Uploaded July 2024 | Updated September 2026, 8 hours ago
MentorQ's Fabio Ruggeri reveals how options gamma exposure creates hidden support and resistance levels that institutional traders exploit - and how retail traders can now access the same data.
► Full article: bettersystemtrader.com/uncovering-hidden-market-reaction-zones-with-fabio-ruggeri
In this episode:
• How market maker delta hedging creates reaction zones invisible on price charts
• The Net Gamma Exposure model - backtested 87% accuracy on SPX range bounds
• Why even non-options traders need to understand options flow to trade better
0:00 Introduction and Fabio's background
6:36 How options flow has changed price action since COVID
13:13 Market makers and how delta hedging creates reaction zones
19:53 The Net Gamma Exposure chart and primary levels
26:34 Backtesting results and statistical validation
33:12 Swing trading applications and how to access the platform
Related episodes:
• Systematic Options Strategies - Luca Giusti: youtu.be/Wjgtyx2JGoM
• Statistical Edges to Improve Your Trading - Scott Andrews: youtu.be/qR5h7rlPFP8
Fabio Ruggeri, a former Bloomberg and alternative data professional, explains why the explosion in options volume since COVID means that gamma exposure from market maker hedging is now a primary driver of intraday price action across stocks, indices, and futures. He covers how MentorQ quantifies these hidden levels, what the backtested results show across SPX from 2019-2023, and how systematic traders can integrate gamma exposure levels into their strategies without trading options themselves.
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► Better System Trader: bettersystemtrader.com
► Follow on X: twitter.com/bettersystrader
#OptionsTrading #SystemTrading #AlgoTrading
Disclaimer:
Trading in the financial markets involves a substantial risk of loss. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice.
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MentorQ's Fabio Ruggeri reveals how options gamma exposure creates hidden support and resistance levels that institutional traders exploit - and how retail traders can now access the same data.
► Full article: bettersystemtrader.com/uncovering-hidden-market-reaction-zones-with-fabio-ruggeri
In this episode:
• How market maker delta hedging creates reaction zones invisible on price charts
• The Net Gamma Exposure model - backtested 87% accuracy on SPX range bounds
• Why even non-options traders need to understand options flow to trade better
0:00 Introduction and Fabio's background
6:36 How options flow has changed price action since COVID
13:13 Market makers and how delta hedging creates reaction zones
19:53 The Net Gamma Exposure chart and primary levels
26:34 Backtesting results and statistical validation
33:12 Swing trading applications and how to access the platform
Related episodes:
• Systematic Options Strategies - Luca Giusti: youtu.be/Wjgtyx2JGoM
• Statistical Edges to Improve Your Trading - Scott Andrews: youtu.be/qR5h7rlPFP8
Fabio Ruggeri, a former Bloomberg and alternative data professional, explains why the explosion in options volume since COVID means that gamma exposure from market maker hedging is now a primary driver of intraday price action across stocks, indices, and futures. He covers how MentorQ quantifies these hidden levels, what the backtested results show across SPX from 2019-2023, and how systematic traders can integrate gamma exposure levels into their strategies without trading options themselves.
---
► Better System Trader: bettersystemtrader.com
► Follow on X: twitter.com/bettersystrader
#OptionsTrading #SystemTrading #AlgoTrading
Disclaimer:
Trading in the financial markets involves a substantial risk of loss. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice.
---
