Top Tweets for #CallMomentum

over 1 year ago

#Options Momo, where's the action? Bullish flows concentrate in niche growth and consumer names. #CallMomentum #BullishFlow #OptionsTrading $QBTS dominates the call‑side landscape, recording three distinct sweeps—one expiring 23 May (‑3 DTE) where contracts at the $16 strike rallied 214 % while the underlying advanced 14.1 %, and two June series where premiums surpassed C$0.28 M collectively. Robust interest also surfaced in $RUN, $HOG, $RIVN, $RGTI and $HOOD; each printed Trend Scores ≥ 0.88, option price jumps of 20 – 61 %, and spot moves above 1 %. Notably, $HOG’s 31‑DTE $26 calls traded on volume >1.3× open interest, signalling fresh positioning ahead of summer demand themes. Bearish momentum concentrates in megacap tech and AI leaders. #PutMomentum #BearishFlow Traders accumulated protective exposure in $GOOGL, $TSLA and $NVDA. The heaviest ticket—$TSLA 350‑strike June puts—absorbed US$1.82 M in premium and lifted 22 % intraday as shares slipped ‑3.4 %. $GOOGL’s near‑dated 23 May 165‑puts doubled to 3.05 on only a ‑1.9 % spot drift, underscoring sharp gamma sensitivity; its 31‑DTE cohort echoed the bid with a perfect 1.00 Trend Score. $NVDA’s 10‑DTE 130‑puts appreciated 12 % on marginal price weakness, hinting at traders hedging post‑earnings exuberance. Tactical takeaway: exploit elevated skew and event‑driven swings. #TradingEdge #VolatilityStrategies For bullish bias, the high conviction in $QBTS and $HOG supports debit call spreads or ratio call writes to capture upside while funding theta. Conversely, the rich premium in $TSLA and $GOOGL puts invites credit put spreads for disciplined income or calendar hedges ahead of macro catalysts. Prioritise strikes where volume already exceeds open interest—these offer superior liquidity and cleaner exits. Monitor IV compression post‑sweep; fading extremes within 24–48 hours can deliver attractive risk‑adjusted returns. No Advice

pmdawn's tweet photo. #Options Momo, where's the action?

Bullish flows concentrate in niche growth and consumer names. #CallMomentum #BullishFlow #OptionsTrading
$QBTS dominates the call‑side landscape, recording three distinct sweeps—one expiring 23 May (‑3 DTE) where contracts at the $16 strike rallied 214 % while the underlying advanced 14.1 %, and two June series where premiums surpassed C$0.28 M collectively. Robust interest also surfaced in $RUN, $HOG, $RIVN, $RGTI and $HOOD; each printed Trend Scores ≥ 0.88, option price jumps of 20 – 61 %, and spot moves above 1 %. Notably, $HOG’s 31‑DTE $26 calls traded on volume >1.3× open interest, signalling fresh positioning ahead of summer demand themes.

Bearish momentum concentrates in megacap tech and AI leaders. #PutMomentum #BearishFlow
Traders accumulated protective exposure in $GOOGL, $TSLA and $NVDA. The heaviest ticket—$TSLA 350‑strike June puts—absorbed US$1.82 M in premium and lifted 22 % intraday as shares slipped ‑3.4 %. $GOOGL’s near‑dated 23 May 165‑puts doubled to 3.05 on only a ‑1.9 % spot drift, underscoring sharp gamma sensitivity; its 31‑DTE cohort echoed the bid with a perfect 1.00 Trend Score. $NVDA’s 10‑DTE 130‑puts appreciated 12 % on marginal price weakness, hinting at traders hedging post‑earnings exuberance.

Tactical takeaway: exploit elevated skew and event‑driven swings. #TradingEdge #VolatilityStrategies
For bullish bias, the high conviction in $QBTS and $HOG supports debit call spreads or ratio call writes to capture upside while funding theta. Conversely, the rich premium in $TSLA and $GOOGL puts invites credit put spreads for disciplined income or calendar hedges ahead of macro catalysts. Prioritise strikes where volume already exceeds open interest—these offer superior liquidity and cleaner exits. Monitor IV compression post‑sweep; fading extremes within 24–48 hours can deliver attractive risk‑adjusted returns.

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