Brent, Founder of SpotGamma, was featured in a video presentation with the Wall Street Journal discussing the rise of 0DTE options trading. Watch here.
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Nomuras View of Feb 2020 Crash
My view of the past week has been this: The markets slipped into negative gamma on Monday 2/24 under the narrative of Coronavirus fears. As large concentrations of puts went in the money their hedging requirements increased, meaning gamma got more negative as the market moved lower. Once in negative gamma territory options dealers change […]