Gammastrike
@GammaStr1ke
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Actionable Options market insights and analysis. Tools to compliment any investment strategy. Let us show you how the market really works.
Joined March 2024
It's go time. Hello everyone!
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'Twas the night before Trading, and all through the floor, not a long call was stirring, except in some condors... $SPX.
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Wishing everyone the very best this holiday season from the Vol Stars crew! During this season, we're very thankful to YOU all for enjoying the show and helping us with making it better! This holiday season, we hope you are able to relax, and enjoy all that this season has to
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We're so happy to release to everyone our first holiday themed episode of Vol Stars (Episode 13)! It's now out and available on all of the audio platforms you know and love as well as YouTube. 📺 We went for a slightly different angle in this episode, talking a little about the
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$RIVN has had a great holiday week running almost $4 in 3 trading days. Price action has pushed up into gamma max, the point where the options chain becomes unsupportive of further upwards price movement. Gamma shows support at $20 and resistance at $25 so expect chop here.
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The Vol surface on $SLV shows elevated IV out till $80 before bears have some incentive to short the stock harder. In short, price could easily move either way depending on how the market repositions above $60.
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At this point the #gamma on $SLV doesn't seem to support much further price movement, but the run may not be ending just yet.
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This makes it the 14th largest stock on the market by delta, and just under half the delta of its rival $GLD
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$SLV has been on a crazy run over the past few weeks, adding more than $20b in delta to the options chain since June.
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As we get close to wrapping up 2025, December OPEX has given us a clean slate. Some food for thought. In 2021, the post Dec OPEX delta dropped -$0.4T from 2020 Dec pre-OPEX. Then, in 2022, that difference was -$1.45T. A rough year. 2023 showed an increase of $0.16T, and
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The short dated ATM IV of $NVDA is near 5 year lows. Nowhere to go but up?
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Following up on $PLTR, the IV surface looks like a big 30 day duration butterfly, where near the money options are sold and far OTM options are bought. The market is betting hard that HV will come down. Yet ATM IV10 near all time lows and HV10 climbing. Seems ripe to unwind.
$PLTR now the 12th largest non-index option chain by delta. 8th out of all single equity stocks. Almost $30B in delta. This is nearly 10x their yearly revenue.
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$TSLA options chain is pricing in no spot drift over time (green line) for the next two years. $SPXW expectation included for comparison. $TSLA IV10 approaching 3 year lows.
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$PLTR now the 12th largest non-index option chain by delta. 8th out of all single equity stocks. Almost $30B in delta. This is nearly 10x their yearly revenue.
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