Delta Air Lines (DAL) reports third-quarter earnings before the market opens Friday, October 9, with investors watching whether strong premium travel demand can continue to offset rising fuel costs.
negative gamma
Index Put Protection Is Cheap With 10-Year Treasury Bonds at 5.3%
SpotGamma founder Brent Kochuba joined tastylive to explain why index put protection stays cheap with the 10-year at 5.3% and bond volatility climbing.
Friday Jobs Report Preview: What the Market Wants to See
The stock market faces its biggest economic test of the week Friday morning when the September jobs report is released at 8:30 a.m. ET.
Micron Earnings Preview: Can the AI Memory Boom Keep Delivering?
Micron (MU) reports earnings Wednesday after the close, and this may be one of the most important semiconductor reports of the week.
Celsius Insiders Are Buying the Dip — And Options Are Cheap Into the Catalyst
Three CELH insiders bought roughly $1.8 million of stock on the open market within six days in mid-September, one of them paying above the close. A look at why they bought when they did, and why the options market has not repriced for any of it into the November 5 print.
Gamma Guy: S&P 500 Realized Volatility Is the Lowest Since 2020
Brent Kochuba, founder of SpotGamma, joined tastylive Tuesday to explain why S&P 500 realized volatility sits at 2020 lows ahead of FOMC and a huge OPEX.
UBER Insider Buying: A $10 Million Vote of Confidence
Uber’s CEO bought roughly $10 million of stock on the open market at just under $71, his first such purchase since 2022. A look at the fundamentals behind the buy, the flat options skew, and the gamma and technical levels that frame the setup.
September OPEX Options Positioning: Why 7,600 Is the Line | The OPEX Effect
Brent Kochuba of SpotGamma joined Excess Returns Thursday on September OPEX options positioning, the 7,600 gamma line, oil-rate risk and cheap tech vol.
S&P 500 Negative Gamma Below 7,600 — Brent Kochuba on tastylive
Brent Kochuba, founder of SpotGamma, joined tastylive Thursday to map S&P 500 negative gamma below 7,600, a lifting vol surface and Oracle’s call skew.
CPI Is the Catalyst. 7600 Is the Trade.
Markets are pricing a roughly 70% chance of a rate hike at the September 16 FOMC, and August CPI is the last inflation print the Fed sees before deciding. A look at what the option market is implying, the gamma setup into Friday’s expiration, and the three scenarios that matter.