SpotGamma
@spotgamma
We analyze the options market. Try us out: https://t.co/XTAUMULhdg YouTube: https://t.co/s0HBvNLQf4β¦ Disclaimer: https://t.co/3dBKPLk385β¦
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1 Month Realized Volatility (RV, blue line) is at 1 year lows, & thats dragging Implied Vol (IV) lower We use VIX (orange) as an IV proxy The spread between IV & RV, in the short...
The "Rule of 16" options cheat code & how it works: Rule: Divide an options implied volatility(IV) by 16 & you get an estimate for a 1 day stock move based on options prices ex...
The "Gamma Trap" Dec SPX has 3.3mm puts which is the largest of any expiration. The chunkiest of these puts are likely held by funds which will hold to 12/17 expiration. The 4000...