Options-driven squeeze
📈 MarketHeavy call-option buying forces market makers to buy stock to hedge, amplifying the move.
Typical size
10-100%, then usually reverses
Timeframe
Days, often unwinding around expiry
Evidence
0 logged events
Why it moves the price
Dealers who sell calls hedge by buying the underlying. As the price rises their required hedge grows, creating mechanical buying that feeds on itself.
What separates a good call from a naive one
Entirely a flow phenomenon with no fundamental basis, so it reverses when the option activity stops — frequently right after expiry. Enormous risk for anyone arriving late.
Measured impact
Every logged event is measured against real closing prices: the move from the close before the event, compared with the S&P 500 over the same window.
Next day
Not measured yet
After 1 week
Not measured yet
After 1 month
Not measured yet
No measured verdict yet — 0 events logged. Three or more are needed before the data says anything useful.
The evidence (0)
Every row is a real event, measured against actual closing prices.
Measured from historical closing prices. Past reactions do not guarantee future ones. Not financial advice.