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Tuesday recap
I currently estimate the notional size of the crude oil futures short the US government ends up putting on to be roughly whatever $10 billion in margin gets you. Attached tweet unrelated.
Oil volatility is back 🔥 One VWAP Bounce this morning paid before 8AM. In strong trends, VWAP becomes dynamic support, not mean reversion. Most traders fade it… Professionals buy the pullback. Comment VWAP and I’ll send the free guide + Discord. #trading #futures #vwap
First scores on doors I've seen ... and it's boringly close to what we have been telling readers in the past week. At the current futures curve in oil, you get 2.3% in 2026 (roughly), with gas not doing much...
Today's "Future prices are not like other prices" by @ByrneHobart is an outstanding preamble to tomorrow's moontower titled: oil options and the raw gamma paradox 🛢️🧩 a post that sniped me from whatever i planned to write about Byrne's post is free: https://t.co/ekmCXjtQQ1
You get a different result from the CME tool (derived from a simple probability-weighted average) if you use options prices in the Atlanta Fed's tracker As of Friday, options prices implied a rate hike had risen to around 23%, from 8%...
i picked up a few $ORCL 4/17 $175 call options yesterday before the close & the pending earnings report... amazing how fast option prices can move with a ~+13% gap in the stock this morning... the calls i bought for...
📺 $ORCL EARNINGS TRADE & WILL MONEY ROTATE TO $IGV? In this Short video, I go through my defined-risk earnings trade in $ORCL using a $160–$170 call spread that costs $2 and could return $8 if the stock closes above $170....
Futures are at their lows of the day, but everything's quieted down since the start of the week https://t.co/sqcA2J1f9o
Nifty50 March futures settled at...132 points premium over spot. >> Traditionally this reflects healthy implied financing (r − d) in the system. In simple terms, funding conditions are comfortable and there’s no aggressive demand to short futures. >> That usually aligns with...
Absolute insanity: In just 2 hours, oil prices have now fallen -$10/barrel and risen +$11/barrel, with prices now nearing $90/barrel again. This is unprecedented volatility.
Software (IGV) buyer 40,000 August $80 puts $5.40 Oh god, what is Claude about to do next
A lot of people ask me for higher volatility alternatives for "capital efficiency" reasons. And on it's face, it makes sense. Instead of putting $100 in a 10% vol strategy, you can just put $25 in a 40% vol strategy. But there are...
Brent becomes extremely volatile amid confusion about war’s duration Brent futures traded in a record daily range of more than $35 per barrel on March 9, as traders reacted to conflicting signals about the closure of the Strait of Hormuz...
SPX is up 100 handles since Friday close. 10 Delta "right tail" 3 month calls are unchanged. The right tail was more than fully priced. If you are congratulating yourself for "calling" a taco/war cessation or whatever....
Nothing has changed: the bounce was predicted on mechanical put monetization NOT fundamentals. Now we wait for VIX to base & move higher as posted for clients on more active timeframes. ;-) But big picture, risk has only increased for investors....
You didn't have to be a genius to look at the extreme backwardation in the Futures curve for crude oil to call the current price spike temporary, and overdone. #CrudeOil
If you are bullish crude on reescalation, this is the buy zone .. Equilibrium in CL1 should be 83/92 .. Single prints yesterday on trump comments in the 91/92 area. Below $75 (the first Sunday gap when the war started)...
Top 5 IBIT options traded today (by volume and by notional) are all calls: https://t.co/LW4IxoGyqb
🚨 Call options on oil DO NOT indicate significant interest above $120/barrel. signals optimism oil-price rise may be contained. https://t.co/nlL7YR1ZsA
Very rarely in my 32 years have I seen hedging off risk in another commodity work out. Sometimes it does, but not often. If you bought #soybeans Sunday to protect against rising crude that "hedge" is quickly deflating.
Spot VIX is lower but VX futures are higher. WTF? Well, the March contract is moving closer to expiration so the gap to spot needs to start shrinking. Futures will have a hard time unless and until spot drops a...
Senior Loans ETF (BKLN) buyer 7500 Oct. 19/16 put spreads, been a play on credit worries
From @Cboe: Monday's option volume of 72.4M contracts was 5% above recent average levels, with calls leading puts 8 to 7. Among the 500 most liquid single stocks, 30-day IV was higher for 256 and lower for 199.
#ES_F mean reversion strategy update. 13 trades since inception (May 21, 2025), 50% return (1 contract/$50K), 21% YTD. Sharpe ratio is 1.67. Link in reply below 👇 https://t.co/kptIfdqx6F
LATEST: Oil-linked perpetual contracts on Hyperliquid recorded $1.29B in 24h trading volume, surpassing ETH. Source: @Cointelegraph https://t.co/SjSRZQdxTb
Massive Short Cleansing or New Bull Market? Crude May Follow Gas - The invisible hand can be quite efficient in autocorrelated commodities, and crude oil and corn producers may have just received a chance to hedge and bring on more...
Funding rates in #BTC futures indicate local oversold conditions, according to data from CryptoQuant. https://t.co/uNn1ErbfZf
Oil and Silver Futures cross back over in the $80's. Can't make this kinda stuff up if you tried. April Crude $85+, May Silver $89+
Crude Oil WTI Plunged by 24%, Back Below $88, from $116 Overnight. Gasoline Futures -16%. Manic Speculation Unwinds. The Futures Market is where the Imbeciles go nuts. https://t.co/uWAJTgQkXb https://t.co/EdZk8SVqd6
Carnage in the short-vol trade. The Mar–Apr $VIX futures calendar spread collapsed through -$2, printing a > $2.50 weekly range and a -$3.18 low. That’s roughly a 6σ move, meaning the probability was at ~0.0000002% Translation: the volatility complex violently flipped into...
A week ago I sent some questions to Blue Origin about its "monopoly money" stock options program. An hour ago, CEO Dave Limp tells the company they're launching a new stock options program. https://t.co/nNipz4qTtQ
🚨 Oil just woke up. Biggest weekly move since the 1980s Then another 12% move today. Perfect trend day structure: 📈 Momentum leg 📉 Pullback to +1 VWAP deviation 💥 Buyers step in 🚀 Continuation higher Those were clean PDC trades all day. Pulled 6K trading CL today. Comment VWAP...
South Korea ripped off the 50-day. 11:20am sweeper bought 149K of the 3/27 150C. Feels like the same trader who nailed the short last Monday. Reminds me of the old $DIA sweeper from back in the day. If you know, you know. $EWY https://t.co/35pRSiDF13
A different cut of the same idea, using options prices that reference 3-month SOFR via the Atlanta Fed's tracker In the one week between Feb. 27 (the day before the first strikes on Iran) and Mar. 6, the probability of at...
Did you raise cash last week or did you sell vol, deploy cash, and sell put spreads?
Puts have been selling off since the open on Mag 7, totaling $64M short-dated single-leg Puts sold today. 👇
$15M Call Spike on $SPY just before close. Trump said, “I think the war is very complete, pretty much.”
Crude Oil Futures could be unchanged soon $93.66 after the high of $119.48 kinda like that day in Silver Futures
Insane moves no longer insane, Silver tame today.... Silver Futures +$5 from LOD E-Minis +132 from LOD
Tiny bit of improvement from VX30/VIX. Watching to see what the next two hours brings. https://t.co/6We2gflp6M
Oil price futures, 2 years out: White: current blue: a week ago purple: 6 months ago Source: Bloomberg. https://t.co/IjF2clfIGe
$VIX weekly - When did we see it pop above 30 on Monday, then sell off for the rest of the week before? That's right. August 2024 and April 2025. https://t.co/a6U74uaYNp
$USO and $SPY pair trade in @IUTraders $SPY calls $1.7x's to $5.30s $USO $123.50s to $114s Here is bias/entry and game plans Nice work @CorleoneOffer https://t.co/IkJphEY3xo
Vix front contract is 28 SPX Level 6650. Down 4.6% from ATH Which one is "wrong"
The VIX just hit 30. It's only been this high a handful of times in the last 20 years. Every single time was a great buying opportunity. VIX above 30 = buy VIX above 40 = go all-in VIX above 50 = do everything you...
1Y zero coupon inflation swaps have jumped (obvi) as oil prices surged Much more surprising to me is that 1Y1Y inflation swaps have risen That is, this isn’t a “price spike = recession” move All this while the super-backwardation in crude doesn’t...
Hedge funds realise some profits as oil prices climb Hedge funds and other money managers sold Brent futures and options last week to realise some of their profits on former bullish positions as prices surged after the United States and Israel...
$ES_F down to the 200 day MA and a bounce for now. TBD where it ends up... https://t.co/bWFRDuQQ4U
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...
Here's the spread between spot VIX and the front month future. Positive spread is bearish. https://t.co/598aRc7d3r
