ฝัง
- เผยแพร่เมื่อ 19 ม.ค. 2025
- SpotGamma combines proprietary research with the latest bank data to provide a comprehensive overview of how 0DTE options are impact the S&P500.
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👍This is a useful insight into ODTE in markets. 👍What we now need is a short (no-more-theory) video about directly reading gamma/Gex bars practically, as with using an indicator to glance at before and during each trading day.
At 11:30, dont you mean if the market RISES sharply?
Great video, can you please provide references to the research papers? I’m looking for that golden Sachs graph with the increasing volume
average trade size for 0dtes is surprisingly low. institutions make up 90% if volume and average trade is 4 contract's that interesting.
Yeah - it’s more transaction size vs trade size that I measured. Lots of electronic sweeping.
@@spotgamma hey Brett I was looking at the new dashboard and saw that NDX + QQQ 4/20 exp is 28B pos delta 3B neg delta. Is that normal? Looks like tech could dump based off those numbers.
Insightful presentation
Glad you liked it
Need more 0DTE content please
Everyone asking him to slow down, I sped him up to 1.5x 😂 great content as always
How does the buying of puts and calls cause mean reversion (explained at 9:18)?
Options are derivatives, therefore SPX options trades should not directly affect the price of SPX. I get that SPX is an index without shares to trade but I think the question still stands.
The idea is that when options trades dealers need to hedge these options trade. That drives the underlying.
@@spotgamma makes sense. So if this combined behavior causes mean reversion, wouldn’t that lead to less volatility? 2022 was very volatile.
Great analysis btw.
@@Andrew-K yes, but 0DTE didnt meaningfully start until Q4 of '22...
Quality option analytics 👌👍
Appreciate it luke
So 0 DTE is the reason for choppy/range bound markets cause there use to be large intraday moves before 0dte
I don’t think 0DTE is responsible for every market move. I do think it suppresses larger market moves by influencing mean reversion. Ultimately this flow has been a factor for only about 6 months so we have to see how it shows up over years of different market regimes.
Maybe not retail buying calls and selling puts. Maybe Brokers hedging, but what do I know !
thank you!
slow down
Can you please speak just a bit slower? Thank you for the content.
Yeah working on that!
@@spotgamma It's relevant only in some parts where the editing also made the speech/pace too fast, slowing the video didn't really help much. Thanks a lot.
use the settings to change the speed to .75, love his analysis but he speaks too fast and records too low.
😂 I sped him up to 1.5x speed