Spotgamma.

Weighted Vega Exposure. Similar to how beta-weighting is often applied to deltas as a way to standardize measures of directional exposure despite different average percentage ranges, vega-weighting can factor in how securities with different IV% (implied volatility) should be expected to have wider or narrower ranges. As a refresher, implied ...Watch for downside pressure following large call options. Lowest Put/Call Ratio - Low put/call ratios can drive stocks higher. Watch for upside pressure following large put options expiration. Gamma Squeeze - SpotGamma curates this list of stocks which may squeeze higher. Bullish Dark Pool Readings - Statistics show that a DPI reading over 60 ...Gamma Flip. A gamma flip is a term used to mark the stock price at which dealers are estimated to switch from a net positive gamma position to a net negative gamma position, or vice versa. Gamma represents the acceleration of directional exposure. If the price falls below the gamma inflection point, then are modeled to have negative gamma, and ...The SpotGamma HIRO Indicator is an options based indicator based on a proprietary SpotGamma algorithm that captures the “impact” of all options trades in real-time. HIRO stands for "Hedging Impact Real-Time Options". One of the strongest forces in futures markets is that of options hedging. Large options transactions can often require large ...

SpotGamma™ currently offers 3 (three) subscription level with various offerings: SpotGamma™ Standard SpotGamma™ Pro SpotGamma™ Alpha SpotGamma™ Standard includes: Twice-Daily Founder's Note ...

For SpotGamma members, cloud notes are available to have SpotGamma integrated right into the charting on the following platforms listed below. This saves you the time of drawing levels on a chart, and you also catch the levels in real time as they update. Keep in mind when looking at combos that combo 1s are the strongest, and they show the ...

Jun 1, 2023 · Founder’s Note: S&P futures are fractionally higher to 4,200, with NQ flat at 14311. Key notable changes in last nights levels were the SPY and QQQ. Call Walls, which contracted to 422 & 350, respectively. This creates overhead resistance for the S&P at 4,230 (SPY 422), then 4,250. Also, we are NOT using the term “SpotGamma”, their proprietary indicator, but rather the widely known (among the trading community) mathematical gamma exposure, based on both gamma and the ...17 Nov 2023 ... Let's play a game. Kasey Luck New 180 views · 13:21 · Go to channel · Monday Morning Meeting: Brent & Imran. SpotGamma New 790 views · 8 videos ...Aug 14, 2023 · NOPE! | SpotGamma™. Aug 14 2023. Did Michael Burry Spend $1.6 Billion on Puts? NOPE! The media is excited about the recent 13F filing from Michael Burry, which suggests that he owns a large put position in the SPY & QQQ ETFs. However, the actually position is not that big. This is due to the strange way that the regulators value options. The video below will walk you through how to use SpotGamma's Equity Hub™. The video below will share some of our Pro Tips for using SpotGamma's Equity Hub™. SpotGamma Pro and SpotGamma Alpha subscribers can access Equity Hub™ here. The video below will walk you through how to use SpotGamma's Equity Hub™.

What is the SpotGamma Gamma Model? The Gamma Model reflects the rate of change for Gamma per each of the six indices and ETFs. The x-axis reflects the underlying asset price and the y-axis reflects the notional value of Gamma for the selected Index or ETF. You can also click on the last two days to see how the Gamma is changing by clicking the ...

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The Absolute Gamma Chart shows which strikes have the largest outstanding gamma. On the x-axis we have strike price and on the y-axis we have gamma notional values. Within the bars, the orange color represents call gamma while the blue color represents put gamma. The larger the bars, the larger their impact for support or resistance. Gamma Flip. A gamma flip is a term used to mark the stock price at which dealers are estimated to switch from a net positive gamma position to a net negative gamma position, or vice versa. Gamma represents the acceleration of directional exposure. If the price falls below the gamma inflection point, then are modeled to have negative gamma, and ...©2023 TenTen Capital LLC DBA SpotGamma All TenTen Capital LLC DBA SpotGamma materials, information, and presentations are for educational purposes only and should not be considered specific investment advice nor recommendations. Futures, foreign currency and options trading contains substantial risk and is not for every investor.Sep 29, 2021 · UPDATE: today (9/30/2021) JPM rolled their collar trade (sell a call to fund a put spread hedge) to: • Sell 45,000 contracts of the Dec 31st 4505 calls at a delta of 34. • Buy 45,000 of the Dec 31st 4135 puts at a delta of 30. • Sell 45,000 of the Dec 31st 3480 puts at a delta of 7. The net of this trade is a negative delta of ~57 (34+30-7). Knowing the implied movement can inform decisions about buying or selling stocks or options before an earnings announcement. This knowledge can guide traders to set appropriate stop-loss orders, decide on entry and exit points, and plan their overall risk management strategies. In essence, understanding the implied movement can act as a ... Matthew Fox is a serial entrepreneur, having founded and led multiple companies across several verticals. Prior to SpotGamma, Matthew was in the healthcare field where he led Q-State Biosciences as CEO, launched a genetic research company, Pairnomix, LLC, and oversaw corporate strategy on the executive team at the pharmaceutical company Upsher-Smith.What Is Options Vanna. Vanna is typically defined as the change in option delta for a change in implied volatility. Usually it assumes a normalized form so as to show the change in delta for a 1% move in implied volatility. Call options have positive vanna, and puts have negative vanna. VolCube. Our S&P500 models assume dealers are long calls ...

Founder. Brent Kochuba is the Founder of SpotGamma, a financial insights company, which applies its proprietary methodology toward modeling index and equity options and then provides unique content to its subscribers. SpotGamma has thousands of members and has been featured in publications such as The Wall Street Journal and Bloomberg Markets.SpotGamma Earnings Move Estimates Stocks can have significant price moves following their quarterly earnings release announcement. Heading into each event, traders try to estimate if the move will be large or small based on many factors including previous price action, analyst estimates, and anticipated company performance.2 May 2022 ... ... SpotGamma. SpotGamma•7.8K views · 15:45 · Go to channel · Small Account Trading LIVE: Day #1 ($SPY Day Trade Recap + Live Recording).23 Nov 2022 ... "Gamma Secretase Inhibitors - A new paradigm in Desmoid Tumors?" ... See the recording here.Listed here are some helpful statistics around two of SpotGamma’s key proprietary support and resistance levels: The SPX Call Wall & Put Wall. These levels are derived purely from options positioning. This data is based off of 1265 trading days, ending 1/20/2023. SPX Call Wall. How many times did the market open within 1 % of the Call Wall: 36%.

Aug 28, 2023 · JEPI Portfolio Manager Hamilton Reiner appeared on Animal Spirits and gave several critical insights into how the strategy works. JEPI is one of the largest ETF’s in the world, with $28bn in AUM. The growth of this ETF has been tremendous, as shown in the top chart, below. Hamilton may be best known in the options space as the manager of ...

Gamma is the rate of change of delta for a 1% move in the underlying stock. As a stock price changes significantly, the delta of an option changes. Gamma measures the amount at which delta changes for a given stock move. If you own an option you are “long gamma” or have a “positive gamma” position. If you are short an option you are ...23 Aug 2023 ... The Index Realized Volatility, reflects the historical volatility across multiple timeframes which laid out on one chart.The Dark Pool Indicator (DPI) tracks transactions which take place off exchange. Institutions which engage in these trades are required to report them and through analyzing their activity one can make important interpretations. “Dark Pools” are off exchange trading venues wherein large institutions typically trade. The transactions in these ...The SpotGamma HIRO Indicator is an options based indicator based on a proprietary SpotGamma algorithm that captures the “impact” of all options trades in real-time. HIRO stands for "Hedging Impact Real-Time Options". One of the strongest forces in futures markets is that of options hedging. Large options transactions can often require large ...Innovation From SpotGamma: SpotGamma has two game-changing offerings. The first is EquityHub, which allows users to scan and model options positioning for over 3,500 exchange-listed products.Europe Finally Realizes Mass Immigration Is Destroying Them. by Tyler Durden. Friday, Sep 29, 2023 - 02:45 AM. In 2014 Europe was under siege, with millions of African and Arab migrants marching into the EU and using asylum claims to quickly enter the region without vetting. With the union facing an unprecedented surge of foreigners …

Combos. SpotGamma uses combos ranked from 1 (strongest) to 5 (weakest) with respect to which is expected to be the most powerful as support and resistance. The stronger combos have more gamma. What these combos do is identify combined areas of high gamma between SPY and SPX; likewise with QQQ/NDX, IWM/RUT, and DIA/DJX.

Please Login or Subscribe to access the full report and utilize the filters. Note: Implied Moves and Historical Absolute Moves represent the magnitude of the stock change in either direction . A move of -7% and a move of +7% both have the same magnitude of 7%. Analysis of upcoming earnings for the next two weeks, comparing their market implied ...

Very high relative percentages (≥45% [DIX]) of dollar-weighted short volume are associated with mean 60-market-day returns of 5.3%, as compared to a mean of 2.8% across the whole dataset.Try SpotGamma for free. For more efficient market forecasts, improved volatility estimates, and highly-actionable trading intelligence, subscribe now. Free for everyone: A simple Gamma chart, provided by SpotGamma, plotting SPX Gamma Exposure every single trading day.Gamma is the rate of change of delta for a 1% move in the underlying stock. As a stock price changes significantly, the delta of an option changes. Gamma measures the amount at which delta changes for a given stock move. If you own an option you are “long gamma” or have a “positive gamma” position. If you are short an option you are ... Access today's Founder's Note for FREE! Expert commentary packed with proprietary key levels, major support and resistance targets, and market analysis. Free trading and investing tools from SpotGamma. Gamma exposure curves and daily snapshots of real-time options trading charts and more. 6 Nov 2023 ... Vanna and put crushing fueled a huge stock rally, things may now settle down. Download SpotGamma's IV Rank Spreadsheet: ...The HIRO Indicator is based on a proprietary SpotGamma algorithm and captures the “impact” of all options trades in real-time. At the core of the signal, HIRO estimates the associated hedging impact for options dealers & market makers. 2. We would like to show you a description here but the site won’t allow us. Price: 46 USD/month. The Integrated Sierra Chart with Advanced Features Service Package includes external connectivity along with the same features as the Integrated Standard Sierra Chart Service Package (Package 10) with the following Advanced features: TPO Chart Study. Numbers Bars. Numbers Bars Calculated Values.Apr 13, 2023 · Don’t have an account with SpotGamma? Start a 7-day free trial today. Macro Theme: Key Levels: Macro Note TBA Reference Price: 4091 SG Implied 1-Day Move: 0.98% SG Implied 5-Day Move: 2.69% Volatility Trigger: 4095 Absolute Gamma Strike: 4000 Call Wall: 4200 Put Wall: 3900 Daily Note: NOTE TO FOLLOW PREOPEN SpotGamma Proprietary SPX Levels ... We would like to show you a description here but the site won’t allow us.... SpotGamma. In this video we look at the trades taken on 5/22/20 and review the ... https://www.zonetraderpro.com/ https://spotgamma.com/. Using Spot Gamma with ...Subscribe Now! SpotGamma Alpha provides subscribers with exclusive access to the all new HIRO Indicator interface, with m onthly and annual subscriptions are available. PLUS! You'll receive our AM and PM Founder’s Notes and get access to Equity Hub analysis across 3,500+ stocks and indices.

23 Dec 2022 ... ... SpotGamma. “It's been a year of extreme sector rotations, and the Dow versus the QQQ bet has been a successful trade.” Traders at the New ...SpotGamma provides actionable daily options flow data to traders and investors to forecast the stock market. spotgamma.com icon Spotgamma alternatives.Brent Kochuba is the Founder of SpotGamma, a financial insights company, which applies its proprietary methodology toward modeling index and equity options in order to demystify the options market and empower investors at all levels. SpotGamma has been featured in publications such as The Wall Street Journal and Bloomberg Markets.Bookmap is a unique charting platform based on visualizing historical depth of market (limit orders as horizontal lines) and historical time and sales (volume bubbles). It uses a heatmap of horizontal lines to show everyone else’s limit orders in the market. Bookmap is also able to display SpotGamma cloud notes.Instagram:https://instagram. five year us treasury ratebest investment coursesapex evaluation tradingflexible spending account vendors The Gamma and Delta Tilt Chart projects the ratio of calls divided by puts, overlayed against the price of the ETF or Index. The left y-axis reflects the price of the index, the right y-axis reflects the tilt ratio, and the x-axis reflects the trade date. Gamma is highest for options which are At The Money. The higher the Gamma number and peak ...SpotGamma AcademySpeaker Series. A free, ongoing series of long form conversations hosted by SpotGamma Founder, Brent Kochuba. Providing insightful conversations with world-class pros, it's our intention to empower traders navigate the markets. vision insurance kansaschina stocks today 17 Nov 2023 ... Sorry, according to the request of the copyright owner, this film is not available in your area. View more in App. [15$] SpotGamma Academy.27 Sept 2022 ... Brent Kochuba, founder of SpotGamma, outlined his market analysis framework based on characterizing the overall market (or individual ... half dollar 1964 value We would like to show you a description here but the site won’t allow us.The total includes $3tln of put options and $2tln of call options. SPX+SPY+ES=$7tln. Options on the SPY ETF and on E-mini SPX futures (“ES”) add an additional $1.6tln of open interest, for total of nearly $7tln SPX-linked open interest, or 25% of the SPX’s market cap. $80bln gross gamma.