Options Expiration

Dealer Vanna And Gamma Exposure In Options Expiration Week: Greeks For The Week, September 11-15

Welcome to September options expiration week! Using the individually categorized methods available in the Volland dashboard, let’s review option dealer positioning to analyze dealers’ hedging behavior on the S&P 500 Index.

What Options May Have To Do With The S&P 500's Weakness — And Why The Sell-Off Is Orderly

Friday marked the roll off of $460 billion in derivatives across single stocks and $855 billion of S&P 500-linked contracts, according to a Bloomberg report.