Gamma squeeze chart reddit Download link at bottom I think the previous post was deleted due to an external link to a product and not enough TL;DR, I'm… To find the real gamma flip point, you need to recalculate gamma with some kind of model (e. In short: SPY is in a gamma squeeze, and not a good one like last time. Overview of the Gamma Squeeze. So apes need to reconnect with their roots and realize that options are an important tool for an ape. Let's Talk About: Exchange Traded Financial Options -- Options Fundamentals -- The Greeks -- Strategies -- Current Plays and Ideas -- Q&A -- **New Traders**: See the Options Questions Safe Haven weekly thread Let me start by saying, that I am personally more bullish than ever on the fundamental value of GameStop, as well as the possibility of the most massive short squeeze ever. com's Reddit Forex Trading Community! Here you can converse about trading ideas, strategies, trading psychology, and nearly everything in between! ---- We also have one of the largest forex chatrooms online! ---- /r/Forex is the official subreddit of FXGears. Crypto. But there will be a lot of pictures. 43%) and importantly average volume is 985k. I went to barcharts top 20 options volume and it had populated but with 30m delayed data. I have a scanner that I use during the day. You can see this in the term structure during a squeeze: Vol of the weekly expiry will be through the roof, but decreasing as you go further out (a descending term structure). No coding or design skills required. 39 in may of last year BGFV squoze to 30. io w updata gamma throughout the day and great commentary for like $15/mo. 25 billion revenue hit from 2019 in fact less than half that revenue hit from 2019. Using Gamma, traders can see the potential delta hedging activity by market makers. Short Squeeze. A gamma squeeze would probably trigger moass. This post will be relatively lengthy, as I am going to try to lay out my system as well as the interpretation of it. Jun 7, 2024 · A gamma squeeze occurs when heavy call option buying sparks a feedback loop and rapid stock price hike (see GameStop). Something that helps show the total GEX of SPX that will help maybe predict the trend for the day/week or if a short squeeze is in play due to negative gamma. Feb 17, 2024 · Overview: Gamma is part of the second order of greeks which measure the sensitivity of first order greeks (Delta) to changes in factors of the underlying. Checked the pin messages in the discord. This is the 2nd highest DIX reading since Squeeze Metrics started compiling data in 2011. With all the hoopla surrounding GME I’m looking at the big squeeze of VW. Stocks fall like a rock and the robinhood crowd gets margin called. Black-Scholes) for all strikes assuming new underlying prices each time, and then calculate the new total GEX. " With this knowledge, you should be able to look at a few key metrics, and predict with a decent amount of accuracy whether a gamma squeeze is likely to occur on a given security, including with GME and other Reddit darling stocks. Even if you miss the peak it would hover below it for a while. Guys have come up with different trade setups using gex. If market makers are long gamma, they will be buying as price decreases and selling as price increases, which acts as a stabilizing factor on the market. Mar 10, 2021 · The r/wallstreetbets Reddit crowd have really ramped this stock through aggressive call option buying which is putting huge amounts Chart by author. If If you want to spend a fortune for static gamma you can look up in your option tables. All options metrics in the table below relate to options that expire within the next month (monthlies). Which brings up the two most important factors to consider: #1 Fundamental / future value, and #2 Short squeeze potential. Reply reply mrdnp123 Gamma is your free-to-use AI design partner for creating effortless presentations, websites, and more. Or try Gammalab. How this ties in with ESSC: Today, ESSC experienced a runup that put a significant number of call options in the money, which in turn places pressure on market makers to hedge their positions by Gonna take a good amount of effort to overcome the wall of gamma they have supplied dealers across the street Edit: Also OP not familiar with your chart so not seeing this clearly, how is that one chart you posted showing clearly “confirming we are in a gamma squeeze” Right now we see 51. The chart with those odds get posted in discord every 5 min or so and I have a twitter bot that post it every 30 min for SPY, QQQ and SPX. This would net to zero dealer gamma exposure — the dealers’ hedges would counter each other even on a high open interest. From the scatter plot in the white paper this is associated with even higher 60-day mean returns. Stock Strategist Andrew Rocco explains. 94) for a Gamma squeeze. When you get a new total GEX that is zero, you have found the gamma flip price. It held this value more or less until A large part of the profit from any gamma squeeze comes from vega, however DVol is much much greater for shorter dated options in these short-term squeeze scenario. BGFV is currently ranked 49th (score 92. The conditions that form a gamma squeeze are when traders start a series of weekly out-of-the-money (OTM) call buying within the options market. If this gamma squeeze is real, then as prices decrease brokers will unwind their positions as hedging is unnecessary against a sea of calls that will all expire worthless. "A gamma squeeze is caused by large trading volumes in one direction in a short space of time. In the VW squeeze the sharp rises keep getting higher and higher until the last sharp rise ends up about the same as the one before that. On a given strike and expiration, half of the dealers may be short gamma and the other half of the dealers may be long gamma. I was not involved in stocks back then, but does anyone know why? Was it a big doubling down by shorts to instil fear in the market by slamming through stop losses? Do institutions have a tool that visualizes or displays data showing gamma skew or data relating to gamma? I saw large gamma flow/skew weighing down the market Thursday before I actually had proof of it. 1) on Fintel's short squeeze list and 93rd (Score 83. This causes the market maker to have to close out their positions leading to a large spike in the share price. . 2. Revenue is the absolute bearish chart on GME and it isn't even bad. The Gamma Squeeze is Not Dependent on The Weaponized Gamma Squeezes. Phase Two: Reddit/WSB Traders Drove GameStop to Shocking Heights Pressuring Dealers to Buy GameStop Shares (4) January 22 nd-25th [The First Push, Squeeze #1]: In the days following the Citron research report, retail investors continued to purchase stock and options as a large collective community. Open interest says nothing about net dealer exposure. We would like to show you a description here but the site won’t allow us. The float size is 20. Welcome to FXGears. I don't usually post about SPY, but rather other stocks that are in Reddit's sphere of interest at the time. But the Hello. Gamma Exposure (GEX) The GEX is much easier to comprehend. g. Reply reply That means a gamma squeeze won’t always result in a big move higher in stock prices, and big moves higher can occur without a gamma squeeze. 75 billion without a even close to a 3. 792 votes, 186 comments. There’s a clear climb where the squeeze has begun but a big drop to pre-squeeze levels before skyrocketing. Business, Economics, and Finance. The top 20 names is good enough for me anyways. May 20, 2022 · A gamma squeeze is a sudden rapid, significant price movement in a stock that resembles a short squeeze but occurs under different conditions. 2% on the DIX as of EOD on May 22nd. When previously at a value of 18. 7M (institutional ownership at 53. 5 days ago · The initial catalyst for this 2021 gamma squeeze for GameStop stock occurred when there was a coordinated effort by retail traders from Reddit’s WallStreetBets forum to buy call options on GameStop. The new model looks at two key metrics: (a) total dollar gamma exposure, and (b) the percent change in put/call ratio - negative change is better as it represents excessive call buying relative to put options. The reason for this coordinated effort was to force market makers to buy back their shares. Fuck the trailing 12 month expenses in 2019 was 9 BILLION we are now at 5. But I think if you set the daily timeframe in the scanner settings, it will be possible to use it for daily charts. Options cause Gamma Squeezes. com, a trading forum run by professional traders. A Gamma Squeeze happens when enough OTM options are bought that forces market makers to buy GME shares (so they can stay neutral with respect to market direction). Now look at the charts on expenses, cash on hand, and debt. In short, a gamma squeeze is the phenomenon that occurs when a stock has extremely high open interest on its options chain, and the price of the underlying rises suddenly. GameStop Moderna Pfizer Johnson & Johnson AstraZeneca Walgreens Best Buy Novavax SpaceX Tesla. I'm probably going to use that as an indicator on when to sell IF the price seems high enough and the squeeze has lasted for a while. xgsa ntvyyb tgcf gzriz ugppa yfwds kmdp kjrz otvkr dltn ibow icmmdjo cokcjpu bmeafvn mii