Mitzi

[Mitzi @Mitzie678]

@MilkRcg Thank you soooo much, Milk

….you never have to stray when you have a perfectly good pair of Jugs at home!! 😉

[Mitzi @Mitzie678]

@MilkRcg Hi Milk! Would you mind checking $MU dealer position for next week? And thanks!

[Mitzi @Mitzie678]

@Thewiseone888 Thank you for all the education, support and wisdom!! You have helped me pay for College for my boys!!! Much love!

[Yamco @Yam_Trades]

$SPY $QQQ $SPX

Market Data from @ConvexValue
-Volatility expectations (Term structure) are very low yellow = today, red = yesterday
-Overnight Straddle is 32 giving us a range of [7765, 7830]
-Weekly straddle is [7666, 7848]
-Overnight Volumes are about half of average -slightly more call volume; highest nodes are 7800C and 7760P

Net Exposure (SPX) from @OptionsDepth
-Pivot is 7790
-Over pivot is 7825, 7840, 7860, 7880
-Under Pivot is 7775, 7760, 7745, 7720, 7700

Thoughts
-Today is a relatively binary day; 7790 to the downside unlocks a move to 7775 /7760 which can fall another 35-40 pts if it breaks; 7825 to the upside looks unlikely to break but can see 7880 if we get frothy
-Watch the mega caps + memory for signs

[Mitzi @Mitzie678]

@Thewiseone888 You are truly The Wise One…

[Mitzi @Mitzie678]

@Thewiseone888 BB, thank you for all you do for us. Much love, peace and good health. 💜

[Mitzi @Mitzie678]

@Bigkev451 Happy Hump Day!!!

[Milk @MilkRcg]

Fractals & MILK 🥛
Quantitative Data Systems

[Bigkev @Bigkev451]

https://t.co/iq3iHKvSL0

[Mitzi @Mitzie678]

@Bigkev451 Happy Monday!

[Yamco @Yam_Trades]

$SPY $QQQ $SPX

Week ahead is out: https://t.co/aCEK4ZNV88

Market Data + Skew Dashboard from @ConvexValue
SPX + VIX positioning from @OptionsDepth

The next push higher comes when NQ decides to be the leader.

Enjoy your weekends

[Mitzi @Mitzie678]

@Bigkev451 Happy Payday!!!

[Bigkev @Bigkev451]

https://t.co/sTdAeZZpiO

[Mitzi @Mitzie678]

@Bigkev451 Hi BigKev. What is the ticker you just spoke about - $NVOV?? I keep missing part of the ticker. Thank you!!!

[Mitzi @Mitzie678]

@Bigkev451 Good morning. Which ticker is Healther referring to - cost about .02??

[Mitzi @Mitzie678]

@hawk_eyes20 Sooooo amazing!!! Thank you for all you do for us Listeners!!!!!

[Yamco @Yam_Trades]

$SPX $SPY $QQQ

Week ahead is out: https://t.co/wYG4zlh7um…

Market data from @ConvexValue
SPX and VIX positioning from @OptionsDepth

Enjoy your weekends!

[Mitzi @Mitzie678]

@Thewiseone888 Amen.

[Milk @MilkRcg]

$MU as Given yesterday in #TTP Spaces

[Yamco @Yam_Trades]

07-30 Daily Summary

Market Data from @ConvexValue
-Volatility expectations (Term structure) are extreme into tomorrow (07/31) before falling off.; yellow = today, red = yesterday
-Negative gamma everywhere - wild moves possible
-Overnight Straddle is 70 giving us a range of [7246,7386]
-Morning Straddle is 48; using spot 7365 gives us a range of [7317,7413]
-Weekly straddle is [7281, 7541]
-Overnight Volumes are slightly above average - put volumes are 10% higher than call volumes ; highest nodes are 7400C and 7300P

Net Exposure (SPX) from @OptionsDepth
quite the large range is possible today
-Pivot is 7375
-Under pivot is 7350, 7335, 7310, 7300, 7280
-Over Pivot is 7400, 7415, 7430, 7445
-The $VIX 17Ps for next week were added around ~.15, hit .3 intraday before going back down - they're still there

Thoughts
-More Earnings this PM; Economic data at 830 - MSFT great, META not so great - let's see how the next round goes
-7345 flush and recovery looks great for a long
-Significant volatility here will see degrossing by VCF on top of recent CTA sell triggers