Turning META Bullish Flow Into Profitable Trade with SpotGamma
Check out how SpotGamma Contributor Doug Pless turned bullish options flow + key support in META into a winning trade, using: • Compass to generate the trade idea • Options Calculator to model the PnL • HIRO to time the execution Read the full breakdown at: https://t.co/yE6Vf7prKn
Higher Rates Worsen, Not Fix, Credit Problems
Question from a macro-ignorant options guy: Credit issues get better with sharply higher interest rates, right? https://t.co/UdR6NlJ6OR
Live: March OPEX Analyzes FOMC, Options & Expiration Impact
Don't miss March OPEX Live, today at 4:30pm ET. Join us for a breakdown of today’s FOMC reaction, options pricing in the face of global conflict, and why Friday’s expiration could impact markets. Join us live at: https://t.co/55HHarmCC7
$1.2T OPEX Expiration Looms Amid Sky‑High Vols
Friday's OPEX has $1.2 trillion in delta notional set to expire. Given highly elevated vols, this expiration could be highly impactful. Don't miss our March OPEX analysis at 1pm ET tomorrow: https://t.co/55HHarmCC7
Rising Oil and Token Prices Preserve White‑collar Jobs
oil goes to 200 token costs go 10x all the white collar jobs are saved
Vanna‑driven Rally May Thrust SPX Into the 6,800s.
It *could* be a big week for a vanna driven rally into the 6,800s. Note here how VIX spread to SPX movement (RV) often contracts around VIX exp, which is this Wed. We've unlocked the AM Founder's Note to explain our...
SPX Slides Below 3‑Month Range Amid FOMC, Iran Tensions
SPX has broken solidly below its 3-month range. This next week brings expiration dynamics and FOMC, with the backdrop of geopolitical risk from the Iran conflict. Where could this market be headed? View our weekly analysis at: https://t.co/f2As6iRdoD
Market Fear Peaks: Gap Widest Since 2000
Either the crash the market is pricing in arrives — or this is peak fear. Why? VIX at 32. SPX moving at 14%. The gap between fear and reality is the 5th widest since 2000: -Jan '09 (GFC): +24.4 -Jan '21 (Meme...
Iran Conflict Shatters Fragile S&P 500 Range
The S&P 500 spent months holding in a tight 6,800–7,000 range, yet the options market signaled fragility beneath the surface. The Iran conflict finally broke the equilibrium as we saw play out last week. Check out our weekly analysis: https://t.co/UMX9NhD0Z1
Weekend Risk‑off May Trap SPX at 6800
risk off into weekend...lack of conflict over weekend may push SPX back into its 6800 box
Call OI Climbs as 0DTE Puts Curb Put Accumulation
TLDR: Call OI keeps going higher while Put OI does not. These PC chart on X differ in a bunch of ways. What "S&P Ratio" specifically means can differ: are you including SPX options, is it single stocks only, is it...
VVIX Above 125 Signals 5‑Day Positive Returns
VVIX >125 this AM correlates with pretty positive forward returns >=5 days out https://t.co/FCX5fvZMOi https://t.co/Tn8krhl4YQ
0DTE Options Transform Index to Stock Trading
The rise of 0DTE options reshaped index trading — and that evolution is now extending to single stocks. Join us today at 1pm ET as we go live with Mat Cashman of the OCC to break down this structural shift:...
Crisis Mode Returns: US‑Israel Strikes Ignite Market Volatility
Markets are back in crisis mode with the US–Israel strikes on Iran dominating headlines: global risk assets are reacting, oil prices are spiking, and S&P volatility is alive. Join us LIVE at 6pm EST as we break down how ES futures...
Software Vols Drop Post‑Earnings, Bullish Call Shift
Viral Blog Bottoms? If you look at the software vols, we obviously still see some very high IV Ranks but those should come down today now that some earnings have passed. We'd argue lower IVs in this space generates a bullish...
Viral Blog Sparks Short‑
two thoughts: 1) viral blog post shorting in the hole? 2) funds, apparently short these stocks, helped with the article 🤔? clarification needed. tbd but fun to watch. https://t.co/SCzhCMC5Fo
Software Volatility Premium May Boost SPX to 7k
CRM and NVDA report tonight. I think the VRP in software stocks is interesting, as the vol is now higher that during the Apr 24 crash. Options spreads could do well even if the stocks disappoint. You can see this in...
SPX Unfazed by Software Slump, Dispersion Signals Warning
If you could plot "vibes" vs SPX price action, yesterday had to be an outlier Sure software and payments were down - but the SPX really didn't care Thats the dispersion that everyone has been talking about for weeks If SPX<6,800 then maybe...
SPX Near 6,800: Downside Pressure Builds After 1% Drop
Here is the live look for SPX. Some covering here after the ~1% decline the fuel is there for downside spice, but the previous 10 attempts at this level bounced (bend)... <6,800 remains the place where its likely a break https://t.co/6N5sVTgJ0t
Record Realized Volatility Gap: Stocks 25 Points Above Index
the realized vol spread of the average single stock vs index just broke to the highest level on record with avg stock realizing ~25 vol points over gs via @zerohedge https://t.co/KVW5ZluLpt
Gamma Signals SPX Stability at 7,000, Upside Possible
Dealer gamma indicates stability through SPX 7,000, although expiration dynamics and a potential put skew unwind could trigger reflexive upside if that level is breached. Read our full weekly analysis: https://t.co/sk0ViuP0W7
Balanced OPEX Shows No Clear Call or Put Dominance
This OPEX is a fairly standard size OPEX, with about $600 bn on delta expiring. That's ~1/2 of a quarterly OPEX. You can see that calls and puts are relatively equal in size (right side), which makes sense based off...
VIX Lags Behind Single‑Stock PC Ratio Indicator
In the spirit of committing chart crimes, here is the single stock PC ratio vs the VIX (green). VIX, a proxy for SPX IV, is clearly lagging. Likely unrelated is that VIX exp is tomorrow... https://t.co/ygiUeMv38z
S&P's Calm Mask Hiding Rising Dispersion and Volatility
The S&P 500 may appear calm on the surface, yet index-stock dispersion has increased dramatically and SPX has now slipped below the critical 6,900 level. With put skew rising and VIX expiration ahead, volatility risk is building. Read our latest...
0DTE Options Dominate SPX Volume at 70.5% Record
SPX 0DTE set a record at 70.5% percent of total SPX volume on 2/11. https://t.co/Mt3ulp1iSt
Rising SPX Put Skew May Push VIX to 30
SPX put skew is really starting to warm up here, while ATM IV remains relatively subdued. If SPX 30) https://t.co/p9qsHp8nHk