S&P 500 Options Hit Record $15B Positive Delta
S&P500 options registered +$15 billion positive delta today. Highest I've ever seen. That is nuts. https://t.co/gAFHpty8kz
Friday OPEX May Disrupt Options Amid Market Rebound
While the market has rebounded from recent lows, Friday's monthly OPEX could shake up options positioning — delivering a meaningful impact to the broader market. Get the full breakdown with SpotGamma, live at 1pm ET today: https://t.co/nDCjAQLXcO
SPX Holds Positive Gamma; 7025 OI Leads Upside
SPX overall positive gamma still holding. -7,025 is the biggest 0DTE OI right to upside. -Downside eyes on 6,965 Now trial it in BLOOMBERG: APPS SPOTGAMMA Updating every minute of every day - not that stale bank stuff + see SPX gamma map +5...
SPX Straddle Cheap Despite Recent
Tomorrows SPX straddle is $41/58bps SPX last 2 days: +111bps +100bps also VIX EXP tomorrow
TRACE Predicts S&P Resistance, Confirms Flat Close
Two hours before Thursday's close, TRACE showed a massive call position that formed overhead resistance at SPX 6,830. Sure enough, the S&P 500 hit that level and flatlined into the close. TRACE unlocks that same edge for S&P 500 traders every day...
Second‑largest VIX Expiry Since 2020, 1.
Tomorrow AM appears to be the 2nd largest VIX exp since 2020, including ~1.9mm puts which are concentrated in the 20-17 strike range. This, as VIX is 18... 1-month lows https://t.co/zBsYODY5nH
Futures Slip 1% While Straddle Expects 0.81% Move
futures open down 1% and the straddle is currently pricing in a move of 0.81% no one cares about your middle east doom
Volatility Crush Fuels 3% S&P Rally, Hints Ahead
Last week's vol crush sent the S&P 500 surging 3%. Read up on the mechanics behind the rally — and what they could mean moving forward: https://t.co/Lv07xyrLge
Investors Misread VIX: Fear Indicator vs Trade Asset
i think there are a lot of people now conflating VIX as a fear indicator vs VIX/volatility as an asset class and the idea that "don't people get whats going on?" im sure they do its just not today's problem...
6830 Emits Billions of Gamma Rays—Few Knew
There are those that knew that 6830 had billions of gamma and those that did not https://t.co/lMQgrq5vbK
Live in 45 Minutes: TRACE Reloaded Reveals Market Truth
We are going live for TRACE Reloaded in 45 minutes. Don’t miss your chance to see what’s truly behind today’s market: https://t.co/hA4hvasgi0 https://t.co/vHA7nAA2q6
SPX Above 6800 Triggers Heavy Selling, Below Supports Buying
In terms of SPX buying/selling pressure the key thing is that >6,800 the pressure gets heavy (darker red) which builds up into the billions of delta notional selling. Its light buying support below ~$500mm of delta buying below, selling above =...
NVDA Call Implied Volatility Still Low vs Rich Index Options
Index options are relatively rich single stocks seem cheap this is the ~90DTE NVDA ~5 delta call IV since 2024 https://t.co/LKZoIvKcjG
Deal Announcements Thrive on Market Dips, Not Peaks
see you don’t announce deals at the market high or else no money to be made. market tanking is a sign they’re about to sign https://t.co/wrLPTeHTYd
TRACE Flags Ceiling as S&P Rally Stalls at 6,650
Market rips, TRACE flags the ceiling. On March 23, the S&P’s sharp rally in the morning stalled out at heavy resistance near SPX 6,650. TRACE + HIRO showed dealer selling taking hold, and the market faded lower. Join us April 9th...
