VX Volatility Spread...Interesting!
Front End vs Back End Spread...wait for the flip??? HEAD SHOTs ONLY
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Gamma Flip @ 3210...NEG G starts @ 3235 (SPX)
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AndreasStenoLarsen
@AndreasSteno
Mnuchin may have another liquidity trick up his sleeve.
Should the Treasury decide to increase the "crisis account", then the Fed will have to continue with the 60B's for another while.
Maybe just what Trump needs ahead of the election?
@AndreasSteno
Mnuchin may have another liquidity trick up his sleeve.
Should the Treasury decide to increase the "crisis account", then the Fed will have to continue with the 60B's for another while.
Maybe just what Trump needs ahead of the election?
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So far by looking at am futures...we def may see Gamma Flip today...Do Not be Fooled by the FookinDIPFukstiks...let it settle!
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spotgamma.com/options-gamma-trap/What is an Options Gamma Trap?
An options gamma trap is when options dealers are positioned “short gamma” and cause large swings in the stock market. To hedge a short gamma position you sell stock when the market is dropping and buy stock when the market is going up. Therefore any move in the market could be compounded because dealers must hedge in the same direction as the market.
It becomes a trap when the selling leads to more put buying – which puts dealers short more puts and hence having to sell more futures. Typically these scenarios also lead to higher implied volatility levels (eg VIX) which increases put values, leading to more dealer selling.
An options gamma trap is when options dealers are positioned “short gamma” and cause large swings in the stock market. To hedge a short gamma position you sell stock when the market is dropping and buy stock when the market is going up. Therefore any move in the market could be compounded because dealers must hedge in the same direction as the market.
It becomes a trap when the selling leads to more put buying – which puts dealers short more puts and hence having to sell more futures. Typically these scenarios also lead to higher implied volatility levels (eg VIX) which increases put values, leading to more dealer selling.
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It Flipped today...Gamma is a Zero,,,it will not take much for it to go either way...the market may let if organically go either...but thats not nature's way now is it...manipulation will come from some where....Heads on a Swivel...BS Meter is Pegged!
It Flipped today...Gamma is a Zero,,,it will not take much for it to go either way...the market may let if organically go either...but thats not nature's way now is it...manipulation will come from some where....Heads on a Swivel...BS Meter is Pegged!