spotgamma

@spotgamma

Equity Index Options Gamma Modeling.

Vrijeme pridruživanja: srpanj 2019.

Medijski sadržaj

  1. 4. velj

    3300 is our high gamma strike, which may function as a "magnet". If that gets rolled higher we think that gives market room to run.

  2. 3. velj

    going to need to name this TSLA chart.

  3. 31. sij

    the batsignal is gone, but this may be why is holding tough right now.

  4. 31. sij

    Jan '18 analogy still in play, right?

  5. 30. sij

    SocGen gamma on the edge too. Guess we can all thank for saving us.

  6. 28. sij

    haha forgot about this one.

  7. 28. sij

    Here is our basic view of last several days in gamma is low and we're primed for a move with & FOMC ahead.

    Prikaži ovu nit
  8. 27. sij

    This is tricky here, because flipped at ~329 and is on the fence. Nomuras combined shows a flip. I'd wager all that "long call" frenzy manifested in SPY more than SPX so the profiles are different.

  9. 24. sij

    holds ~1.5bn long gamma. 3300 seems key

  10. 23. sij
  11. 22. sij

    i pointed the gamma calculator at and this came out. It also showed a Call:Put gamma ratio of 6 ($SPX is a bit over 2)

  12. 22. sij

    3325 highest volume - may be holding things in here.

  13. 22. sij

    The ranges keep rolling higher.

  14. 17. sij
  15. 17. sij

    Seems like options traders are skipping the month of Feb. Red is feb, green is march.

  16. 16. sij

    They're threatening to breach my call wall. its happened 14x over last 2 years.

  17. 15. sij

    just for future reference.

  18. 15. sij

    i spoke too soon. chunk done at 3315

  19. 15. sij

    someone wake up call volumes...

  20. 15. sij

    gamma still near highs.

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