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
Today, options worth $5.7 trillion are expiring - it’s a ‘triple witching day’ and one of the largest volumes in recent years. This accounts for about 8.4% of the entire market, which is significantly above the usual level. Against the backdrop of geopolitical instability, this could increase volatility.
Big sentiment flip in silver riskies recently...driven both by put skew rallying and call skew getting hit https://t.co/uxFWp2eClV
USO trades in January and March 2028 are actually call butterflies today as 125/185/245 seeing plenty of upside for Oil
Will $SPX unclench up or down next week? It has been pretty consistent for a while now fwiw
Here's how I took a 1,000% trade on $SPY today. $660 had the greatest exposure on the Interval Map. $655 was the downside target. $SPY rejected near $660 and dropped near $655. Multiple times. That range held all day. In the afternoon, I entered...
GC, SI and HG will all have 7 closes below the 5 SMA today. https://t.co/9wuK7cjvOG
$FDX "Trade Idea 2: Buy the March 347.50/352.50 Call Spread ($3.50) and sell the March 325 Put for 50 cents." puts expire, sell call spread near $5 or watch max out at a 10x
It's not just a blip. Increasingly oil futures markets are suggesting that the Iran war is going to have (or has already had) effects that will last for years. https://t.co/j23M3zH7AL
Vol premium is near historic highs. But VIX is only 25. On the latest OPEX Effect on @excessreturnpod, @spotgamma explains what’s going on behind the scenes and what it could mean for the market. https://t.co/fKAHUZs21I
Good morning. I’m on the road so limited contact from me. Spx futures-25 as “Boots on the ground” gets floated. Simplify it for today. Do we reclaim $655-$657.50 to relieve pressure. Or do we see $650.50 which looks...
The swaps mkt discounted slightly more than BOE 3 hikes this year. Surely that is exaggerated. The mkt has 70 bp of ECB hikes discounted. Despite the hawks trying to outflank Lagarde's moderate tone, that too seems a...
My latest w/ @janetonthemoney on @SIRIUSXM 132 on oil: “Oil is in a backwardation, with the spot price being quite a bit higher than the forward prices... The futures oil markets are not thinking the way I am. The futures markets...
Months ago well before the war inside the oil thread there was this. At the time you simply cannot predict a catalyst let alone this one but the larger pt is odds and setups. $CL_F $GLD https://t.co/tdubAxcT6a
Asia mixed; oil volatility and Fed caution weigh, China holds LPR. Oil spike raises inflation/Strait-of-Hormuz supply risk; Alibaba weakens sentiment. Trade: hedge Asian equities with oil puts. — Viktor Kopylov, PhD, CFA More insights: t.me/si14Kopylov
Here's a question for options nerds Ignoring if it's "right" or "wrong" whether it's caused by paper flow or some expectations. Is baseline assumption in modern option thinking that each expiries vol skew represents an implied PDF and the vol...
just a reminder that tomorrow is "quadruple witching" volatility today may in part be attributed to the hedging of options traders
Alright, y'all, looks like I'm eating crow on this one. This post from @bxunit very much says it is truly exclusive. "While this is the first product of its kind, it is also the only official S&P 500 perp product, meaning trade[XYZ]...
Calls doubled on that move but reject at VWAP, likely round trip them waiting for the rip yo face off that never comes lol. But, worth the risk if it does 🤷♂️
A close below the horizontal line shown below on the chart of the June S&P 500 E-Mini may not bode well for equities..... https://t.co/sQT9z0yJfP
option flows don't always control the mkt, real bad call on Mar 5, too myopic in blowing off the macro https://t.co/hLBe0RyCYC
You can pull up this type of chart on almost any symbol and see that the VRP tends to be fatter when vol is low This is PLTR Written about it in lots of places. https://t.co/zUpvOPQB7T
For those of you trying to figure out what's going on with the Brent-WTI spread. Let me point out an old gem that helps explain it. - Different delivery date windows - Different contract expiration dates - When things are volatile, individual...
YPF now seeing buyers 3500 May $42 calls for $3.15 to $3.20, nice run already from last week write up https://t.co/4fVGR5BExA
Worst asset performers relative to their own vols in the past month on my watchlist Homebuilders, high yield credit, world equity index https://t.co/gpd005m2Yi
Moontower Thursday 🌙Sold some puts on a turd so then I needed to like look at it and stuff 🌙Exploring the link between revenue seasonality and volatility You'll find several ways of looking at data to test your own ideas. https://t.co/nO8SPhrkJm https://t.co/MMfM6hW9aP
$GLD put of the day, 450 opex from $1-30, inciting a dealer dumpathon ON https://t.co/jU8qmVi9bh
$VIX: 27.85 on March 13. 21.51 now. A 6+ point collapse in one week while oil trades near $100, the Fed just held, and private credit is cracking. Complacency doesn't announce itself. It just shows up in the $VIX. https://t.co/QOUSwv6YZ0
Ultra Crude (UCO) buyer 1000 October $55 calls $9.80 to $10.50 Oh boy... $300 tank fill up incoming
Goldman and JPMorgan are among investment banks offering hedge fund clients ways to bet against the $1.8 trillion private credit market https://t.co/oylGukMJd0
$MU "Trade Idea 2: Buy the March 465/475 Call Spread ($5.00) and sell the March 425 Put for 35 cents." call spread a bust, may need to roll puts down and out
GC: overnight downside follow-through with more range expansion. Key reference point still in play. https://t.co/HJ2JZL0ipm
$3.19 RBOB gasoline futures imply $4.10 AAA average gas price in a couple weeks https://t.co/7IwQpsyBoY
Thinking of going long Sensex 74500 CE (today’s expiry) @ ~620, but let’s be real. 🧐 This option already spiked to 1158 and cooled to 620, so most of the gamma + IV expansion is already done.... Now it’s a pure gamma...
For all the bad news that has come out of the war - the Vix remains a joke
In these uncertain times, options data tells a deeper story. Plugged today’s Nifty50 weekly options into my model, it’s pricing => 31% IV (annualized) for nxt 7 days...😳🔥 >> Structure suggests 23100 to 22800 as a strong demand zone, but remember,...
266 points on NQ. 💰 Hot CPI → price discovery → no fade. Just execution. Most traders fight this move. I press it. Comment “I’m in” and I’ll send the setup 📩 #vwap #futurestrading #tradingstrategy
4400 likes - all you people burning puts are supporting the global economy i thank you for your service
$CPCE - The CBOE equity put/call ratio spiked to 1.11, its highest level since April 2024. The 10 day moving average of the ratio is now at 0.73 which is higher than it was at April 2025 low. The last...
That biotech $TERN that folks were murmuring about days ago getting some bigly OTM call buying in the March $55 strike Think it was this nutty guy https://t.co/YIWYwL0845
The heatmap below shows that the oil futures curve remains heavily backwardated, indicating that the energy market believes that the current oil shock is a temporary supply problem that will get fixed. That’s probably correct but the question is how...
Most traders jump straight into Nasdaq mini contracts and struggle with risk management and stop loss placement. Trading Micro Nasdaq futures (MNQ) allows for better position sizing, tighter stop losses, and cleaner trade management. Smaller size makes it easier to hold through...
📈 #Volatility is not a dirty word when you know how to use it... Kevin Davitt, Head of @Nasdaq Index Options Content, joins Dan Nathan & @GuyAdami on MRKT Call https://t.co/4z3jGYKguV
would love to see VIX make new highs in afternoon. So far SP and DOW only ones to take out PDL, though. https://t.co/uw5945fvVN
I know I am piling on here, but a reminder to those of you just tuning into oil markets... The Futures Curve is NOT a forecast... https://t.co/gyYIbj3Xqa
$MU $SMH MU release in Dec was before 4:15, so QQQ/SMH option slingers will have time to play the spike party before they close https://t.co/S4f0jns98f
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
No clue if markets go up, down, or sideways. But throughout this recent debacle, it has been clear to me that a lot of folks do not realize that volatility is very… well….volatile. When people look at charts and data from...
$IBIT - I know it's a messy looking chart...but this is how I'm managing my puts (noted yesterday). Get above that AVWAP - ill close it. *Also functioning as a hedge against my $IGV and $COIN positions. https://t.co/pSBzB90JwN
The market is gradually pricing in that this is more than a short-term oil shock. Below: white: oil futures curve, current blue: oil futures curve, a week ago orange: oil futures curve, 6 months ago https://t.co/8wQF3jaa8y
$LULU "Trade Idea 4: Sell the March 140/187.50 Strangle for a $2.20 credit.' looks to expire, let IV fall then can buy to close or watch
