Brent Kochuba, Founder of SpotGamma, joins Imran Lakha of Options-Insights to talk about the current volatility readings in the SPX and VIX. This covers both realized and implied volatility which are shifting ahead of a large options expiration.
Gamma appears to give traders an edge in predicting market volatility. Here we show the last few months of historical volatility as a quick method to back up this point. Volatility does not imply a direction in the market, just expanded movement. Often this is correlated with market drops, but also rapid rises as seen […]