ConvexValue's profile picture. A financial analytics browser with a powerful suite of live options data and tools for 99/mo. Download it Now 👇

Convex Value

@ConvexValue

A financial analytics browser with a powerful suite of live options data and tools for 99/mo. Download it Now 👇

Pinned

The ConvexValue Terminal - in 3 minutes 🫡


Convex Value reposted

$SPX Afternoon update Volatile PA today with whipsaws off 45-50 down to the 25 Pivot. Took one trade today off 6815 - Got the clean back test after the look below and reclaim around 1150 and got long. Had a view to try a short from 6860 but that 6850 gap filled and the market…

Yam_Trades's tweet image. $SPX
Afternoon update
Volatile PA today with whipsaws off 45-50 down to the 25 Pivot.

Took one trade today off 6815 - Got the clean back test after the look below and reclaim around 1150 and got long.

Had a view to try a short from 6860 but that 6850 gap filled and the market…
Yam_Trades's tweet image. $SPX
Afternoon update
Volatile PA today with whipsaws off 45-50 down to the 25 Pivot.

Took one trade today off 6815 - Got the clean back test after the look below and reclaim around 1150 and got long.

Had a view to try a short from 6860 but that 6850 gap filled and the market…
Yam_Trades's tweet image. $SPX
Afternoon update
Volatile PA today with whipsaws off 45-50 down to the 25 Pivot.

Took one trade today off 6815 - Got the clean back test after the look below and reclaim around 1150 and got long.

Had a view to try a short from 6860 but that 6850 gap filled and the market…

$SPX Market Data from @ConvexValue -Term structure remains low near term rising into DEC OPEX -Overall positive gamma environment -Overnight PM straddle is~ 36 points giving us an ON straddle range of [6776, 6849] -Current straddle as of 0745 EST is 30 and using spot 6827…

Yam_Trades's tweet image. $SPX

Market Data from @ConvexValue 
-Term structure remains low near term rising into DEC OPEX
-Overall positive gamma environment
-Overnight PM straddle is~ 36 points giving us an ON straddle range of [6776, 6849] 
-Current straddle as of 0745 EST is 30 and using spot 6827…
Yam_Trades's tweet image. $SPX

Market Data from @ConvexValue 
-Term structure remains low near term rising into DEC OPEX
-Overall positive gamma environment
-Overnight PM straddle is~ 36 points giving us an ON straddle range of [6776, 6849] 
-Current straddle as of 0745 EST is 30 and using spot 6827…
Yam_Trades's tweet image. $SPX

Market Data from @ConvexValue 
-Term structure remains low near term rising into DEC OPEX
-Overall positive gamma environment
-Overnight PM straddle is~ 36 points giving us an ON straddle range of [6776, 6849] 
-Current straddle as of 0745 EST is 30 and using spot 6827…
Yam_Trades's tweet image. $SPX

Market Data from @ConvexValue 
-Term structure remains low near term rising into DEC OPEX
-Overall positive gamma environment
-Overnight PM straddle is~ 36 points giving us an ON straddle range of [6776, 6849] 
-Current straddle as of 0745 EST is 30 and using spot 6827…


$ES_F now red what is this market 🫠 Command: flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price

ConvexValue's tweet image. $ES_F now red

what is this market 🫠

Command:

flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price

$NVDA 👌 Only behind $SPX in terms of premium traded. Top volume at strike 185 and 190 Calls Twice as many calls than puts traded so far. Command: joy nvda volm agg hb

ConvexValue's tweet image. $NVDA 👌

Only behind $SPX in terms of premium traded.
Top volume at strike 185 and 190 Calls
Twice as many calls than puts traded so far.

Command:

joy nvda volm agg hb

$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

ConvexValue's tweet image. $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


$SPX 0dte overnight volume: Strike 6850 Calls (again) Command: joy spx volm exp=1 hb nm rng=10

ConvexValue's tweet image. $SPX 0dte overnight volume:

Strike 6850 Calls (again)

Command:

joy spx volm exp=1 hb nm rng=10

$SPX 0dte overnight volume: Strike 6850 Calls Command: joy spx volm exp=1 hb nm rng=10

ConvexValue's tweet image. $SPX 0dte overnight volume:

Strike 6850 Calls

Command:

joy spx volm exp=1 hb nm rng=10


Convex Value reposted

$SPX Market Data from @ConvexValue -Term structure remains low near term rising into DEC OPEX -Overall positive gamma environment -Overnight PM straddle is~ 36 points giving us an ON straddle range of [6776, 6849] -Current straddle as of 0745 EST is 30 and using spot 6827…

Yam_Trades's tweet image. $SPX

Market Data from @ConvexValue 
-Term structure remains low near term rising into DEC OPEX
-Overall positive gamma environment
-Overnight PM straddle is~ 36 points giving us an ON straddle range of [6776, 6849] 
-Current straddle as of 0745 EST is 30 and using spot 6827…
Yam_Trades's tweet image. $SPX

Market Data from @ConvexValue 
-Term structure remains low near term rising into DEC OPEX
-Overall positive gamma environment
-Overnight PM straddle is~ 36 points giving us an ON straddle range of [6776, 6849] 
-Current straddle as of 0745 EST is 30 and using spot 6827…
Yam_Trades's tweet image. $SPX

Market Data from @ConvexValue 
-Term structure remains low near term rising into DEC OPEX
-Overall positive gamma environment
-Overnight PM straddle is~ 36 points giving us an ON straddle range of [6776, 6849] 
-Current straddle as of 0745 EST is 30 and using spot 6827…
Yam_Trades's tweet image. $SPX

Market Data from @ConvexValue 
-Term structure remains low near term rising into DEC OPEX
-Overall positive gamma environment
-Overnight PM straddle is~ 36 points giving us an ON straddle range of [6776, 6849] 
-Current straddle as of 0745 EST is 30 and using spot 6827…

Convex Value reposted

Did MSTR just bottom? 1.5M - 1.8M Notional on the 192.5C for this week Captulatory sell off type action with reversal @ConvexValue

btcpathobear's tweet image. Did MSTR just bottom?

1.5M - 1.8M Notional on the 192.5C for this week

Captulatory sell off type action with reversal

@ConvexValue
btcpathobear's tweet image. Did MSTR just bottom?

1.5M - 1.8M Notional on the 192.5C for this week

Captulatory sell off type action with reversal

@ConvexValue
btcpathobear's tweet image. Did MSTR just bottom?

1.5M - 1.8M Notional on the 192.5C for this week

Captulatory sell off type action with reversal

@ConvexValue
btcpathobear's tweet image. Did MSTR just bottom?

1.5M - 1.8M Notional on the 192.5C for this week

Captulatory sell off type action with reversal

@ConvexValue

Convex Value reposted

$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…

Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…
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…
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…
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…


$SPX 0dte overnight volume: Strike 6850 Calls Command: joy spx volm exp=1 hb nm rng=10

ConvexValue's tweet image. $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

ConvexValue's tweet image. $SPX 0dte overnight volume:

6845 Calls

Command:

joy spx volm exp=1 hb nm rng=10


Convex Value reposted

$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…
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…
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…
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…

$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

ConvexValue's tweet image. $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

ConvexValue's tweet image. $ES_F is back! And its green +15!

Almost complete blackout overnight.

Command:

flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price


Convex Value reposted

$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,…
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,…
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,…
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,…

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

ConvexValue's tweet image. 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

ConvexValue's tweet image. 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


Convex Value reposted

$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…

Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…

Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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

ConvexValue's tweet image. $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

ConvexValue's tweet image. $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

ConvexValue's tweet image. $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

ConvexValue's tweet image. $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


Convex Value reposted

$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…

Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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.

Due to a cooling issue at CyrusOne data centers, our markets are currently halted. Support is working to resolve the issue in the near term and will advise clients of Pre-Open details as soon as they are available.



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

ConvexValue's tweet image. 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

ConvexValue's tweet image. 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


Convex Value reposted

$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…

Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…

Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…
Yam_Trades's tweet image. $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…


This account does not follow anyone
Loading...

Something went wrong.


Something went wrong.