Quant Charts

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[Quant Charts @Quant__Charts]

Great explanation of why put walls always act like support and why price action and confirmation is key to playing a continuation.

[Menthor Q @MenthorQpro]

https://t.co/zXlwpg8C0W

[Menthor Q @MenthorQpro]

1/ Delta Hedging & Market Makers: The Hidden Force Moving Markets

Ever wonder why stocks move in certain ways during options expiration?

[Quant Charts @Quant__Charts]

New feature Alert! There is a new effective delta toggle. It applies a yellow hatch to any delta levels that price hasnt confirmed yet. In essence showing which levels MMs havent hedged yet (or are getting squeezed) and may act as support/resistance of the actual delta sign.

[Quant Charts @Quant__Charts]

Showed up on our radar as well and mucho put IV Skew

[SpotGamma @spotgamma]

-$16bn

I believe this is near to the most negative delta day I've ever seen.

This is put buying and call selling in size in the SPX.

very very strange, and it feels not great.

[Quant Charts @Quant__Charts]

You can get a hint of a top forming when they start punishing the bulls. Past 2 days, we have found tops at large positive delta levels holding as resistance.

[Quant Charts @Quant__Charts]

Why not the biggest elephant in the room. $SPX options positioning and flow.

[Trader Steve @tradefulltime]

You need to stick to one thing

Refine it

Improve it

But find one thing and go deep on it

[Quant Charts @Quant__Charts]

The quarterly upper expected move in $SPX is 7200, one of the most important levels in the market. While the lower expected move almost always captures a macro bottom, upper needs to see a turn. But definitely not the place to get greedy.

[Quant Charts @Quant__Charts]

A lot of weekend predictions on fin twit. But nothing predicts the strike positioning, flow and price action reaction on Monday. Keep your bias clean. Trade the data as it falls.

[Quant Charts @Quant__Charts]

When you see a big risk reversal happen, big negative charm level gets taken out. You see it retested a day or two later and thats the time to enter on multi day swings

[Quant Charts @Quant__Charts]

You can make money on the short side, even in a melt up. The key is in looking for large $SPX $SPY negative charm and large dealer positioning strikes. Layer in some negative delta flow or $TICK for confirmation and you are golden. The only rule is you cant hold for long. Take profit at session vwap or a strong positive delta/charm level.

[Quant Charts @Quant__Charts]

It’s one thing to have the level positioning and flow direction, but an entirely different thing to execute on it unbiased.

[Quant Charts @Quant__Charts]

The big flow sits at 6800 and 6900, Negative charm at 6900 and positive and 6800. Think that boxes us in until after opex

[Quant Charts @Quant__Charts]

We just upgraded our heatmap engine to WebGPU allowing scaling of many different data layers across 30+ days and still getting a buttery smooth experience. In this game, speed is king.

In the below screenshot we layer $SPX Charm, $ES delta and $SPX Dealer Directional Open Interest heatmaps all on one screen giving you a robust view of directional positioning at a strike over time. Additionally we have $SPX and all market options flow signal numbers on each candle give you additional confidence which direction big players are betting and when to enter.

[Quant Charts @Quant__Charts]

Imagine never having to do TA again. The options positioning makes TA obsolete and in fact can skew your bias incorrectly. Just look for strong delta levels and react based off the flow and PA at that level. Easy peasy.

[Quant Charts @Quant__Charts]

It’s important going into tomorrow with an unbiased, unemotional head. Play the levels and flow just like any other day.

[Quant Charts @Quant__Charts]

Part of the mental game is continously recentering yourself on your strategy and plan, no matter the market conditions, stay in control.

[Quant Charts @Quant__Charts]

Trading without options data is like trying to drive a car and only seeing in 2D

[Quant Charts @Quant__Charts]

We rolled out Vanna (purple and teal) and Charm (red and blue) heatmaps. Charm specifically isa good way to filter for support and resistance in addition to key delta levels.

[Quant Charts @Quant__Charts]

How long a signal has been active is just as important. A key level that’s been active for multiple days has a bigger reaction than one that flares seconds before it gets hit.