The HIDDEN reason S&P 500 and the Nasdaq squeezed on Friday
(Not what you think)


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Sora Trades founded by one of Goldman Sachs top analysts, incorporates a systematic framework that evaluates gamma-induced directional price dislocations, directional price movements arising from gamma-hedging imbalances, and directional price amplification resulting from concentrated gamma exposure as core filters in the identification of high-quality derivatives trading setups.
By analyzing how dealer hedging activity responds to changes in underlying price levels, particularly in regions of elevated open interest and convexity, we isolate market environments in which small price movements are statistically more likely to produce disproportionate directional follow-through.
This approach allows us to distinguish routine volatility from structurally supported price expansion or contraction, thereby prioritizing trade candidates where option-market dynamics materially enhance directional probability rather than merely reflect it.
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