In my last post about the 14 year GEX backtest, I left one question open, does GEX (gamma exposure, how much hedging the option dealers… Read More »Does GEX tell more than VIX? 14 years of 0DTE straddles say no
Behavioural economics, to put it simply, says stock prices are driven by people’s behaviour, and people are not always rational, they panic, they follow the… Read More »Behavioural Economics and the Efficient Market Hypothesis
Since end of July I have been running a small live study, it records the SPX option chain every session, computes GEX (gamma exposure, how… Read More »What 14 years of history taught me about my GEX strategy
I saw this line in some recent research, GEX high: short next-day volatility, meaning bet on a quiet day (for example, sell options or trade… Read More »Does high GEX mean a quiet tomorrow? I tested it once
Below are the data from TradeInsight.info about JPM, it includes congress members trades and insiders trades of JP Morgan. The interesting part is that both… Read More »Large Inside Trades on J.P. Morgan
When you sell options, you’re making a very specific bet: You collect a premium today in exchange for the chance the option finishes in-the-money. Delta… Read More »Where Option Sellers Get the Most “Bang for Probability”