Options & Derivatives Social Media and Updates
Options & Derivatives Social Media and Updates
Options & Derivatives Pulse
EMAIL DIGESTS
Daily
Every morning
Weekly
Tuesday recap
EMAIL DIGESTS
Daily
Every morning
Weekly
Tuesday recap
US equities are only starting to sneeze. When it does, droplets fall everywhere, and you get infected. S&P500 and the CBOE Put/Call ratio. #SP500 #PutCallRatio #StockMarket $SPX $SPY #GlobalMarkets #PutCallRatio #TechnicalAnalysis #indiacharts https://t.co/hkGs4mAlj7
$VX 30 was tested overnight but VIX futures reversed from there. May still be a spicy day ahead of us. https://t.co/NDJwW1XZhG
GAMMA @t1alpha If you don't know where Gamma and its Throttle are, you really don't know how to manage risk like Macro Pros @Hedgeye do https://t.co/fU17MkB83v
Basically; 2026 was supposed to be the year where you bought carry in 26 STIR contracts, and cash bond curves would steepen. Best laid plans and all that.
10 Yr Note Futures fall again (-13.5/32's to 112-00+) Since tagging 114 and seeing the UST Active 10 Yr Note fall under 4%, it has been a steady reversal aided by the war in the Middle East. https://t.co/aX13QG6ARo
23800 was a crucial support for Nifty50 and it’s been brutally broken today 😬 >> Holding 10 Mar 23900 PE, avg ~195.50. Option already spiked to 325.95, largely driven by gamma expansion + IV spike after the breakdown...💥🔥 >> Current plan: looking for...
Brent crude futures LCOc1 climbed to a high of $119.50 per barrel and U.S. West Texas Intermediate (WTI) CLc1 to $119.48 a barrel.
Oil and S&P 500 Futures Extend Tumble to Start the Week – Is Sentiment Giving Way? Wrote this week ahead article on an airplane with awful wifi... https://t.co/PoHGRgI2oL
The Brent crude prompt timespread is currently over *$9/bbl*, a new all-time record. Timespreads measure the steepness of the crude futures curve, which at the front (prompt) reflects how tight—loose if neg—the spot market is. The oil market has literally never been...
Reminder, oil futures once traded at negative $42 a barrel. And if the meme stock traders get a hold of this thing who knows where it can go?
Stocks don't open for 12 more hours, but with futures -125 the S&P looks like it will gap down through the Dec. low; a low which became even more significant after Wednesday's bounce off its corresponding support. And if the...
US oil futures are now on track to rise +60% this month, marking their largest monthly gain in history. https://t.co/P4ciDNwr85
Losses for stock futures accelerating Nasdaq futures now down 2.3% S&P 500 futures down almost 2%
Every single time the VIX soars and panic ensues there has been a tremendous opportunity for investors. Buckle up. That moment may be coming soon. 🙏🏻👊🏻💪🏻
After adding more than $40 a barrel in a little more than five trading sessions, the nominal record for West Texas Intermediate futures—$145.29, set on July 3, 2008—no longer seems out of reach @WSJmarkets https://t.co/rlxj1lnh5N
📈Speculative bullishness across U.S. grain/oilseed futures is at a three-year high, but funds haven't even begun to tap the potential that lies in corn. Does this mark the start of a run-up in corn? What could be the limiting factors? I covered...
[looks at Brent curve] Gary Gorton voice: "investors can earn a risk premium by buying distant commodity futures at a discount to spot"
If the front-month WTI crude oil future matches natural gas’s 100% gain in 2026 to its January peak, it would reach about $115 a barrel -- then what by the midterms? Gas has reversed all of those gains. Spiking crude can be...
Hey energy experts, what's the lag, in days, from a change in wholesale gasoline futures to retail (AAA average) prices? And what's a good rule of thumb on the spread/mutiple between the two? (Answer in DM's if you prefer.)
Oil futures surge above $100 for the first time since 2022 🚨 🛢️ Brent contract jumps more than 10% as the conflict in the Middle East continues https://t.co/KgPOv96YdC
“We see no reason to actively add equity exposure at this time as risk/reward will improve from either price action or a path to de-escaltion forming:” Citi’s Kaiser. The oil VIX reached its highest level other than during COVID since...
OK. Pending apocalypse or local bottom? @Nations_Indexes TailDex ($TDEX aka crash put) hit 30 on Friday with $VOLI (ATM vol) at 22.58. TDEX level is 97th percentile and spread above VOLI also 97th percentile. You don't need to look far...
🚨 BITCOIN CME GAP Current price: $67,000 CME open: $68,400 As it stands, Bitcoin will open a sizeable gap tonight https://t.co/rOL85QHEJw
Moontower Sunday pitchfork CLAWback In this issue: 🌙half-baked AI thoughts 🌙making your own teacher 🌙a satisfying derivation of the 80% straddle rule https://t.co/K5xTbWQpU1 refs: @outlieroptions
Kalshi markets on oil futures is crazy because it’s a 2nd derivative. Current oil price-> CL futures (first derivative) -> Kalshi (2nd derivative). Leads to very odd dynamics if Kalshi markets get big enough
Understanding @flyingtulip_ new raise model; TLDR; Market Cap: $2k FDV: $175m Volume: $33.5m 2 weeks in (and brutal markets) and yet the token looks boring (by design). Volume is tiny (by design). Comparative projects that raised and TGE'd in the same time-frame are on average significantly...
And here's my version using $VIX, VX30 (constant maturity VIX futures) and SPX RV21 that's ~ 30 calendar days. https://t.co/e8dCY61qju
With vol high/skew high but OTM calls also high and with equities in a minor drawdown those with undiversified max long U.S. equity portfolios are whipping around "options" trade ideas as the solution. Looking for ways to hedge. ...
If you sold long stocks on Friday and bought 10d 3 month calls at equal notional you are going to underperform badly in most right tail events. Doing it delta neutral is highly likely to get destroyed in most...
Since my client warning, VIX has risen 70%. and because I warned two weeks ahead that IRAN RISK IS NOT PRICED IN, clients got to take full advantage of every dollar of the largest weekly gain on record in data going...
The $VIX: $VXV ratio spiked to 1.07 on Friday. That's the biggest volatility spike since the April 2025 crash low. Last March it had an initial spike to 1.08, dropped to 0.90, then spiked to 1.27 in April, but this...
Market stress is surging at a rapid pace: The spread between the average 9-month volatility of S&P 500 stocks and the S&P 500 index's 9-month volatility is up to 18 points, the highest since 2008. This spread has DOUBLED over the last...
One interesting thing I noticed in Friday’s EOD option chain for Nifty50 (10 Mar expiry)...🤔 >> Look at the marked Option, closing around ₹439.85. Based on basic OTM risk premium / volatility structure, this option’s theoretical fair value appears much higher... >>...
VIX closed at its highest since the Apr'25 tariff (and above the +1 StD level).
If Citrini publishes a substack post this weekend about an extended Strait of Hormuz closure scenario S&P futures are going to open Sunday night limit down huh
The $VIX increased 48% this week, the 21st biggest weekly spike ever. What has happened in the past following the biggest $VIX spikes? Stocks have tended to bounce back with above-average forward returns. Does this always happen? No. There are no certainties in markets,...
So there's no exact playbook for trading against the crowd but I try to share some decent probability setups and wanted to attach notes to them. 1 thing I'd say is it doesn't need to be super complex, but you do...
It's the weekend and the TradExchanges' computers must caddy for their humans on the golf course. But @HyperliquidX is always open for trading. The oil perp CL-USDC is where price discovery will happen this weekend as bombs continue to fall...
The VIX has entered backwardation with the S&P 500 only -3.65% off its 2026 high. $VIX $SPY $SPX https://t.co/WsMfvN6wRa
Oil surges 35% this week for biggest gain in futures trading history dating back to 1983: CNBC $XLE $USO
Andy makes a great point here around potential L/S positioning in the oil and gas space. I think chasing the physical commodities up a tree here is dangerous but I still really like oil and nat gas equities for two...
No one knows the future direction of the stock market from here. What matters is the system and the stop-loss, whether pre-defined or imposed by some indicator. $SPX #ES_F
Okay. I've been seeing this make the rounds. It is just a large misunderstanding of the second graph, to the extent that it's drawing the wrong conclusions. The price of electricity from solar and wind in the US *has* flatlined...
Nifty50 10 Mar option chain at today’s close shows ATM IV above 20. That means option premiums are already elevated and the market is pricing serious uncertainty...Add crude oil above $90/barrel, and the macro backdrop is getting tense.😬💥 High IV +...
A Cboe measure of crude oil volatility has surged to its highest level since 2020 https://t.co/4FBZMvXK9Y
(PREMIUM) "Tactical Update: March 6, 2026 - The Long & The Short Of It..." Adding some longs & some shorts this A.M.... via The Lyons Share https://t.co/I3veVBLlHY https://t.co/AqMtKshBK1
Members MRVL - Close Call Spreads 5.40, +80%, pretty good pick in this mess ha
$VIX Mock cheer for COR1M, up from the dead/all time lows during earnings season to last spring and last Nov levels https://t.co/Ykw6arRCk3
$MRVL "Trade Idea 1: Buy the March 6 Expiry 75/72 1×2 Put Spread for a 5 cent credit.' a bust, looks to expire
$COST "Trade Idea 1: Buy the March 6 Expiry 980/967.50 1×2 Put Spread for a 5 cent credit." sell to close a 980/967.50 put spread on any strentght in stock. Let IV fall then can buy to close remaining...
