OptionScout
Sign inStart free trial →

Options market report, month by month

Each report is computed from the daily at-the-money implied volatility OptionScout stores for the 161 most-traded options names and from its nightly dealer-gamma captures of SPY and QQQ: where volatility went, which names re-priced most, how much of the month the index ETFs spent in positive or negative gamma, and the widest days. Finished months do not change; the current month is month to date. Cite freely with a link.