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right tail skew

Jul 28 2020

Record Call Options at Record Prices

Line chart showing option volume as percent of shares volume from 2006 to 2020, spiking over 110 percent recently.

The following charts represent the most important dynamic in equity markets. It can be summarized by this: Massive call demand has pushed call prices way up, driving huge amounts of stock volume. Record levels of single stock call options were purchased into June expiration, reloaded back to record levels in July, and are now rebuilding […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: artemis, goldman, options stock volume, record call options, right tail skew

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