• The OPEX Effect: June 2024 | GameStop Retrospective, Call Imbalance and Massive NVDA Interest

  • Jun 18 2024
  • Length: 1 hr and 11 mins
  • Podcast

The OPEX Effect: June 2024 | GameStop Retrospective, Call Imbalance and Massive NVDA Interest

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  • Summary

  • In this month's episode of the OPEX Effect, we take a deep dive into the world of options flows and their impact on the markets. We discuss the recent GameStop saga and the role options played in the stock's wild ride. We also explore the concept of volatility suppression, the dispersion between mega-cap tech stocks like NVIDIA and the rest of the market, and the record-breaking streak of low volatility in the S&P 500. Finally, we analyze the extreme bloat in NVIDIA's options complex and what it means for investors.

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