Explore gamma hedging to manage risk, complement delta strategies, and stabilize your options portfolio against market ...

Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...

The CBOE Volatility Index has been steadily decreasing throughout the year, indicating lower market uncertainty and steady price appreciation in equities. In addition to the low volatility levels, ...

There is a new buzzword in town: 'Gamma Flip'. It is used to explain (due to a lack of any sane explanation for current market behaviour) why the S&P seems stuck at practically all-time highs and what ...

Today let’s touch again on what being in negative gamma means. Let’s start from a thread we wrote about how market makers hedge themselves when they are in negative gamma. This is the activity we have ...

The S&P 500 drops 2% with no headline. Or it grinds higher for a week while the news is bad. Most investors blame algos or randomness. There is a better explanation — and it is hiding in the options ...

Intel (NASDAQ:INTC) shares have risen nearly 90% over the past month and more than 200% since the start of the year. Its competitors, Advanced Micro Devices (NASDAQ:AMD) and Micron (NASDAQ:MU), are ...