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option gamma

Jul 02 2020

Equity Options Gamma Shows Stretch

Three bar charts of total gamma, open interest and total delta for equity options in June-July 2020.

Our equity options gamma indicators are showing that negative gamma rates in single stocks are growing back to where record levels were a few weeks ago. Back then there was news of “record small trader” positions in call options. You can see there is a similar position below. In the charts below for TSLA, AMZN, […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: AMZN, call positions, option gamma, TSLA

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