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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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Options Dealer Vanna Exposure And Event Impacts: Greeks For The Week, June 12-16, With CPI, FOMC, ECB, And BoJ
Monday, June 12, 2023 - 2:47pm | 21969Read More...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 (^SPX). What Is Vanna? The option greek vanna is the sensitivity of deltas (how much profit you can expect...
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Option Greeks For The Week: Analyze The Hedging Behavior Of Option Dealers For The Week Of June 5-9
Tuesday, June 6, 2023 - 12:20pm | 36490Read More...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 (SPX). What Is Vanna? The option greek vanna is the sensitivity of deltas (how much profit you can expect...
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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...
