So, if any of you traders want to talk about this, or know anything about it, " Market Impact - Using the above computations, a GEX figure that is positive ( selling into lows, buying into highs), thus magnifying market volatility. where firm size, volatility, return on assets and industry affiliation are found to In order to assess this, the 2005 trade volumes of the GEX stocks and those of. 16 Jul 2018 But it's really the put's short gamma that's making the trade's risk the stock price changes, time passes, and volatility goes higher or lower.

9 Jul 2019 As of July 9th, GEX will be known as the VanEck Vectors® Low Carbon Energy ETF, shares trading, premium/discount and liquidity of fund shares, Investing involves substantial risk and high volatility, including possible  - "GEX/Volume" is the ratio for GEX (in shares) to the daily average trade volume (in shares). - The "Flip Point" is the level where gamma changes from positive to negative, or vice versa. - While above it, stock movement gets suppressed (Market Makers re-hedge by buying as stock goes lower, and selling as price moves higher). Gamma Exposure Charts A view of the cumulative Gamma Exposure (in $) across each strike for a given stock, calculated using all options with less than 94 days to expiration. Volatility Data We track and process complex options data that influences movement of stocks. Learn More - "GEX/Volume" is the ratio for GEX (in shares) to the daily average trade volume (in shares). The more negative the GEX/Volume ratio the better the opportunity for a squeeze higher. This impact of this value is relative to the security's historical GEX levels.

19 Jul 2019 engineering, at Societe Generale, told the Journal. He calls extended periods of low volatility a “gamma trap,” since they tend to be followed by big spikes in volatility. Related Articles. Options Trading Strategy & Education 

The auto-traded performance of our VRP+VXX Bias ("Trading Volatility 1") and VXX Bias strategies is independently tracked on Collective2's platform. Please visit our Results page and learn more about our strategies on our Strategy page. VIX Futures Data for trading VXX, XIV, UVXY sovereign debt EVIX EXIV financial advisors fiscal cliff FOMC futures rollover date Gamma Exposure Gamma Exposure Dashboard gdx GEX hedge funds historical volatility implied volatility interest rates IRA iwm japanese deflation Our primary focus at Trading Volatility has been to identify the Daily Forecast VIX Futures Data RVX sovereign debt EVIX EXIV financial advisors fiscal cliff FOMC futures rollover date Gamma Exposure Gamma Exposure Dashboard gdx GEX hedge funds historical volatility implied volatility interest rates IRA iwm japanese deflation leveraged etfs Our primary focus at Trading Volatility has been to identify Learn the keys of trading volatility by reading our e-book, Fundamental Concepts and sovereign debt EVIX EXIV financial advisors fiscal cliff FOMC futures rollover date Gamma Exposure Gamma Exposure Dashboard gdx GEX hedge funds historical volatility implied volatility interest rates IRA iwm japanese deflation leveraged etfs market

The auto-traded performance of our VRP+VXX Bias ("Trading Volatility 1") and VXX Bias strategies is independently tracked on Collective2's platform. Please visit our Results page and learn more about our strategies on our Strategy page.

The latest Tweets from Trading Volatility (@tradevolatility). Provider of volatility analytics for better trading of VIX ETPs. Option gamma tracking and analysis. As usual, GEX is the proximate reason. The speed with which the market flips from high- to low-volatility still continues to catch traders off-guard. People think  8 Aug 2019 A lot of people that trade individual stocks, take a bottom-up approach. For Equity Indexes, I, of course, look a the index COTs but I also pay attention to the VIX, US Dollar Pay close attention to the GEX during this time. A gamma trader trades the directional volatility of the underlying while a volatility trader trades the volatility of the IMPLIED VOLATILITY of the underlying. Basically ,  19 Jul 2019 engineering, at Societe Generale, told the Journal. He calls extended periods of low volatility a “gamma trap,” since they tend to be followed by big spikes in volatility. Related Articles. Options Trading Strategy & Education 

Learn the keys of trading volatility by reading our e-book, Fundamental Concepts and sovereign debt EVIX EXIV financial advisors fiscal cliff FOMC futures rollover date Gamma Exposure Gamma Exposure Dashboard gdx GEX hedge funds historical volatility implied volatility interest rates IRA iwm japanese deflation leveraged etfs market

A gamma trader trades the directional volatility of the underlying while a volatility trader trades the volatility of the IMPLIED VOLATILITY of the underlying. Basically ,  19 Jul 2019 engineering, at Societe Generale, told the Journal. He calls extended periods of low volatility a “gamma trap,” since they tend to be followed by big spikes in volatility. Related Articles. Options Trading Strategy & Education 

Daily Forecast VIX Futures Data RVX sovereign debt EVIX EXIV financial advisors fiscal cliff FOMC futures rollover date Gamma Exposure Gamma Exposure Dashboard gdx GEX hedge funds historical volatility implied volatility interest rates IRA iwm japanese deflation leveraged etfs Our primary focus at Trading Volatility has been to identify

9 Jul 2019 As of July 9th, GEX will be known as the VanEck Vectors® Low Carbon Energy ETF, shares trading, premium/discount and liquidity of fund shares, Investing involves substantial risk and high volatility, including possible  - "GEX/Volume" is the ratio for GEX (in shares) to the daily average trade volume (in shares). - The "Flip Point" is the level where gamma changes from positive to negative, or vice versa. - While above it, stock movement gets suppressed (Market Makers re-hedge by buying as stock goes lower, and selling as price moves higher). Gamma Exposure Charts A view of the cumulative Gamma Exposure (in $) across each strike for a given stock, calculated using all options with less than 94 days to expiration. Volatility Data We track and process complex options data that influences movement of stocks. Learn More

24 Sep 2019 Projected volatility, up or down, has doubled. Were traders to have reduced long gamma positions when dealers did, today's selling would be  The latest Tweets from Trading Volatility (@tradevolatility). Provider of volatility analytics for better trading of VIX ETPs. Option gamma tracking and analysis. As usual, GEX is the proximate reason. The speed with which the market flips from high- to low-volatility still continues to catch traders off-guard. People think  8 Aug 2019 A lot of people that trade individual stocks, take a bottom-up approach. For Equity Indexes, I, of course, look a the index COTs but I also pay attention to the VIX, US Dollar Pay close attention to the GEX during this time. A gamma trader trades the directional volatility of the underlying while a volatility trader trades the volatility of the IMPLIED VOLATILITY of the underlying. Basically ,  19 Jul 2019 engineering, at Societe Generale, told the Journal. He calls extended periods of low volatility a “gamma trap,” since they tend to be followed by big spikes in volatility. Related Articles. Options Trading Strategy & Education  Explore GEX for FREE on ETFdb.com: Price, Holdings, Charts, Technicals, Fact Sheet, The Analyst Take for GEX is not available. Historical Trading Data.