Positive Cradle Of Gamma Into VIX Triggers
From Macro-To-Micro Options Power Hour recorded on Jun 11, 2025
In this short clip from Macro-To-Micro Options Power Hour, recorded on Jun 11, 2025, Samantha LaDuc and Hans Albrecht discuss the ongoing market melt-up, driven in part by cheap call options and a lack of downside protection, creating conditions for potential right-tail risk.
They highlight how investor positioning has shifted from extreme bearishness to chasing upside through options, especially in sectors like tech and leveraged ETFs.
Samantha also shares her proprietary VIX indicator, which hasn’t triggered yet but suggests increased volatility risk by mid-July or August.
She warns that while markets are pushing higher on sentiment and mechanical flows, a reversal could be triggered by policy shifts, economic data surprises, or geopolitical events later this summer.
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