Shikamaru

Daily SPX 0DTE Analysis and trades.
Stock dealer position analyze - not financial advice

[Shikamaru @from_dtc_lab]

Tomorrow's SPX map (Fri):

SPX gave back 27 pts to finish at 7,592. Dealer positioning is still mildly calming here, but only just.

7,650 is the wall overhead. Underneath there's little cushion until 7,500, so a weak open could travel.

Back to 7,650 or test the floor? $SPX

[Shikamaru @from_dtc_lab]

SPX 0DTE gamma map · Nov 12 — neutral gamma, flip zone. Net GEX +10M · VIX 17 · expected move ±83.
Levels: call wall 7,635 (= pin) · put wall 7,565.
Plan: let the open pick the side. $SPX

[Shikamaru @from_dtc_lab]

🟢 PUT 7610/7600 closed · +$400 (×10)

$0.80 → $0.40 · 10:00am → 10:10am PT · 50% of credit captured · 50% profit target. $SPX

[Shikamaru @from_dtc_lab]

📌 SPX 0DTE entry · Nov 12

SELL PUT 7610/7600 @ $0.80 · 10:00am PT · ×10
Max risk $9,200 · take profit $0.40 · stop if SPX ≤ 7,615

Updates in this thread. $SPX

[Shikamaru @from_dtc_lab]

🔴 CALL 7620/7630 closed · $-1,350 (×10)

$1.90 → $3.25 · 6:30am → 8:25am PT · -71% of credit captured · breach stop. $SPX

[Shikamaru @from_dtc_lab]

📌 SPX 0DTE entry · Nov 12

SELL CALL 7620/7630 @ $1.90 · 6:30am PT · ×10
Max risk $8,100 · take profit $0.95 · stop if SPX ≥ 7,615

Updates in this thread. $SPX

[Shikamaru @from_dtc_lab]

Tomorrow's SPX map (Thu):

Closed 7,619 with dealers long gamma around price. That tends to mean a slower, stickier tape.

7,640 is the lid, 7,680 behind it. The catch: 7,600 just below is thin. Slip under it and the calm can vanish quickly.

Pin day or trap door? $SPX

[Shikamaru @from_dtc_lab]

SPX 0DTE · Nov 11 — 1/2 green, -$475 on $10,000 risk (-4.8%).

SPX gapped up 70 pts and kept climbing to 7,646. Our early call spread was on the wrong side of that and got stopped; a put spread under the rally won some back. VIX 19.

Entry, exit, credit and P&L in the card. $SPX

[Shikamaru @from_dtc_lab]

7,650 turned out to be the stall: SPX tagged 7,646 and has drifted back to 7,627. We sold a put spread under the rally at 10:00 and took it off 25 minutes later for +$450.

Day so far: -$475 after the morning stop. Flat, and likely staying that way into the close. $SPX

[Shikamaru @from_dtc_lab]

🟢 PUT 7615/7605 closed · +$450 (×10)

$0.75 → $0.30 · 10:00am → 10:25am PT · 60% of credit captured · 50% profit target. $SPX

[Shikamaru @from_dtc_lab]

📌 SPX 0DTE entry · Nov 11

SELL PUT 7615/7605 @ $0.75 · 10:00am PT · ×10
Max risk $9,250 · take profit $0.38 · stop if SPX ≤ 7,620

Updates in this thread. $SPX

[Shikamaru @from_dtc_lab]

Red one this morning. SPX gapped up almost 70 pts, chopped under 7,600 for the first hour, then pushed through. Our 7620/7630 call spread got stopped out for -$925.

Flat now. Not fading a tape that's making new highs; we want to see it stall near 7,650 first. $SPX

[Shikamaru @from_dtc_lab]

🔴 CALL 7620/7630 closed · $-925 (×10)

$1.90 → $2.82 · 6:35am → 8:25am PT · -49% of credit captured · breach stop. $SPX

[Shikamaru @from_dtc_lab]

📌 SPX 0DTE entry · Nov 11

SELL CALL 7620/7630 @ $1.90 · 6:35am PT · ×10
Max risk $8,100 · take profit $0.95 · stop if SPX ≥ 7,615

Updates in this thread. $SPX

[Shikamaru @from_dtc_lab]

SPX 0DTE gamma map · Nov 11 — positive gamma, dealers dampen moves. Net GEX +131M · VIX 19 · expected move ±91.
Levels: call wall 7,600 (= pin) · put wall 7,520.
Plan: fade toward the walls, pin gravity at the gamma wall. $SPX

[Shikamaru @from_dtc_lab]

Tomorrow's SPX map (Wed):

Closed 7,521, right on a pocket where dealers are short gamma. That usually means bigger swings, not a quiet pin.

7,500 is the line. Hold it and 7,550 → 7,580 is the ceiling. Lose it and things can speed up fast.

Which way does it break? $SPX

[Shikamaru @from_dtc_lab]

SPX 0DTE · Nov 10 — 4/4 green, +$3,600 on $10,000 risk (+36.0%).

SPX gapped down, lost 7,500, based at 7,475 and closed back near 7,526 with VIX at 20. Put spreads below the lows did the work, plus one quick call spread.

Entry, exit, credit and P&L in the card. $SPX

[Shikamaru @from_dtc_lab]

🟢 PUT 7495/7485 closed · +$1,600 (×10)

$2.60 → $1.00 · 11:00am → 11:35am PT · 62% of credit captured · 50% profit target. $SPX

[Shikamaru @from_dtc_lab]

📌 SPX 0DTE entry · Nov 10

SELL PUT 7495/7485 @ $2.60 · 11:00am PT · ×10
Max risk $7,400 · take profit $1.30 · stop if SPX ≤ 7,500

Updates in this thread. $SPX

[Shikamaru @from_dtc_lab]

The 7,484 low did break, SPX dipped to 7,475, but it held there and 7,500 was reclaimed. Three spreads closed green so far today (+$2,000).

Now short the 7495/7485 put spread on the view that the day's low is in. Managing it into the close; back under 7,500 and we're out. $SPX