The Op-ex Price Magnet is the price where option delta and gamma are neutral.
This is where the big trading houses can maximize profits on or before option expiration day.
We developed this program as a trading indicator in 2017, and began offering a daily report in February 2018. Since then, we have written several public articles about our trading positions into option expiration. We profitably traded SPX option expiration five months in a row following the launch of the program. The picture in our logo is a screenshot of our first public SPX option expiration trade.
Our proprietary program calculates the price level where option delta and option gamma are neutral and reports the price levels where there could be buying or selling pressure based upon the options positioning of the large traders. You don't have to understand options or option greeks to make use of the report. Here is an example of a summary table.
Check out our subscription page to explore your options!
The vast majority of call and put contracts expire worthless.
Who do you suppose is the usual winner in the buying and selling of options contracts? Is it the retail investor? Or might it be the large trading houses who hire PhDs to run super-computers, and who have superior market access with vast liquidity and resources?
It is not uncommon for investment bank trading desks to go entire quarters without losing money. There are many ways that the large traders legally arbitrage the financial markets, enabling them to book vast profits on a very consistent basis. Large traders hedge their investments by trading options to build delta- and gamma-neutral portfolios. As a result, each option expiration day becomes a TIMESTAMP for these large traders to maximize profit and purge risk.
Here is what subscribers are saying: