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Access high-level institutional market analysis from SpotGamma, featuring insights into complex option flow and volatility dynamics. This hub currently hosts 1 specialized research document, including our featured report on whether volatility is underpriced.

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Is Volatility Underpriced

SpotGamma·May 12, 2026

While equities have hit all-time highs driven by a parabolic semiconductor rally, extreme options skew and upcoming expirations suggest volatility is currently underpriced. Investors should watch May 15 OPEX and May 20 Nvidia earnings as primary windows for market repricing.

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