Gamma Exposure (also known as GEX) is one of the most powerful and underrated tools for options traders. If you want to ...

Gamma measures how much an option's delta ... unbiased content in our editorial policy. Sheldon Natenberg. "Option Volatility Trading Strategies." John Wiley & Sons, 2012. Investopedia is part ...

CHICAGO–(BUSINESS WIRE)–SpiderRock Gateway Technologies (“SpiderRock”), a leading provider of analytical option data, announced today the release of “Chart Tool”, a web application for visualizing ...

At the top of traders worries is a chart courtesy of analysts at Goldman Sachs Group showing that option dealers were shouldering “short gamma” exposure of $3.3 billion notional heading into ...

“What’s less widely known is that markets are at their most volatile when gamma is at zero.” OptionMetrics estimates exposures by tracking data on the volumes of options written at different strikes.

In an insightful recent article, Cboe Global Markets Inc. CBOE explores the rise of same-day expiry options – dubbed “0DTE options” – and their impact on volatility and institutional ...

Market makers selling the options ... hedge their short gamma exposure by purchasing the cryptocurrency in the spot or futures market. That, in turn, could bring more upside volatility.

However, implied volatility is only one piece of the puzzle when putting together an options trading strategy. Clearly, options traders are pricing in a big move for AFC Gamma shares, but what is ...