SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

volatility

Nomura: Volatility Crush Market Options Gamma on CNBC

Nomura analyst on CNBC discussing how dealer gamma effects the equity market. He mentions the large open interest in the VIX (“50 Cent”) and how a volatility crush could spur an equity rally. This is because (as seen through the SpotGamma model) a drop in volatility forces dealers to rehedge through buying stocks. As the […]