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After "Legendary" Upside-Grab, Top Nomura Strategist Surveys The Damage, Sees Gamma 'Clustering Risk' Building

...after 'biblical' put-skew flattening, it’s been comedy to watch...

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zerohedge.comStai leggendo5 g fa

After "Legendary" Upside-Grab, Top Nomura Strategist Surveys The Damage, Sees Gamma 'Clustering Risk' Building

...after 'biblical' put-skew flattening, it’s been comedy to watch...

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cryptobriefing.com5 g fa

Nomura strategist flags gamma clustering risk after market surge

Nomura flags gamma clustering risk in S&P 500 options following the recent rally, with dealer hedges concentrated at vulnerable price levels. The setup suggests downside protection is underpriced; when cluster breaks, market mechanics flip from volatility dampening to amplification.

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Timeline cronologica

lunedì 10 agosto 2026·zerohedge.com
After "Legendary" Upside-Grab, Top Nomura Strategist Surveys The Damage, Sees Gamma 'Clustering Risk' Building
...after 'biblical' put-skew flattening, it’s been comedy to watch...
lunedì 10 agosto 2026·cryptobriefing.com
Nomura strategist flags gamma clustering risk after market surge
Nomura strategist Charlie McElligott warns that gamma clustering in S&P 500 options could amplify volatility after the recent equity market