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Dealer Vanna And Gamma Exposure In Options Expiration Week: Greeks For The Week, September 11-15
Monday, September 11, 2023 - 11:22am | 60367Read More...Welcome to September options expiration week! Using the individually categorized methods available in the Volland dashboard, let’s review option dealer positioning to analyze dealers’ hedging behavior on the S&P 500 Index. What Is Vanna? The option greek vanna is the sensitivity of...
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What Options May Have To Do With The S&P 500's Weakness — And Why The Sell-Off Is Orderly
Friday, May 20, 2022 - 4:41pm | 1447Read More...Friday marked the roll off of $460 billion in derivatives across single stocks and $855 billion of S&P 500-linked contracts, according to a Bloomberg report. What It Means: Heading into this event, market participants sought protection and were well-hedged. During this latest episode of...
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'Litmus Test': Stock Market Update For The Week Ahead
Sunday, November 22, 2020 - 8:16pm | 1303Read More...The Past Week, In A Nutshell What Happened: After the abrupt rotation into value and small-cap stocks on the procurement COVID-19 coronavirus vaccines and news of further lockdowns, broad-market indices ended flat-to-down. Remember This: “Historically the overall retail investor sentiment or...
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Fintech Focus For September 8, 2020
Monday, September 7, 2020 - 9:28pm | 1856Read More...Quote Of The Day: People love watching fire burn. - Disclosure Fintech Movers: While challengers might not be making a similar profit in comparison to big banks, it must be noted that large institutions are reportedly seeing their revenues slashed as a result of the emergence of neobanks. -...
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The Gamma Trade in Options
Friday, June 22, 2012 - 1:40pm | 547Read More...Gamma confuses some options traders because it's a “secondary” indicator. It measures the speed of change in another indicator: delta. Delta measures the rate of premium change in the options related to changes in the underlying (and of course is affected by time and proximity). Gamma measures how...
