Volatility & Gamma Report

By Jay Wolberg

Info on stocks, options, gamma, volatility, and dark pool data.

Info on stocks, options, gamma, volatility, and dark pool data.

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Volatility & Gamma Report - Issue #6

In May 2022, SPX Index options started trading with expirations for every day of the week. These new listings now provide traders and investors with new options to help manage risk.The securities also generate new gamma flows which can be identified on a dail…


Volatility & Gamma Report - Issue #5

During the May 4 Fed Day, the FOMC announced a 50bps increase to the reserve rate. A purely technical reaction drove stocks higher on Wednesday, as is common with nearly highly-anticipated market event, including FOMC days. Volatility is built up in advance o…


Volatility & Gamma Report - Issue #4

One of the easiest ways to use Gamma Exposure in trading is to look for Call Ladders that help set up a Gamma Squeeze to generate higher prices.


Trading Volatility's Gamma Report - Issue #3

We previously discussed what Gamma Exposure is, how it can impact the movement of stocks and the S&P 500 Index, and how it can be a general barometer for investor risk appetite.


Trading Volatility's Gamma Report - Issue #2

Gamma is a widely misunderstood force in equity markets, so today we're going to take some time to clear things up.What is Market Maker Gamma and how does it move stocks?Market Markets (MMs) are people who sell and buy calls and puts from investors. They are …


Weekly newsletter of Trading Volatility - Issue #1

Gamma Exposure Dashboard for Feb 19, 2021.Table below ranked by Skew-Adjusted GEX / Volume.---$SPX Naïve GEX: $8,308,370,095 (per 1% move in underlying)SPX GEX Flip Point: $3877.5