In a recent Member Q&A session SpotGamma discussed how traders can analyze implied volatility and potential stock movements by comparing the relative moves and reaction of stocks in similar sectors. Here we look at the volatility & setup into SMCI’s earnings report, and its subsequent reaction, to guide us on what may happen for AMD […]
### You must be logged in to access this content. Don’t have an account with SpotGamma? Start a 7-day free trial today to view all key daily levels, Founder’s Notes, commentary, tools, and market insights. If you’re already a SpotGamma subscriber, you can log in using the form: Username or E-mail Password Remember Me […]
In this video SpotGamma breaks down how to measure vanna impact, and why changes in options implied volatility can be a major driver of stock prices. We cover core concepts like, volatility premium, skew, and gamma.
From ZH And since nothing else has changed and we already showed what is going on from a delta- and gamma-hedging perspective… … we will give the last word to the Bear-Traps report which describes the “Insanity” in Apple Options: The convexity skew picture on big-name equities like Apple $AAPL has gone parabolically stupid. Let’s keep this […]
As per Bloomberg, Skew (which measures the price of calls vs puts) can often spike when investors are concerned about market risk. Puts will be in higher demand than calls and this moves the skew measurement higher. Currently skew is very high due to a slew of events in the next week: FOMC, BREXIT vote, […]