Much has been made recently of the ominous “options gamma trap” and its potential effects in stock markets. What is […]
open interest
Pre Open Gamma Snapshot 8/26/19
SpotGamma Model Outlook for today using a futures reference price of 2870. Dealers are short a healthy amount of gamma […]
FED, TRUMP, Gamma Trap: Crazy Trading Day 8/23/19
Fed gave a speech that was “volatility dampening” at 10AM. Trump didn’t like what the Fed had to say so […]
Nomuras Analyst Jumping the Gamma Gun
Nomura published an updated gamma chart showing that options dealers are now “Long Gamma…likely insulating price-action”. Nomuras options gamma estimate […]
Gamma Market From 8/16/19
Volatility will continue to reign until (if) the market recaptures 2920. There is a ton of fuel ready to burn […]
VFlip Strikes Again 8/13/19
Like Haden warned us, based on ASDFG levels, on 7/31 markets broke under the VFLIP Volatility Indicator, triggering a market […]
