Follow us on Twitter/newsletter- you'll pick it up even without paying for any of our offerings Generally short dated strategies (that don't roll...
Do you think real yields matter? Gravity will return- but it takes time. I don't see new highs by EOY, but we've all seen crazier things.
If you're being sincere- the presser. Premiums hold on Wednesday through the prepared remarks and Q&A. The close is usually good for *some* move-...
Here's a few hints (this is my specialty and core interest after a career as MM /derivs sales spanning 25 yrs)... Index MMs are reflexive- when...
Rules change mid-game in the US all the time. It's the only way to maintain a shell game where the ledger rarely "truly" balances net/net. Just...
Now *this* is interesting...
This analysis is completely asinine. There are tons of different market makers and functional dealers in the index option markets- and the hedge...
I promise you there's not much here. I was an index MM for almost two decades. The way the brokers handling this order tend to work- they post a...
We are just talking different things. I don't challenge the notion that there is a massive world beyond that of options. And at times like these,...
Index MMs don't "decide which direction they'll take the stock in the morning / run it up or drop it down" etc. That may be a feature for a DPM...
This is purely risk / margin management. Watch deep OTM strikes in ES trade back and forth all day for nickels. Nothing to read-into.
Institutional systematic short volatility space now has an edge baked in due to their size. This used to not be the case, because of the nature of...
You are probably safe for now.. despite all the hype about 0dte options potentially causing a volmageddon- there's nothing right now to indicate...
Not following. To be clear, what I meant to say: dealer gamma, with respect to spot, is generally long gamma/GEX 5% around the money. Of course...
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I did a whole thread about this on our subreddit at Reddit.com/r/VolSignals The gist of it was that markets overshot on the way up, heading into...
Try telling that "loss avoidance" thing to the guys who ran UBS' CYES or Harvest's IC products. Top shops don't "roll" anymore- this is why the...
derivatives trader/vol manager by trade. moderator at r/VolSignals subreddit / owner https://www.volsignals.com
I've been trading, managing or structuring and selling derivatives for close to 30 years now. My whole career has been spent trading index...
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