No, I’m sure they arent. But there are a lot of overlap. From our recent subscriber notes: 2950 should now […]
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Pre Fed Dealer Gamma Charts
We note to subscribers today that the market is at a key “gamma crossroads” around 2900 where we see sustained […]
Nomura’s Gamma Estimate April 2020
Zerohedge gives us Nomuras gamma estimate for 4/24/20 with an estimate gamma flip point of around 2800 in the SPX. […]
Nomuras Pre-OPEX Market View
We wrote a few days ago about the importance of tomorrows 3/20 options expiration because of 1) its sheer size […]
When Might this Volatility End?
We have been targeting next weeks OPEX 3/20 as a key time in this “volatility cycle” as there is very […]
March ’20 Nomura Gamma
Great post from Heisenberg about Nomura and SocGen Gamma reports below. This chart went up on Thursday 3/5 – here […]
Nomuras View of Feb 2020 Crash
My view of the past week has been this: The markets slipped into negative gamma on Monday 2/24 under the […]
Yes, Gamma Works Both Ways
There has been quite a rally of of recent lows as the market has been digesting Coronavirus headlines. A bit […]
Somethings Gotta Give – The SPX Box
A quick note, particularly for documentation. Currently (1/31/20) the market awaits a slew of catalysts including: coronavirus updates, Iowa caucuses […]
Nomura Gamma Update 1/22/20
Heisenberg posted an updated gamma note from Nomura, and we like to note them here versus SpotGamma data. Nomura posts […]
