FZN Analytics

Options data, research, and analytics. Nothing posted is a recommendation

[FZN Analytics @FZNanalytics]

Rates and oil split on Tuesday

WTI: −3.8% at $89.09
30Y: 5.62% intraday, highest since June 2002
2s30s: 6bp steeper in one session
Odds of a 2nd hike by Dec: 40.9%, from 58.7%

PCE at 8:30am ET. $MU after the close.

Which gives first, yields or crude? https://t.co/6q6xKaWIqk

[FZN Analytics @FZNanalytics]

The median stock fell 5.8%. The blue dots are the 20 largest names. At equal weight they rose 4.9%. The other 483 fell 5.5%.

$META, $AMD, $INTC and $MU are blue dots on the right. The gray cloud is the list, and most of it sits to the left of the index. 22% of the names fell more than 10%. 4% rose more than 10%.

[FZN Analytics @FZNanalytics]

$VIX is still moving with $SPX. It is moving less than it usually does.

A 1% decline in the index has been worth 1.25 VIX points over the last 21 sessions, through 25 Sep. Since July 2025 the usual decline has been worth 1.58.

[FZN Analytics @FZNanalytics]

This is why.

$SPX is down 0.6% since the 27 Aug close. $RSP is down 5.3%.

The index is the quiet book which $VIX is priced off of. The move has been in single names.

[FZN SangLucci™ @sanglucci]

TRADEIFY GIVEAWAY? | LIVE TRADING W/ @sanglucci & @JoeyGEX https://t.co/Pj5uZiyhTT

[FZN Trading @FuzionTrader]

Some love for @WallStJesus for his $SECZ call last week

[FZN Joe @JoeyGEX]

Hey @tradingview wtf is this....

[FZN Analytics @FZNanalytics]

$MDB $BA $CMG $CCl and $XLU in the evening note.

https://t.co/HjSDvMFQ6B

[FZN Analytics @FZNanalytics]

$PYPL 10/2 60C $2.1M in calls opening to expire this week

[FZN Analytics @FZNanalytics]

$XLU added 334K contracts to open interest on Friday. Thats 17% of the total book. 309K of that were Calls.

[FZN Analytics @FZNanalytics]

$MU $NBIS $SOXX $PLTR MICHAEL BURRY ADDS TO SHORTS IN $MU, $NBIS, $SOXX AND $PLTR Burry says the AI-driven memory shortage could unwind within two years as production catches up, returning the sector to its boom-and-bust cycle. - https://t.co/sK6KLpNoJI

[FZN Analytics @FZNanalytics]

$PLTR $354, 1/21 160C Bull Flow
Daily breakout from structure

[FZN Analytics @FZNanalytics]

Where they opened:

$C Oct 23 120P, 10,300 contracts, bought
$WFC Oct 89/96 call spread, 11,000, bought
$WFC Oct 30 77P, 9,900, sold

[FZN Analytics @FZNanalytics]

Banks sold off Tuesday. Their options books grew.

$SCHW −6.0% | open interest +7.9%
$WFC −3.9% | +7.7%
$JPM −3.4% | +7.6%

A typical day for each: under 2%.
$XLF added 253,000 contracts.

Calls and puts both. New positions, both sides.

Hedges, or someone leaning on the bounce?

[FZN Analytics @FZNanalytics]

$SCHW OI Change x Strike and Expiration

[FZN Trading @FuzionTrader]

Sector Rotation

[OptionsDepth @OptionsDepth]

📍Pin & Flow with Joe https://t.co/YkTn7qwkOf

[FZN Analytics @FZNanalytics]

INTC, 7 campaigns, $9.0M, 2.72x options, 2.77x dark, +7.27%

Very active today

[FZN Analytics @FZNanalytics]

$INTC Jan 2028 80/130 call spread, 23,500x, $50M

[FZN Analytics @FZNanalytics]

$APH: $3.1M collected - NOV 65P - 6.3X Unusual Vol - OPENING

Earnings 10/28

09:39:10.530 APH Nov26 65 Puts BULLISH PREM=$3.13m 59d DELTA=-0.111 6.3x Usual Vol IV=47.9% -1.6 FLOOR,OPENING