Gamma, Vanna, Charm and the Basics of Options Dealer Flows
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Gamma, Vanna, Charm and the Basics of Options Dealer Flows
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What if the biggest market moves aren't driven by fundamentals—but by flows you can't see?
In this episode, Brent Kochuba of SpotGamma joins us to explain the hidden mechanics of the options market that are quietly reshaping stock prices. We explore how dealer hedging, gamma squeezes, and volatility dynamics like Vanna and Charm are influencing everything from individual stocks to the S&P 500. Whether you're an active trader or a long-term investor, understanding these forces is crucial to interpreting today’s markets.
We discuss:
Why dealer flows are moving billions in stocks each day
What Gamma, Vanna, and Charm really mean—and why they matter
How implied volatility creates powerful reflexive market moves
Why options expiration dates often mark key turning points
What long-term investors should know about short-term flows
Real-world examples: GameStop, Tesla, Nvidia, COVID, and more
Even if you never trade an option, this conversation will change how you think about market behavior.