Bullet points of Nvidia’s Option Expiry May Allow Renewed Surge, Spotgamma Says
- More than $5 trillion worth of contracts tied to US single stocks, ETFs and indexes will expire Friday.
- Gamma — a measure of how many additional shares of the underlying stock options dealers will need to buy or sell to remain balanced — can at different times act as a barrier or an accelerant for market moves.
- Options implied volatility looks relatively cheap, especially for calls, with the 1-month skew at a 90-day low.
yahoo.com / Yahoo! Tech by Layer3.news
npub1at…nrgqq
2024-09-20 13:55:07
in reply to nevent1q…rez9
Author Public Key
npub1ataeyjvesnzeee86lwue5dgs42xgsxydnwuypchu5sc6037ea9mqanrgqqSeen on
wss://articles.layer3.newsPublished at
2024-09-20 13:55:07Event JSON
{
"id": "0f900b3dbb5d333e641516b923e85c23edaebb561f4df9363521d25fa73229df",
"pubkey": "eafb92499984c59ce4fafbb99a3510aa8c88188d9bb840e2fca431a7c7d9e976",
"created_at": 1726840507,
"kind": 1,
"tags": [
[
"subject",
"Bullet points of Nvidia’s Option Expiry May Allow Renewed Surge, Spotgamma Says"
],
[
"p",
"eafb92499984c59ce4fafbb99a3510aa8c88188d9bb840e2fca431a7c7d9e976"
],
[
"e",
"139d4dc63faa17e25a42f4528bcb4803c5422339cb265acc374d963ae255c7a0",
"wss://articles.layer3.news",
"root"
]
],
"content": "Bullet points of Nvidia’s Option Expiry May Allow Renewed Surge, Spotgamma Says\n- More than $5 trillion worth of contracts tied to US single stocks, ETFs and indexes will expire Friday.\n- Gamma — a measure of how many additional shares of the underlying stock options dealers will need to buy or sell to remain balanced — can at different times act as a barrier or an accelerant for market moves.\n- Options implied volatility looks relatively cheap, especially for calls, with the 1-month skew at a 90-day low.\n",
"sig": "d171355ad042a4b558b2545fa787ea68b2744bfd2b91951eee5944a1835a82e35421e05c80bf62469721f34c03a644870b309c11ae7fab84b563a384320bfb7c"
}