Gamma
Posts about gamma exposure, gamma flips, dealer positioning, and gamma scalping.
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AllSkewVIXVol SurfaceGammaTime DecayTrade StructuresSelling PremiumHedgingPosition SizingPortfolio ConstructionCryptoGoldSingle StocksMarket StructureTrading Process
Three conditions before I sell premium
Implied vol sitting above realized vol. Variance premium right there for the taking. Simple, right?
Selling PremiumGamma2 min read
The signal hiding inside implied vol
Stock hits a new high. You think it's bullish. But what's implied vol doing?
Vol SurfaceGamma1 min read
Crashes don't start from the top
"Buy protection when markets are euphoric and everyone's greedy." Every beginner trading book says that.
GammaSkew1 min read
Video lesson: you are missing a key part of the puzzle...
If you’re chasing the move instead of understanding the "under-the-hood" vol dynamics, you’re missing a key part of the puzzle.
Single StocksGamma2 min read
Gamma flip is not a trade
A lot of traders think finding the gamma flip level is edge. It just simply isn’t.
GammaPosition Sizing1 min read
Lesson: being right on volatility isn’t enough
Last week I was long the daily SPX straddle around $40 going into the jobs number...
GammaTrading Process2 min read