Convex Value
@ConvexValue
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Did MSTR just bottom? 1.5M - 1.8M Notional on the 192.5C for this week Captulatory sell off type action with reversal @ConvexValue
$SPX Lunch time update -How I saw the day.... I took a few momentum longs on the day but largely been a very choppy day. an dlevel to level has been the way to trade for the day. From @ConvexValue -Deltas up, VOL down -POLR to 6795 or 6845 for now. From @OptionsDepth for 0DTE…
$SPX Market Data from @ConvexValue -Term structure remains low but has increased since Friday -Gamma surface shows ~ 6720 for cumulative flip as of Friday morning's run. -Overnight PM straddle is~ 33 points giving us an ON straddle range of [6816, 6882] -Current straddle as of…
![Yam_Trades's tweet image. $SPX
Market Data from @ConvexValue
-Term structure remains low but has increased since Friday
-Gamma surface shows ~ 6720 for cumulative flip as of Friday morning's run.
-Overnight PM straddle is~ 33 points giving us an ON straddle range of [6816, 6882]
-Current straddle as of…](https://pbs.twimg.com/media/G7FcS9Zb0AAeTQc.jpg)
![Yam_Trades's tweet image. $SPX
Market Data from @ConvexValue
-Term structure remains low but has increased since Friday
-Gamma surface shows ~ 6720 for cumulative flip as of Friday morning's run.
-Overnight PM straddle is~ 33 points giving us an ON straddle range of [6816, 6882]
-Current straddle as of…](https://pbs.twimg.com/media/G7FcUfrbwAASEy-.jpg)
![Yam_Trades's tweet image. $SPX
Market Data from @ConvexValue
-Term structure remains low but has increased since Friday
-Gamma surface shows ~ 6720 for cumulative flip as of Friday morning's run.
-Overnight PM straddle is~ 33 points giving us an ON straddle range of [6816, 6882]
-Current straddle as of…](https://pbs.twimg.com/media/G7FcXiFaUAAIejk.jpg)
![Yam_Trades's tweet image. $SPX
Market Data from @ConvexValue
-Term structure remains low but has increased since Friday
-Gamma surface shows ~ 6720 for cumulative flip as of Friday morning's run.
-Overnight PM straddle is~ 33 points giving us an ON straddle range of [6816, 6882]
-Current straddle as of…](https://pbs.twimg.com/media/G7FcgaMa4AA54OK.jpg)
$SPX 0dte overnight volume: Strike 6850 Calls Command: joy spx volm exp=1 hb nm rng=10
$SPX 0dte overnight volume: 6845 Calls Command: joy spx volm exp=1 hb nm rng=10
$SPX Market Data from @ConvexValue -Term structure remains low but has increased since Friday -Gamma surface shows ~ 6720 for cumulative flip as of Friday morning's run. -Overnight PM straddle is~ 33 points giving us an ON straddle range of [6816, 6882] -Current straddle as of…
$ES_F -40 ⚠️ Not the best futures opening. > put buying up (orange line) > call buying down (green line) > price down (white line) Command: flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price
$ES_F is back! And its green +15! Almost complete blackout overnight. Command: flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price
$SPX Week Ahead is out yamtrades.substack.com/p/positioning-… Market data from @ConvexValue Net positioning data from @OptionsDepth Straddle Weekly Straddle Range: 84 pt straddle implies a weekly range of [6765, 6933] Much smaller than the past few weeks Gamma Surface As of Friday’s open,…
![Yam_Trades's tweet image. $SPX
Week Ahead is out
yamtrades.substack.com/p/positioning-…
Market data from @ConvexValue
Net positioning data from @OptionsDepth
Straddle
Weekly Straddle Range: 84 pt straddle implies a weekly range of [6765, 6933]
Much smaller than the past few weeks
Gamma Surface
As of Friday’s open,…](https://pbs.twimg.com/media/G67qfeJaUAAQsz_.jpg)
![Yam_Trades's tweet image. $SPX
Week Ahead is out
yamtrades.substack.com/p/positioning-…
Market data from @ConvexValue
Net positioning data from @OptionsDepth
Straddle
Weekly Straddle Range: 84 pt straddle implies a weekly range of [6765, 6933]
Much smaller than the past few weeks
Gamma Surface
As of Friday’s open,…](https://pbs.twimg.com/media/G67qnELbkAAGLMl.png)
![Yam_Trades's tweet image. $SPX
Week Ahead is out
yamtrades.substack.com/p/positioning-…
Market data from @ConvexValue
Net positioning data from @OptionsDepth
Straddle
Weekly Straddle Range: 84 pt straddle implies a weekly range of [6765, 6933]
Much smaller than the past few weeks
Gamma Surface
As of Friday’s open,…](https://pbs.twimg.com/media/G67qt7MaAAAQqvp.jpg)
![Yam_Trades's tweet image. $SPX
Week Ahead is out
yamtrades.substack.com/p/positioning-…
Market data from @ConvexValue
Net positioning data from @OptionsDepth
Straddle
Weekly Straddle Range: 84 pt straddle implies a weekly range of [6765, 6933]
Much smaller than the past few weeks
Gamma Surface
As of Friday’s open,…](https://pbs.twimg.com/media/G67rCT0bkAM2Uq6.png)
Top 20 by Volume of Call Buys (command below) $SPY $NVDA $TSLA $QQQ $SLV $INTC $META $SPX $MSTR $AAPL $GOOGL $IBIT $IWM $AMZN $COIN $GME $MSFT $BMNR $MARA $AMD Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
Top 20 by Volume of Call Buys (command below) $SPY $QQQ $SPX $NVDA $TSLA $IWM $VIX $SLV $IBIT $HOOD $AAPL $AMD $AMZN $MSTR $BYND $GOOGL $PLTR $META $SOFI $GLD Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
$SPX How I saw the day from my note below. 0DTE from @OptionsDepth -IC has taken a break from getting punched in RTY and is back in SPX today. -Wonder if they lose with a green monthly close.... - moonshot but would be interesting to see NOV with a massive wick New gamma…
$SPX Even lower volume today with half day on Black Friday, EOM flows last 30 minutes - that's the volume time period. Market Data from @ConvexValue -Term structure remains low -Gamma surface shows ~ 6700 for cumulative flip and peak around 6850 into much higher (relatively…
$SPX 0dte overnight volume: 6845 Calls Command: joy spx volm exp=1 hb nm rng=10
$SPX 0dte overnight volume: 6800 Calls 🥳 6800 back in the game. Note how in the quoted post just recently we were in 6700. Command: joy spx volm exp=1 hb nm rng=10
$ES_F is back! And its green +15! Almost complete blackout overnight. Command: flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price
$ES_F +8 Overnight rally, just now dipped along with a spike in put buying. Command: flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price
$SPX Even lower volume today with half day on Black Friday, EOM flows last 30 minutes - that's the volume time period. Market Data from @ConvexValue -Term structure remains low -Gamma surface shows ~ 6700 for cumulative flip and peak around 6850 into much higher (relatively…
This has been affecting $ES_F all night btw.
Happy Thanksgiving! I am thankful for all of you! I wish you and your loved ones the best!
Top 20 by Volume of Call Buys (command below) $SPY $QQQ $SPX $NVDA $TSLA $IWM $VIX $SLV $IBIT $HOOD $AAPL $AMD $AMZN $MSTR $BYND $GOOGL $PLTR $META $SOFI $GLD Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
Top 20 by Volume of Call Buys: (command below) $SPY $NVDA $QQQ $SPX $TSLA $GOOGL $IWM $AAPL $META $GOOG $AMZN $AMD $SOFI $FHN $IBIT $TLT $VIX $ORCL $PLTR $MSFT Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
$SPX Mid-Morning Update - Went to lunch this AM and missed the first 90 minutes or so. How I typed up my morning note Gamma surface from @ConvexValue -Peak gamma vic 20/25 - I think that's it on the day if we even go that high Net positioning from @OptionsDepth -If you want…
$SPX Even lower volume today Market Data from @ConvexValue -Future volatility expectations (Term Structure) has collapsed again. -In Premarket, We're on a steep gamma surface with EOM and well above cumulative gamma flip -Overnight PM straddle is~ 34 points giving us an ON…
$NVDA - strong volume at the open (highest single-stock) Here 11/28 expiration. > 2x calls than puts > Top volume at 182.5 calls (but 185 rising rapidly) Command: joy nvda volm exp=1 hb
$NVDA volume 11/21 strike 200 calls (otm) 11/28 strike 190 calls (itm) 12/19 strike 235 calls (otm) Command: joy NVDA volm
$SPX 0dte overnight volume: 6800 Calls 🥳 6800 back in the game. Note how in the quoted post just recently we were in 6700. Command: joy spx volm exp=1 hb nm rng=10
$SPX 0dte overnight volume: 6700 Calls 🏆 Command: joy spx volm exp=1 hb nm rng=10
$SPX Even lower volume today Market Data from @ConvexValue -Future volatility expectations (Term Structure) has collapsed again. -In Premarket, We're on a steep gamma surface with EOM and well above cumulative gamma flip -Overnight PM straddle is~ 34 points giving us an ON…
$ES_F +8 Overnight rally, just now dipped along with a spike in put buying. Command: flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price
$ES_F -2 Recovering from an overnight dip. Net call buying (green) rising in the past hour. Command: flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price
Top 20 by Volume of Call Buys: (command below) $SPY $NVDA $QQQ $SPX $TSLA $GOOGL $IWM $AAPL $META $GOOG $AMZN $AMD $SOFI $FHN $IBIT $TLT $VIX $ORCL $PLTR $MSFT Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
Top 20 by Volume of Call Buys: (Command below) $SPY $QQQ $NVDA $SPX $TSLA $IWM $GOOGL $HYG $AAPL $META $IBIT $AMD $AMZN $GOOG $SOFI $PLTR $IREN $TSLL $OPEN $VIX Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
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