As an options trader, how closely should you be watching gamma and gamma exposure (GEX)? This episode will help you better understand gamma, interpret volatility, recognize inflection points, and build more context-aware strategies. Kirk sits down with Mat Cashman from the OIC to discuss gamma, explore how market makers hedge their positions, and why 0DTE options are so “gamma-rich.” Mat explains why hedging dynamics can create sharp market moves and how concepts like charm and convexit...
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As an options trader, how closely should you be watching gamma and gamma exposure (GEX)? This episode will help you better understand gamma, interpret volatility, recognize inflection points, and build more context-aware strategies. Kirk sits down with Mat Cashman from the OIC to discuss gamma, explore how market makers hedge their positions, and why 0DTE options are so “gamma-rich.” Mat explains why hedging dynamics can create sharp market moves and how concepts like charm and convexit...
227: What 20-Years of Moving Average Data Teaches Us About Stock Reversals & Momentum
The Option Alpha Podcast
33 minutes
2 years ago
227: What 20-Years of Moving Average Data Teaches Us About Stock Reversals & Momentum
Stocks have been described as a rubber band, and we often assume they will snap back and revert when prices become overextended. So, we wanted to know: How likely is a security to continue or reverse its momentum above and below major moving averages in short, medium, and long-term timeframes? And does the security’s proximity to a moving average impact its performance?We researched 20 years of data on 286 symbols, using short, mid, and long-term trends to analyze the ticker’s 30-day return r...
The Option Alpha Podcast
As an options trader, how closely should you be watching gamma and gamma exposure (GEX)? This episode will help you better understand gamma, interpret volatility, recognize inflection points, and build more context-aware strategies. Kirk sits down with Mat Cashman from the OIC to discuss gamma, explore how market makers hedge their positions, and why 0DTE options are so “gamma-rich.” Mat explains why hedging dynamics can create sharp market moves and how concepts like charm and convexit...
