Options & Derivatives Social Media and Updates
Options & Derivatives Social Media and Updates
Options & Derivatives Pulse
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Tuesday recap
EMAIL DIGESTS
Daily
Every morning
Weekly
Tuesday recap
CL had OD/ID BO pattern, but no range expansion (yet)...significant zone comes in well below. https://t.co/vLjGgmEMpf
Interesting (to me anyway) that the front months are coming down from the recent highs, but the back months are holding their premium. Mid-term elections? https://t.co/I5WS2ewLoF
RBOB gasoline futures down 1% YoY... very likely to turn up YoY in the weeks ahead... $3 pump prices absolutely coming $UGA $RB_F https://t.co/H5sX1paGVU
$LOW "Trade Idea 3: Buy the February 27 Expiry/March 295 Call Calendar ($3.10) and sell the February 27 Expiry 270 Put for 90 cents." Feb calls expire, puts on edge, may need to roll down and out. Leaves a...
Good morning, That was prob one of the funniest SOTU's ever 🤣 but with it the vix rejected $20 and we saw the market get bullish & now the final boss...Nvidia's earnings which I'll post the call and put at 3...
📺 THE MARKET IS COILED AT RESISTANCE AHEAD OF $NVDA $SPY is still trading within a clearly defined range, around $689, just below the $690 resistance. The key question today: do we clear $688.35–$690 before Nvidia earnings, or does the market...
The secret hedge funds use to detect market regimes... A 37 page PDF reveals everything:
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 futures are up 18 after the range held again yesterday, with 6815 proving support. Now we see if it can clear 6916 and hold it ahead of $NVDA earnings tonight, with the top end of the range at 6993–7002....
Bought Nifty 2nd March 25600 CE....🔥 Avg: 191.40. Currently in loss. Risky trade, no denial. >> Plan is simple: holding till expiry or target as long as Nifty spot sustains above 25500 on DCB. Now it’s about structure, not emotions. Let’s see how the market...
I think that the markets will remain boring until Friday. A tremendous options expiry will take place, which probably puts an hold on the markets currently for #Bitcoin, and especially $ETH. Break $65K would be a strong trigger for upside. https://t.co/bSkofNzse4
Didn't want to mention or interact with this at all till after it was done, but this kind of betting definitely adds a weird angle to launching a project, we had so many people in discord asking about FDV that...
Notable FX option expirations tomorrow: 2.9 bln euros at $1.18 $2.85 bln at JPY156 A$2.8 bln at $0.7000 and A$2.5 bln at $0.7100 $470 mln at CAD1.37 GBP450 mln at $1.3550 $1 bln MXN17.29-MXN17.30 Listed on DTCC https://t.co/bSx6eAhEKQ
Leveraged ETFs: The Last Stronghold of the 1% Fee.. check out how the asset-weighted avg fee of 2x ETFs is actually going UP. Only category totally immune from Vanguard Effect, which explains the $1b in ann revenue and the torrent...
Today's spaced repetition is a socratic walk-thru of a situation where you could spot a hidden option AND also realize when something that looks "wrong" makes sense (in this case the premium to NAV)
How to create your own "mini" hedge fund with algorithmic trading and Python A thread 🧵
$VIX up more than 7 points from the low on Christmas Eve. 2x long vol (UVIX) actually dropped for the first part of the $VIX move higher and is up only a measly 11% overall. https://t.co/Id9MP45k4L
$HD "Trade Idea 2: Buy the February 27 Expiry 380/385 Call Spread ($3.X.05) and sell the February 27 Expiry 360 Put for 30 cents." puts expire. Sell to close call spread near $5 or watch to max out Friday
$ES_F Mean-reversion signals. No signal after yesterdays' close. +22% YTD, +50.6% since inception on May 21, 2025. One contract/$50K. Strategy is free for mean-reversion subscribers. Link in reply below. 👇
"We are already starting to see stress build in the derivatives market. $SPX fixed strike volatility has risen by roughly 1.5 vol points across the curve, while $SPX put call skew remains near its year-to-date highs" @t1alpha https://t.co/wXfaVxC4VW
Historically, #BTC has filled its CME gap in 95% of cases. Will it close it this time? https://t.co/MN9XIT2uVx
The opening range breakout strategy does not perform the same on every market. Backtesting the 3 minute ORB on Nasdaq futures versus Gold futures showed a clear difference. Nasdaq produced a higher win rate and a smoother equity curve with consistent expansion...
The premium is a lot more than this The large home builders structure their contracts as options rather than outright purchase. 2-3X is not uncommon
New: Kurv files options based income ETFs on a bunch of likely 2026 IPOs. SpaceX, OpenAI and Anthropic https://t.co/D7HkiQNfBo
New: @USCFInvestments files for a an Iron Ore Index Fund. Will invest in Iron order futures contracts. https://t.co/RHtnD2joQb
In recent years, a new form of 'synthetic' lending has emerged as a potential alternative to margin loans or SBLOCs for short- and medium-term borrowing: The "box spread". https://t.co/xmNXcFkoUQ Kitces Nerd Ben Henry-Moreland shares the mechanics of box spreads, why the...
I vibe coded a widget to show the idea of the blog post below. It simulates yield curve evolutions and equity market returns. Then it plots the distribution of annualized returns and volatilities over a given horizon using...
Option 👀 My first stop is our Today's Markets page. My default watchlist is loaded so all metrics snapped to that. Volume list shows notable volumes (XLU 48 calls opening traded size today) Trade Ideas classifies based on vol surface signatures we...
$DSPX $OIH the miracle of dispersion/factor and narrative herding- OIH, oil service companies (and XLE) have stopped caring about the price of oil https://t.co/KSEm3I1wDU
Nvidia (NVDA) late day buyer over 20,000 March $205 calls $4.60 to $4.70 Sheesh, what are they going to say
S&P Global (SPGI) back to lows seeing 1000 April $370 puts buy $6.99 Likely a guy releasing a vibe-coded credit ratings system
$NVDA absolutely flat over the last six months. Can earnings this week finally move them out of this range? The option's market is projecting a (+/-) $12.60 move following the report (Based on 02/27 exp).
There’s still time to review key deductions and strategies for 2025. This guide can help you get started. https://t.co/iFENgYm9YE
73% downside day at noon. Unlike the snowstorm, a nothingburger. DVOL/(UVOL+DVOL); Lowry’s definition. Data per https://t.co/iX5L1DJIjD. See https://t.co/7TpOm9eA5A for explanation.
Today's spaced repetition ties in well with @dampedspring fantastic commodities post yesterday. For example why amazing diversifiers likely have negative risk premiums
$KRE from my Feb 13th morning note: "So, when vol gets crushed, it’s time to reload put flies for March. And, to tie this all in, a nice trade for all of the above are some KRE negative deltas, because...
Adding to Index Short Calls @thestreetpro With S&P cash +5 handles I am adding to my Index short calls. By Doug Kass Feb 23, 2026 9:39 AM EST @dougkass @tomkeene @business
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
90% of Nifty option buyers don’t lose because of wrong direction. They lose because they don’t understand Implied Volatility. >> If you trade Nifty 50, read this thread carefully.... 🧵👇 #Nifty50 #OptionsTrading #IndianStockMarket
As of Fri's close, the SPX sat just 0.99% below its Jan 28 all-time high (~6,978.6). Yet everyone's screaming "chaos & uncertainty"? Blue = mkt-cap wgted avg "VIX" of the 500 constituents (now 38) Orange = standard 30-day VIX (17.6) Green =...
The Gift Nifty fools think India will get some special deal You try to dishonor a deal with the US and see what happens. That will surely get you the lower circuit in Gift futures overnight. The stupidity of markets. I am not saying...
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
“Low put/call = euphoria” is an outdated shortcut. Equity put/call: 0.65 (Feb 20, 2026). VIX: 20.23 (Feb 19). That’s selective hedging, not carefree positioning.
“Low put/call = euphoria” is an outdated shortcut. Equity put/call: 0.65 (Feb 20, 2026). VIX: 20.23 (Feb 19). That’s selective hedging, not carefree positioning. https://t.co/V7FSThxtRN
A fascinating chart. Non-commercial traders, primarilly hedge funds and institutions, are currently at one of their most extreme net long positions in #Bitcoin in the entire dataset. The red line has plunged deeply negative, meaning the "net short position" is...
January Natural Gas vs. Lower Energy, Rates Goals - The January natural gas future (Jan27) is typically the tip of the price curve and will be tops in relevance around the US midterms, with a potential downward bias. Preexisting trends...
Markets are trading a binary Trump headline risk, says @Ole_S_Hansen Oil isn’t moving on fundamentals alone—traders are loading up on upside calls while inventories draw hard. When positioning shifts this fast, volatility is the signal, not the noise. https://t.co/Lan48DvOA7 #OilMarkets #Brent #WTI...
#ETH currently has two CME gaps above. The first sits around $2,300, and the second is near $2,700. https://t.co/63ya8SRzpS
The market sentiment for Humanity flipped bearish 2 days ago. Support is identified, offering a compelling short opportunity of approximately 35% (more with leverage). #Trading #ShortOpportunity #IvanClips https://t.co/vNtVS3D8mw
📈Funds turned bullish across U.S. grain & oilseed futures and options through Feb. 17, their first collective long since early December. This was driven by surging optimism in soybeans & soybean oil and waning pessimism in the grains, especially corn....
