Single stock put selling has left dealers long gamma while realized vol sits near lows. See the positioning levels that would change the read.
skew
Last Call: Relatively Few Traders Are Hedging Equity Downside
Bond volatility has jumped while equity downside hedging stays light. See what call skew in TLT, HYG and XLU says about how traders are positioned.
DKS Insiders Are Buying the Earnings Dip — Including a $1M CFO Purchase
DICK’S Sporting Goods (DKS) has quietly developed an interesting insider-buying setup following its sharp post-earnings selloff.
Erasca’s November Catalyst: Promising Data, High Expectations and Strategic Optionality
The company’s lead drug, ERAS-0015, has shown encouraging early results. On November 20, Erasca will provide updated clinical data that could produce a large move in the stock.
Celsius Insiders Are Buying the Dip — And Options Are Cheap Into the Catalyst
Three CELH insiders bought roughly $1.8 million of stock on the open market within six days in mid-September, one of them paying above the close. A look at why they bought when they did, and why the options market has not repriced for any of it into the November 5 print.
GME Options Implode – The Tax of IV Decline
$GME vol has totally faded, just like the interest in @TheRoaringKitty twitter feed (sooo many video clips – that can’t be him posting). Anyway, here we see the peak in 1-month IV at +340% on Tuesday (yellow) when the stock hit >$60. Stock up, vol up. Now the IV’s (and GME’s stock price) have come […]
SpotGamma with Public: Semi Skews & the Stock Bubble
Brent Kochuba, Founder of SpotGamma, joined brokerage Public to discuss semi stock skews, and why he thinks stocks are in a bubble. However, that bubble may continue to expand – watch to find out why. Below is an automated transcript, please forgive any grammatical errors: Hey everyone welcome to Leading Indicator, a show bringing you […]
Comparing Earnings IV’s for Edge
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 […]
Subscriber Webinar: Implied Volatility & The Release of The IV Dashboard
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Measuring Options Vanna, and its Impact, using VIX & Skew
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.