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Romano

26y old - Trader, Investor (since 2013) & Programmer Cryptocurrency, Equities, Forex, Options Trading & Volatility https://twitter.com/RNR_0

Market insight June 2, 2022

Market insight June 2, 2022

Following warnings from Jamie Dimon, markets immediately returned despite an early rally. Subscribe to read | Financial TimesNews, analysis and comment from the Financial Times, the worldʼs leading global business publicationFinancial TimesJoshua Franklin This emphasized the market's riskiness and the negative gamma that has been afflicting it. This market

Market insight May 31, 2022

Market insight May 31, 2022

Bearish traders have suffered recently as sharp equity gains have erased their gains! Similarly, bullish traders/funds are still struggling as they have incurred losses year-to-date. The neutralization of rebalancing flows has almost been completed. When the inflows and outflows of a certain asset are equal, the rebalancing flows are

Market insight May 30, 2022

Market insight May 30, 2022

Despite weak economic data, the week of options expiration has been marked by solid gains, with rebalancing flows propelling markets higher. However, intraday volatility should still be anticipated since Gamma is negative. Negative Gamma, in this case, refers to the decrease in the value of an option as the underlying

Market insight May 27, 2022

Market insight May 27, 2022

Fresh reminder, the liquidity is weak because of the upcoming holiday weekend when US equities markets will be closed on Monday. Thus, prices may display extreme volatility. Low liquidity suggests few buyers and sellers in the market, which may contribute to more volatility since prices might fluctuate more drastically. That

Market insight May 26 2022

Market insight May 26 2022

SPX500 Call options were added at the 4100 and 4200 strikes. This has the effect of flattening out the gamma curve above 4200, which suggests that the market may lose steam if it rallies into 4200. The gamma curve represents the rate of change of an option's delta.

Market insight May 25, 2022

Market insight May 25, 2022

SPX500 The market's low point was $3880. That was expected, with a strong bounce, as I mentioned in my previous blog post yesterday. Market view May 24, 2022During the week of June 13-17, there are a substantial open interest in VIX (Volatility Index) options contracts that expire. Federal

Market view May 24, 2022

Market view May 24, 2022

During the week of June 13-17, there are a substantial open interest in VIX (Volatility Index) options contracts that expire. Federal Reserve will be meeting on June 15th, which could add to the volatility as traders try to protect their positions before the meeting. There's a lot of