The Impact of zero DTE Options | SpotGamma

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  • Опубликовано: 16 янв 2025

Комментарии • 27

  • @jonathanlee5185
    @jonathanlee5185 9 месяцев назад +1

    👍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.

  • @LukeErWin___
    @LukeErWin___ Год назад +2

    Quality option analytics 👌👍

  • @markjackson3531
    @markjackson3531 Год назад

    At 11:30, dont you mean if the market RISES sharply?

  • @Nowshad82
    @Nowshad82 Год назад

    Insightful presentation

  • @Egolifter42069
    @Egolifter42069 Год назад +9

    average trade size for 0dtes is surprisingly low. institutions make up 90% if volume and average trade is 4 contract's that interesting.

    • @spotgamma
      @spotgamma  Год назад +5

      Yeah - it’s more transaction size vs trade size that I measured. Lots of electronic sweeping.

    • @Egolifter42069
      @Egolifter42069 Год назад

      @@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.

  • @TheBestTru
    @TheBestTru Год назад

    Great video, can you please provide references to the research papers? I’m looking for that golden Sachs graph with the increasing volume

  • @wogtrades4189
    @wogtrades4189 Год назад +4

    Need more 0DTE content please

  • @kylem6481
    @kylem6481 Год назад

    Everyone asking him to slow down, I sped him up to 1.5x 😂 great content as always

  • @imatthewryan4076
    @imatthewryan4076 Год назад

    thank you!

  • @Andrew-K
    @Andrew-K Год назад

    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.

    • @spotgamma
      @spotgamma  Год назад

      The idea is that when options trades dealers need to hedge these options trade. That drives the underlying.

    • @Andrew-K
      @Andrew-K Год назад

      @@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.

    • @spotgamma
      @spotgamma  Год назад +1

      @@Andrew-K yes, but 0DTE didnt meaningfully start until Q4 of '22...

  • @tearski1088
    @tearski1088 Год назад +1

    So 0 DTE is the reason for choppy/range bound markets cause there use to be large intraday moves before 0dte

    • @spotgamma
      @spotgamma  Год назад

      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.

  • @julianrestrepo3050
    @julianrestrepo3050 Год назад

    Maybe not retail buying calls and selling puts. Maybe Brokers hedging, but what do I know !

  • @user-tm3cf6uy8u
    @user-tm3cf6uy8u Год назад +3

    slow down

  • @joaofurtado4406
    @joaofurtado4406 Год назад +3

    Can you please speak just a bit slower? Thank you for the content.

    • @spotgamma
      @spotgamma  Год назад +1

      Yeah working on that!

    • @joaofurtado4406
      @joaofurtado4406 Год назад

      @@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.

    • @markjackson3531
      @markjackson3531 Год назад +1

      use the settings to change the speed to .75, love his analysis but he speaks too fast and records too low.

    • @kylem6481
      @kylem6481 Год назад

      😂 I sped him up to 1.5x speed