JPM’s Quant Guru Unveils The $1 Trillion Catalyst That Will Unleash The Next Market In Turmoil

by Tyler Durden
ZeroHedge.com
Jun 14, 2016

“About ~$1,000Bn of S&P 500 options expire this week. The gamma imbalance turned towards puts yesterday ($9bn per 1% currently), and this will likely push realized volatility higher near term. Post expiry, clients are likely to roll put strikes higher, which will also be supportive of higher volatility. Yesterday’s large move on the VIX indicates short gamma exposure of dealers on VIX products as well.” – Marko Kolanovic

The Rest…HERE

This entry was posted on Tuesday, June 14th, 2016 at 11:44 am and is filed under Conspiracy, Corruption, Economics, Government Evil, New World Order. You can follow any responses to this entry through the RSS 2.0 feed.