OptionsMarket
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Options Market Unrest: Retail Traders Short Delta and Gamma
In options space, retail traders were aggressive sellers of delta and gamma exposures, mostly via 0DTE exposures, with JPM estimating the gamma imbalance to be the most extreme in the history of their data set. This gamma imbalance (against dealer longs) likely led to the steady grind up in stocks all week with the SPX rising 9 days out of 10.
#OptionsMarket #GammaImbalance #JPMHistoricalData #SteadyStockRise #SPXRisingTrend
In options space, retail traders were aggressive sellers of delta and gamma exposures, mostly via 0DTE exposures, with JPM estimating the gamma imbalance to be the most extreme in the history of their data set. This gamma imbalance (against dealer longs) likely led to the steady grind up in stocks all week with the SPX rising 9 days out of 10.
#OptionsMarket #GammaImbalance #JPMHistoricalData #SteadyStockRise #SPXRisingTrend
