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SpotGamma
United States
เข้าร่วมเมื่อ 23 ม.ค. 2020
Looking for clear, insightful analysis on what's really driving the markets? Just remember one thing: Where options flow the markets go. Meet SpotGamma, where we use our proprietary options flow data to help you read and understand the patterns driving today's markets.
✅ Daily Options Flow Analysis
✅ Unique Levels on US Indices
✅ Key Levels on 3,500+ US Stocks
✅ Real-Time Charts & Indicators
✅ Options Education Courses
✅ Daily Options Flow Analysis
✅ Unique Levels on US Indices
✅ Key Levels on 3,500+ US Stocks
✅ Real-Time Charts & Indicators
✅ Options Education Courses
Vanna, Charm & Dealer Hedging Flows
Understanding Options Greeks: Exploring Charm and Vanna
In this video, we delve into the options Greeks known as charm and Vanna. We explain what these Greeks are, their impact on trading options, stocks, and futures, and how they factor into Delta hedging. We start with Delta, exploring its dynamic nature, before discussing charm, which relates to the time decay of Delta, and Vanna, which measures changes in Delta with implied volatility shifts. Real-life examples are provided to illustrate these concepts, and the role of Delta, charm, and Vanna in managing large options portfolios is highlighted. Join us at SpotGamma.com for more resources and sophisticated tools for understanding market impacts.
00:00 Introduction to Charm and Vanna
00:31 Understanding Delta
01:42 Exploring Charm: Delta Decay
02:01 Diving into Vanna: Sensitivity to Implied Volatility
02:40 Delta Hedging Explained
04:30 Charm: Time Decay in Action
06:08 Vanna: Impact of Implied Volatility
08:49 Market Maker Portfolio Example
11:44 Summary and Key Takeaways
12:41 SpotGamma Tools and Conclusion
Get started with SpotGamma here: bit.ly/3zj11ZO
_Where Options Flow The Markets Go_
###
SpotGamma is for stock traders, index traders, futures traders, and options traders who want high-caliber options data and clear, insightful analysis on what's really driving markets.
• Founder's Note with Expert Commentary
• Unique Support & Resistance Levels
• Daily Trading Ranges
• Index Charts with Key Levels
• Subscriber Q&A with SpotGamma Founder
• Online Office Hours for Traders of All Levels
• Delta, Vanna, & Gamma Models
• 0DTE Volume / Open Interest Indicator
• Monthly OPEX Analysis
• Trading Platform Integrations
• Discord Membership
•• Equity Hub
••• HIRO
••• Volatility Dashboard
Choose your plan and get started today: bit.ly/3zj11ZO
-
STAY CONNECTED TO SPOTGAMMA
Website: spotgamma.com/
Academy: academy.spotgamma.com/
TH-cam: th-cam.com/users/spotgamma
Twitter: spotgamma
-
Get started with SpotGamma today: spotgamma.com/subscribe-to-spotgamma/
*Note: This content is intended for general information and entertainment purposes only. No mention of company names, trading strategies or illustrative examples constitute investment advice. SpotGamma advises you to seek investment advice from a licensed professional.
###
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.
In this video, we delve into the options Greeks known as charm and Vanna. We explain what these Greeks are, their impact on trading options, stocks, and futures, and how they factor into Delta hedging. We start with Delta, exploring its dynamic nature, before discussing charm, which relates to the time decay of Delta, and Vanna, which measures changes in Delta with implied volatility shifts. Real-life examples are provided to illustrate these concepts, and the role of Delta, charm, and Vanna in managing large options portfolios is highlighted. Join us at SpotGamma.com for more resources and sophisticated tools for understanding market impacts.
00:00 Introduction to Charm and Vanna
00:31 Understanding Delta
01:42 Exploring Charm: Delta Decay
02:01 Diving into Vanna: Sensitivity to Implied Volatility
02:40 Delta Hedging Explained
04:30 Charm: Time Decay in Action
06:08 Vanna: Impact of Implied Volatility
08:49 Market Maker Portfolio Example
11:44 Summary and Key Takeaways
12:41 SpotGamma Tools and Conclusion
Get started with SpotGamma here: bit.ly/3zj11ZO
_Where Options Flow The Markets Go_
###
SpotGamma is for stock traders, index traders, futures traders, and options traders who want high-caliber options data and clear, insightful analysis on what's really driving markets.
• Founder's Note with Expert Commentary
• Unique Support & Resistance Levels
• Daily Trading Ranges
• Index Charts with Key Levels
• Subscriber Q&A with SpotGamma Founder
• Online Office Hours for Traders of All Levels
• Delta, Vanna, & Gamma Models
• 0DTE Volume / Open Interest Indicator
• Monthly OPEX Analysis
• Trading Platform Integrations
• Discord Membership
•• Equity Hub
••• HIRO
••• Volatility Dashboard
Choose your plan and get started today: bit.ly/3zj11ZO
-
STAY CONNECTED TO SPOTGAMMA
Website: spotgamma.com/
Academy: academy.spotgamma.com/
TH-cam: th-cam.com/users/spotgamma
Twitter: spotgamma
-
Get started with SpotGamma today: spotgamma.com/subscribe-to-spotgamma/
*Note: This content is intended for general information and entertainment purposes only. No mention of company names, trading strategies or illustrative examples constitute investment advice. SpotGamma advises you to seek investment advice from a licensed professional.
###
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.
มุมมอง: 1 383
วีดีโอ
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In this case study, full-time Professional Trader and SpotGamma Content Contributor Doug Pless demonstrates how he uses SpotGamma tools to plan and execute a trade in Nvidia stock. The process involves positional analysis, focusing on market makers' positions and how they change daily, to develop a thesis on trading range, volatility, and directional bias. The execution process includes monitor...
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The speaker, Imran, discusses trading strategies for the VIX (Volatility Index) around key market events, focusing on the behavior of the VIX futures curve in the context of an upcoming election. He explains how the VIX curve, which was recently flat to inverted due to market panic, is now steepening again, especially in the October contract because of election uncertainty. Imran outlines sever...
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Capturing Big Stock Moves With Call Option Ratio Spreads
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Rate Cuts, Correlation Spasms & 60/40 is Back
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Earnings, Powell, CRE has SPX ⬇️ but Vol is 😴😴😴
I so sorry for your lose Cam... may she rest I peace;
"Might as well do somethin' while you're doin nothin" - Uncle Rico
i realized most people under 35 don’t get the reference LOL
Kitties! Love your videos, keep them coming please
thanks!
Cool video
could u touch on second order greeks like vomma and veta and how they react under different IV
sure we’ll queue that up
Can we see a live trading example with founders note
👌
Cool AI :D
Please help me understand how a trader buys 100 contracts of 390 spy puts and ends up with +50 option delta, as my memory recalls long puts have negative delta since buying puts is a bearish trade🤔so delta here should have a negative sign or am I missing something here???
the trader buying puts indeed has a negative delta. the dealer who sold the puts would have a positive delta position. let me know if that helps!
Ta buena la mina ❤
Great stuff, lopsided flies on the VIX are probably the easiest, broad based strategies to trade vol directly in whatever direction you need to
appreciate the feedback, glad you found this helpful. could be an interesting setup with Powell this weekend. (if you think he'll keep things calm).
Brilliant.👍
Great video thx 🙏
Brent, do you actually believe that the Fed through its Fed Funds Rate controls “inflation” which they measure as CPI? I’m listening to people who say otherwise.
@@MichaeldeSousaCruz they can control demand. i think this inflation was supply driven due to covid lockdowns.
@@spotgamma I agree, this “inflation” was caused by supply side disruptions from Covid shutdowns, then exacerbated by the Moscovian War into Ukraine. What if the demand side control that the Fed has is actually backwards to conventional belief? What if higher rates increase demand (free money in bondholders and savers accounts)?
perhaps the comparison of reaction post rate cut to markets should be compared to a post inflation cut ie 1970'3 so a 3-6 month decline should apply
heh that is before the options market existed so i’ll have to defer to imran on this question. we’ll relay this comparisons to see what he thinks
Try out SpotGamma! spotgamma.com/subscribe-to-spotgamma/
Try out SpotGamma! spotgamma.com/subscribe-to-spotgamma/
Fear is elevated and volumes remain low. The move up today was initially a short squeeze then a slow grind and I suspect tomorrow we'll see some selling as investors take profits and sell ahead of the weekend and the risk of an escalation with Iran and Hamas (Iran is threatening attacks and Hamas refused to attend cease fire talks). Next week is typically a down week for the market and I also think we've moved to far too fast and if we don't get a bit of a pullback we are at risk for a flash crash. I went short VRT and SOXL before the close today.
it feels very overstretched now, especially with the spot up, vol up move. I too went heavily short at the close. Good luck to us!
As always looking back your accuracy is only 50%, no different than flipping a coin. There is no edge. I used to be a member but not anymore, losing enough money trading your concept…
I appreciate that you keep watching our videos even though we are "only 50/50". At any rate, as per the video, correlation across equities has gone to one, and there are investing implications associated with that. So, your comments don't make sense because this expresses a view that is longer than 1 week out.
vix traded like a penny stock short squeeze .
good analogy!
Good info
rate cuts are actually bearish IMO when they cut markets will cool . clasic buy the rumor sell the news.
@@volmanedge i think you may be right. im preferring to wait and see rather than have a big position ahead of time.
tRUMP backs crypto now?? I’ll add that to the evidence file labeled: Crypto is a Scam/Ponzi Scheme/MLM Cult … yikes!
the political landscape is really unclear for crypto...kamala seems against it?
@@spotgamma crypto is nothing more than leveraged tech. Fiscal drives everything. U.S. Dollars are “king”. U.S. Government is the scorekeeper and makes the rules too… which that is how it’s supposed to be… just got to make sure we’ve got people who adhere to democracy and human rights at the helm, don’t you think?
Great insights
57:49 lol way too relatable
thanks! really helpful
First vid I’ve seen and can already tell you’re gonna be a consistent watch for me. Appreciate the video
most appreciated!!
thanks for the vid
Hi There, from a technical point of view it seems VIX is just starting to go higher or is already in a top position?
Hiii Is spotgamma offers to analyse Indian markets data like nifty & banknifty??!
Can we use spotgamma for trading spot XAU/USD ???
sorry, we dont cover FX!
Such valuable information. We appreciate the platform. Keep it up
@@TheKidHco thanks so much!
Day traders just found 0DTE options??JFC.
no, HFT using 0DTE. not retail people.
is there a recording to the analysis session after? i had the zoom link, but I couldnt join at the time
yes, it was sent out to SG subs. email support or click the SG support button on the dashboard to get the link!
Any humans in chat?
TH-cam really needs to find a way to manage all these bot accounts
Those correlations are wild, thanks for highlighting.
This channel is really a hidden GEM. Thanks for sharing such insightful info!!!
wow, thank you!
Brent does gold have any role in this ? Do you see anything unusual? Thanks
i think that is more of a macro flow...i do think options can help to frame overbought/oversold in gold but i dont have an opinion outside of that.
Thanks. Some Elliott wave analysts were showing nq near high of wave 3 going into a wave 4 pullback before another run. Ym and rty were in a strong wave up. Does that have an effect on the spasms?
i think IWM is now overbought (ref $224) and am looking for a pullback into early next week. Then i think the rally continues into August. It should outperform SPY/QQQ based on what i discussed here. The curve ball to this is if the semi stocks blow out earnings (again).
really appreciate this video. Great Info!
Excellent overview. Thank you
Excellent!