$SPX map projected out in time. Note VIX Exp 6/19 into NVDA 5/20 the upside gamma reduces https://t.co/8nGu9iypaq
Huge surge in non-0DTE $SPX calls over the past few weeks. Call volume just going parabolic https://t.co/HhC6ANpsvd
i believe that yesterday was a 0DTE $SPX volume record at 69.91% https://t.co/sdohTJfxSD
Soft underbelly in this market if $SPX <6,400
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https://t.co/M8H4C945E5
What is todays 99th %'ile strike?
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its chippy out there right now as benign CPI falls against china chip news and now trump/powell tweets.
thus far $SPX fixed strike vol is flat to slightly lower vs yesterday
6,375 is the strike to watch...should that break then we have problems until then ...meh https://t.co/UD6pwdDhTz
$SPX vol is unchanged
this is change from last night to now https://t.co/LBM1pyIsLt
huge gamma at 6,360 watching that as a low for $SPX https://t.co/AfE541BHyE
bouncing at the thick positive gamma zone near 6260 $SPX https://t.co/4xQnwSX9mA
$SPX 1DTE went out at 7% Thursday night. https://t.co/pVE6C9Yh3h
interesting $SPX vol change from yesterday, with strikes >6,100 seeing a lot of compression. Maybe the rate of change starts to slow. https://t.co/uaUSvLr62J
$SPX 6,100 Friday?
Here is our AM member note, unlocked: https://t.co/jr0ampWmIb
$SPX we see the huge JPM 5,905 as major support and very little in the way of put positioning below that.
Our read on the VIX is there ain't much calls, either.
So, IMO, we lack fuel for huge downside and traders need to be forced to now add puts to spool up more selling. https://t.co/ILSs8GCCPV
$SPX
Nomura's AM note shows that dealers are SHORT upside SPX gamma from 6k-6,500
We too see large dealer short gamma via short calls (orange bars) up through that 6,500 level, which suggests squeeze potential *if* given a catalyst.
June OPEX will certainly change this picture.
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