Your email has been successfully added to our mailing list.

×
8.21422704122795E-05 -0.000985707244948288 -0.00180712994907178 -0.000164284540824792 0.00164284540824711 0.00283390832922621 0.00706423525546246 0.0165105963528831
Stock impact report

The S&P Is Caught In A Gamma Trap, Preventing Turmoil From Record High Valuations [zero hedge]

International Business Machines Corporation (IBM) 
Last international business machines corporation earnings: 4/20 04:08 pm Check Earnings Report
US:NYSE Investor Relations: ibm.com/investor
Company Research Source: zero hedge
The S&P Is Caught In A Gamma Trap, Preventing Turmoil From Record High Valuations Over the past three days, despite a barrage of negative news about the global economy and crushed hopes about Gilead's Remdesivir treatment which according to the FT was a "flop", stocks have been stuck in a tight range around the 2,800 S&P level, and there is a specific reason for that. As Nomura's Charlie McElligott notes, the S&P 2,800 has emerged as the "Neutral Gamma" zone for the market "and again, is likely to remain that way, as the 3 largest aggregated Gamma strikes on the board have the S&P surrounded" as follows: $1.128B at 2750, $1.357 at 2800 and $1.154B at 2850: Here is the data above shown in combine gamma format: To be sure, with the S&P caught in this "gamma trap" on both sides, bulls will be gunning to close the S&P above the "flip" level 2813 coming out of today’s expiration, which would push dealer gamma in the green, creating a feedback loop whereby higher prices result in even highe Show less Read more
Impact Snapshot
Event Time:
IBM
Last Price
Price Change
Price Change%
Volume Shares
Max Up
Max Down
%
Volume Ratio
Performance Comparison Updated
Event Day
Stock performance from the time of news release until the following 4pm ET market close
Last price at news event
Since Event
Multi-day stock performance from the time of the news release
EVENT DAY
Stock performance from the time of news release until the following 4pm ET market close
LAST
PRICE AT
NEWS EVENT
SINCE EVENT
Multi-day stock performance from the time of the news release
Last Price
VWAP
High:
Max Up
High:
Low:
Max Down
Low:
%
Post news range
%
Price change

Price Change Percentage


S&P 500
(SPX)

%

Volume ratio
%

Volume
Ticks

Avg transaction size

Don't Miss Out On The Next BIG Stock Move
Event day
Event Day Chart will not be displayed beyond 90-day period of the event
Performance since event
Time And Velocity Analysis
Opt-in for IBM alerts
Opt-in for
IBM alerts

from News Quantified
Opt-in for
IBM alerts

from News Quantified