The following is a guest post courtesy of Michael Kramer of Mott Capital Management. Jay Powell will speak at next […]
open interest
Speculators, Gamblers, Unite!
A strange thing has been happening in the options market recently, and I believe that is driving a lot of […]
Attack of Risk Reversal
@SentimentTrader posted this chart showing record “small” positions in long calls and short puts. Sentiment says these are “10 contracts […]
SPX Options Levels & ES Futures Trading
We believe that strikes with high open interest in the SPX create support and resistance lines for ES Futures trading. […]
Is Nomura Reading SpotGamma Notes?
No, I’m sure they arent. But there are a lot of overlap. From our recent subscriber notes: 2950 should now […]
The Option Pin / Sticky Strike
Friday (4/3/20) was an interesting day in the S&P500 market due to its rotating action around the 2500 strike. We […]
Corona Market: Reviewing Right Tail Risk
This is being written just before the 3/26 unemployment data release which is forecasting as much as 2 million unemployment […]
Possible Gamma Flip Setup 1/7/2020
We’ve been tracking very high levels of call gamma the last several weeks that has recently stalled as we’ve hit […]
Options Model Shows Shift Starting
December is always a large options expiration as we have large open interest and a SPY dividend payment. Because of […]
Why Dec ’19’s Large Open Interest Could Cause Volatility
December OPEX has a many strikes that have large open interest (OI). For calls there are many in the money […]
