From ZH Update (1000ET): It appears the unclenching has begun! * * * While the S&P has been weaker since […]
nomura
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 […]
“Hard Purge” – Nomura Warns The Vol Market Signals Risk Of “Outright Crash Down”
From ZH As we detailed earlier, futures were down quite sharply to start the overnight session only to stage a […]
1/20/20 Nomura Update
From ZH: Earlier today we discussed last week’s “very large” options expiration, which as SpotGamma calculated sparked a ~50% reduction […]
“Full-Tilt Insanity Mode” – Nomura Warns This Week’s OpEx Is “Absolutely Going To Matter” For ‘Weaponized Gamma’ Crowd
Via ZeroHedge The world appears to be stock in what Nomura’s Charlie McElligott calls “Robinhood / YOLO / ‘weaponized gamma’” nonsense as […]
Nomura + SpotGamma – 2.5 Trillion Reasons To Care About This Week’s ‘Quad Witch’ Options Expiration
2.5 Trillion Reasons To Care About This Week’s ‘Quad Witch’ Options Expiration From ZeroHedge:Tue, 12/15/2020 – 11:55 Like all December […]
Nomura Uses Our “Weaponized Gamma” Phrase
It was SpotGamma that coined the phrase “weaponized gamma” which Nomura uses to describe the current call mania. Read more […]
Nomura 10/15 Gamma Update
From ZeroHedge A double-whammy of ‘soft’ Mnuchin confirmation that a fiscal “deal” pre-election is unlikely and the reacceleration of COVID-19 restrictions and closures across […]
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 […]
Nomura Gamma 9/29/30
From ZeroHedge While JPMorgan could not agree last week if the month-end pension and fund flows (which according to one JPM quant […]
