Andrew Hiesinger
Options specialist and QuantData founder; shares options flow and pre‑earnings positioning updates (e.g., TSLA) to contextualize potential market reactions to results.
SPY Poised to Close Within $740‑$743 Range
Tons of positive exposure above spot on $SPY, with $743 as the MVC. Expecting us to close within this range here. This morning, the expansion above $740 was pretty clear, especially an hour in, as positive exposure continued to increase.
SPY Slides to Key $735 Level, Likely to Test
$SPY just hit $735, which I had mentioned was a key level this morning. After losing support at $740, it sold off rather quickly. $735 is a pretty significant level; we can expect a few tests/chop at it, especially as...
Short‑dated Call Buying Hints Tesla $450 Target
Had some Call selling at the open on $TSLA. Starting to see some short-dated single-leg calls pour in now. If this activity continues, that MVC at $450 is likely.
Mag 7 Call Sales Hit $45M Today
Since open, there has been some heavy Call-selling on Mag 7. Net $45M Calls sold so far today 👇
Tesla Surges 3% as $20M Net Calls Flood In
Quite the rally on $TSLA, $20M in Net Calls over the past 30 minutes. Underlying is up ~3%.
SPY Volatility Cheap, but Runup May Stall
$SPY IV Rank is at 26%. Vol is cheap as we've reached new ATHs and tensions have de-escalated. The tape is extended, but fading a runup this strong isn't for the faint of heart. Let's see how Monday opens and...
Mag 7 Generates $96M in Calls, $12M Spike Near Close
$12M Call Spike on Mag 7 into the close. $96M Net Calls on Mag 7 today.
Massive $60M TSLA Calls, Yet Stock Stagnates at $400
~$60M Calls today on $TSLA, underlying just passed $400. As speculative as $TSLA normally is, I am surprised it hasn't seen a greater move.
SPY Breaks $722 Support, Reversal Confirmed
You can not make this up...look at that aggressive reversal off $722 support on $SPY. I mentioned we are watching this range this morning, the same analysis stands.
SPY Shows Strong Positive Gamma Around $722‑$725
Positive gamma exposure across the board on $SPY this morning. Elevated positive exposure remains at $725, with considerable exposure from $722-$725. Expecting some chop in this range.
Middle East Tensions Prompt $36M Mag 7 Put Surge
$36M Puts on Mag 7 today This morning, news of tensions in the Middle East sent $SPY down a few dollars.
Exited Calls as SPY Hit $720 Resistance, Momentum Slowed
Right back to where we started at that $720 MVC on $SPY. Momentum slowed on the upside as we approached $722-$723, which gave me a good opportunity to exit those calls. Analysis from earlier still stands.
Captured 55% Gain on SPY Calls
Closed out my Calls on $SPY for 55% just now. Since the open, we had that elevated positive exposure paired with clear Call divergence on $SPY.
SPY Likely to Trade Flat Around $722
Gamma exposure update for $SPY: $722 is currently the MVC, we're still in this $720-$725 range. I am thinking we chop around $722 and stay within this range. Not forcing anything else today, expecting volume to die out.
GEX Heat Map Guided 54% SPY Call Trade
Case study: +54% trade on $SPY today. Pre-trade plan: • $710 support, $715 resistance (GEX) • $715 was the MVC (on the GEX heat map) • Trigger: $712 break, Put/Call cross had no divergence. What happened: • Puts crossed Calls. No divergence. • Price broke $712....