier this week we pointed out a bizarre divergence in the “greeks” – while the Nasdaq had slumped […]
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Nomura’s McElligott: ‘The VIX Is Broken — Again’
From Heisneberg: “From a Vol market perspective, the issue is that the VIX is broken — again,” Nomura’s Charlie McElligott […]
Nomuras November Gamma Report
From Heisneberg we get a glimpse into Nomuras gamma view, which seems to coincide with what we see. Namely gamma […]
SpotGamma Trading Levels Vs Nomura
Here is a report from Nomura compared to the same days market forecast from SpotGamma.com. Notice the “zero gamma” levels […]
