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Looking for further SPX Rally into OPEX

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As options expiration nears on 8/16 the volatility crush could force options dealers to buy stocks. This could create a self reinforcing trend where higher stocks leads to lower IV and more buying. I don't think well see a 2% move in 10 minutes like we did today, but it could be a strong steady rally into Friday. Under 2935, and with a bad headline the market could also sharply drop. Therefore its best not to short options here, I think with maybe a few OTM calls.

Nota

bulls couldn't take the baton once we hit the 0 gamma level of 2935. The next headline will bring a very fast move, much like yesterday. Depending on if its a good or bad headline (or tweet) we could see another very, very fast 1% move.

Nota

The Volatility Flip indicator is now at 2920. Violent move down today - lots of economic data coming out tomorrow. There is a ton of fuel ready to burn just need to have some news/data set the direction.

Dagangan ditutup: hentian tercapai

Updating due to OPEX

SpotGammaModel

$SPX $SPY Options Gamma Modeling
spotgamma.com

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