Top Tweets for #PMFS
@tony_mansour Hope you and @Yam_Trades are doing great! Miss the #PMFS and #MDFS but thank you for taking the time to post your levels. They have been extremely helpful!
How I saw the day
#PMFS - did you hear 7478? Disclaimer - I had some yolos from pre-market but missed the entry cash entry.
Have a good weekend all - Week ahead out this weekend.
05-22 Daily Summary
Interestingly enough, we rejected at the bear gap (nearly to the $) yesterday. Acceptance today and there's pain ahead for bears.
#PMFS with @iV_trader at 915 EST
https://t.co/qDi9qRwTWY
Market Data from @ConvexValue
-Volatility expectations (Term structure) back at the lows - major concern with NVDA earnings (saw it in the 58 pt straddle yesterday); yellow = today, red = yesterday
-GX Surface from yesterday shows a more balanced market with gamma peaks up at 7550, gamma flip near 7275 (near 21D)
-Overnight straddle is ~48 points giving us an ON straddle range of [7397, 7493]
-Morning straddle is 42 and using spot 7460 gives us a range of [7420,7500]
-Weekly Straddle remains [7283, 7533]
-Overnight Volumes are above average - slightly more calls; 7520 calls and 7400 puts are highest volume nodes overnight.
Net Exposure (SPX) from @OptionsDepth
-Pivot is 7435
-Targets above are 7450, 7470, 7490, 7500, 7510, 7525, 7540
-Targets below are 7415, 7400, 7380, 7360, 7350, 7330, 7300
Thoughts
-long weekend ahead, low(er) participation and liquidity - Professional customers are long calls; non-professional customers short calls.
![Yam_Trades's tweet photo. 05-22 Daily Summary
Interestingly enough, we rejected at the bear gap (nearly to the $) yesterday. Acceptance today and there's pain ahead for bears.
#PMFS with @iV_trader at 915 EST
https://t.co/qDi9qRwTWY
Market Data from @ConvexValue
-Volatility expectations (Term structure) back at the lows - major concern with NVDA earnings (saw it in the 58 pt straddle yesterday); yellow = today, red = yesterday
-GX Surface from yesterday shows a more balanced market with gamma peaks up at 7550, gamma flip near 7275 (near 21D)
-Overnight straddle is ~48 points giving us an ON straddle range of [7397, 7493]
-Morning straddle is 42 and using spot 7460 gives us a range of [7420,7500]
-Weekly Straddle remains [7283, 7533]
-Overnight Volumes are above average - slightly more calls; 7520 calls and 7400 puts are highest volume nodes overnight.
Net Exposure (SPX) from @OptionsDepth
-Pivot is 7435
-Targets above are 7450, 7470, 7490, 7500, 7510, 7525, 7540
-Targets below are 7415, 7400, 7380, 7360, 7350, 7330, 7300
Thoughts
-long weekend ahead, low(er) participation and liquidity - Professional customers are long calls; non-professional customers short calls.](https://pbs.twimg.com/media/HI6_7aWbQAA6h18.jpg)
05-22 Daily Summary
Interestingly enough, we rejected at the bear gap (nearly to the $) yesterday. Acceptance today and there's pain ahead for bears.
#PMFS with @iV_trader at 915 EST
https://t.co/qDi9qRwTWY
Market Data from @ConvexValue
-Volatility expectations (Term structure) back at the lows - major concern with NVDA earnings (saw it in the 58 pt straddle yesterday); yellow = today, red = yesterday
-GX Surface from yesterday shows a more balanced market with gamma peaks up at 7550, gamma flip near 7275 (near 21D)
-Overnight straddle is ~48 points giving us an ON straddle range of [7397, 7493]
-Morning straddle is 42 and using spot 7460 gives us a range of [7420,7500]
-Weekly Straddle remains [7283, 7533]
-Overnight Volumes are above average - slightly more calls; 7520 calls and 7400 puts are highest volume nodes overnight.
Net Exposure (SPX) from @OptionsDepth
-Pivot is 7435
-Targets above are 7450, 7470, 7490, 7500, 7510, 7525, 7540
-Targets below are 7415, 7400, 7380, 7360, 7350, 7330, 7300
Thoughts
-long weekend ahead, low(er) participation and liquidity - Professional customers are long calls; non-professional customers short calls.
05-20 Daily Summary
Time is running out for an impulse move lower.....
#PMFS 0915 EST- https://t.co/K2aSveMERu
Market Data from @ConvexValue
-All eyes on $NVDA - Volatility expectations (Term structure) at the highs; yellow = today, red = yesterday; The bear's future is decided soon.....
-GX Surface from yesterday shows a more balanced market with gamma peaks up at 7530, gamma flip near 7275 (near 21D)
-Overnight straddle is ~45 points giving us an ON straddle range of [7305, 7398]
-Morning straddle is 37 and using spot 7380 gives us a range of [7343,7417]
-Weekly Straddle remains [7283, 7533]
-Monthly [June] Opex Straddle is [7134, 7683]
-Overnight Volumes are above average - slightly more calls; 7410 calls and 7300 puts are highest volume nodes overnight.
Net Exposure from @OptionsDepth
SPX
-Pivot is 7375
-Targets above are 7390, 7400, 7415, 7425, 7450 (Gap @ 7455)
-Targets below are 7360, 7350, 7330, 7315, 7300
(VIX)
-Next weekly expiration is smaller size; positioning is primarily MM short calls; 19 unlocks more upside across the complex.
Thoughts
-Early morning rejection off the daily 8EMA from below
-With the most important earnings of all time after hours today.... I'm looking to the extremes for plays, over 7407 is a possibility for the gap close, 7300 area is a buy the dip. In the middle is chop.
--No real views on NVDA earnings itself- I'm sure they post incredible numbers. I'm considering a scenario where MAGs take over soon... let's see....
![Yam_Trades's tweet photo. 05-20 Daily Summary
Time is running out for an impulse move lower.....
#PMFS 0915 EST- https://t.co/K2aSveMERu
Market Data from @ConvexValue
-All eyes on $NVDA - Volatility expectations (Term structure) at the highs; yellow = today, red = yesterday; The bear's future is decided soon.....
-GX Surface from yesterday shows a more balanced market with gamma peaks up at 7530, gamma flip near 7275 (near 21D)
-Overnight straddle is ~45 points giving us an ON straddle range of [7305, 7398]
-Morning straddle is 37 and using spot 7380 gives us a range of [7343,7417]
-Weekly Straddle remains [7283, 7533]
-Monthly [June] Opex Straddle is [7134, 7683]
-Overnight Volumes are above average - slightly more calls; 7410 calls and 7300 puts are highest volume nodes overnight.
Net Exposure from @OptionsDepth
SPX
-Pivot is 7375
-Targets above are 7390, 7400, 7415, 7425, 7450 (Gap @ 7455)
-Targets below are 7360, 7350, 7330, 7315, 7300
(VIX)
-Next weekly expiration is smaller size; positioning is primarily MM short calls; 19 unlocks more upside across the complex.
Thoughts
-Early morning rejection off the daily 8EMA from below
-With the most important earnings of all time after hours today.... I'm looking to the extremes for plays, over 7407 is a possibility for the gap close, 7300 area is a buy the dip. In the middle is chop.
--No real views on NVDA earnings itself- I'm sure they post incredible numbers. I'm considering a scenario where MAGs take over soon... let's see....](https://pbs.twimg.com/media/HIwwiExbMAAlkDI.jpg)
![Yam_Trades's tweet photo. 05-20 Daily Summary
Time is running out for an impulse move lower.....
#PMFS 0915 EST- https://t.co/K2aSveMERu
Market Data from @ConvexValue
-All eyes on $NVDA - Volatility expectations (Term structure) at the highs; yellow = today, red = yesterday; The bear's future is decided soon.....
-GX Surface from yesterday shows a more balanced market with gamma peaks up at 7530, gamma flip near 7275 (near 21D)
-Overnight straddle is ~45 points giving us an ON straddle range of [7305, 7398]
-Morning straddle is 37 and using spot 7380 gives us a range of [7343,7417]
-Weekly Straddle remains [7283, 7533]
-Monthly [June] Opex Straddle is [7134, 7683]
-Overnight Volumes are above average - slightly more calls; 7410 calls and 7300 puts are highest volume nodes overnight.
Net Exposure from @OptionsDepth
SPX
-Pivot is 7375
-Targets above are 7390, 7400, 7415, 7425, 7450 (Gap @ 7455)
-Targets below are 7360, 7350, 7330, 7315, 7300
(VIX)
-Next weekly expiration is smaller size; positioning is primarily MM short calls; 19 unlocks more upside across the complex.
Thoughts
-Early morning rejection off the daily 8EMA from below
-With the most important earnings of all time after hours today.... I'm looking to the extremes for plays, over 7407 is a possibility for the gap close, 7300 area is a buy the dip. In the middle is chop.
--No real views on NVDA earnings itself- I'm sure they post incredible numbers. I'm considering a scenario where MAGs take over soon... let's see....](https://pbs.twimg.com/media/HIwwg61agAAjyTO.jpg)
![Yam_Trades's tweet photo. 05-20 Daily Summary
Time is running out for an impulse move lower.....
#PMFS 0915 EST- https://t.co/K2aSveMERu
Market Data from @ConvexValue
-All eyes on $NVDA - Volatility expectations (Term structure) at the highs; yellow = today, red = yesterday; The bear's future is decided soon.....
-GX Surface from yesterday shows a more balanced market with gamma peaks up at 7530, gamma flip near 7275 (near 21D)
-Overnight straddle is ~45 points giving us an ON straddle range of [7305, 7398]
-Morning straddle is 37 and using spot 7380 gives us a range of [7343,7417]
-Weekly Straddle remains [7283, 7533]
-Monthly [June] Opex Straddle is [7134, 7683]
-Overnight Volumes are above average - slightly more calls; 7410 calls and 7300 puts are highest volume nodes overnight.
Net Exposure from @OptionsDepth
SPX
-Pivot is 7375
-Targets above are 7390, 7400, 7415, 7425, 7450 (Gap @ 7455)
-Targets below are 7360, 7350, 7330, 7315, 7300
(VIX)
-Next weekly expiration is smaller size; positioning is primarily MM short calls; 19 unlocks more upside across the complex.
Thoughts
-Early morning rejection off the daily 8EMA from below
-With the most important earnings of all time after hours today.... I'm looking to the extremes for plays, over 7407 is a possibility for the gap close, 7300 area is a buy the dip. In the middle is chop.
--No real views on NVDA earnings itself- I'm sure they post incredible numbers. I'm considering a scenario where MAGs take over soon... let's see....](https://pbs.twimg.com/media/HIwwfWtbIAEt7Oo.jpg)
$ES 7391
See you tomorrow at #PMFS
End of Day Overview
First - #PMFS with @tony_mansour and myself tomorrow AM at 915 EST. Maybe good, maybe not... you be the judge.
https://t.co/hct8v5ylUg
Took one additional trade on a bounce off 7378 but it was uneventful (+5).
-7350 bounce - ran a position to 67
-7337 flush/recovery - ran a position all the way towards high of day (trims along the way)
-7378 bounce - +5....
Bit annoyed I didn't stick with my premarket plan of shorting the 7387-7407 range (see below) which would've been a killer trade into the back half of the day.
Looking at @OptionsDepth for tomorrow, we could see more downside.... but it's better to be reactive than predictive in this tape.
Few levels stand out for Globex
-7391 ES
-7348 ES
Back in the AM with a morning note & #PMFS commentary.
End of Day Overview
First - #PMFS with @tony_mansour and myself tomorrow AM at 915 EST. Maybe good, maybe not... you be the judge.
https://t.co/hct8v5ylUg
Took one additional trade on a bounce off 7378 but it was uneventful (+5).
-7350 bounce - ran a position to 67
-7337 flush/recovery - ran a position all the way towards high of day (trims along the way)
-7378 bounce - +5....
Bit annoyed I didn't stick with my premarket plan of shorting the 7387-7407 range (see below) which would've been a killer trade into the back half of the day.
Looking at @OptionsDepth for tomorrow, we could see more downside.... but it's better to be reactive than predictive in this tape.
Few levels stand out for Globex
-7391 ES
-7348 ES
Back in the AM with a morning note & #PMFS commentary.
#MDFS in under an hour
How I saw the day - Not shown is a flush/recovery of yesterday's lows which was a rip higher.
Per @OptionsDepth, lots of upside calls bought and sold puts from 7330-7350.
I can't rule out a new low but think if a low was offered around let's see 7303, that would be a buy into $NVDA earnings.
π¦π§π¦π§π¦π§π¦π§π¦π§π¦π§
ποΈPREMARKET FLOW SHOW
ββBest 10 minutes of your day ββ
β° Wednesday, 5/20 at 9:15AM β°
#PMFS https://t.co/BikKE6OjF4
@iV_trader @Yam_Trades
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Week ahead is out: https://t.co/sf8sdcpxZ4
Market data from @ConvexValue
Net positioning from @OptionsDepth
If the weekly posts, daily commentary, or flow shows are of any use, please like/repost.
Flow shows with @tony_mansour and @iV_trader
#PMFS on M/W/F at 915am #MDFS on T/Th at 1245pm
Areas weakness might drive us to - we're in a full bull market into the summer.
Have a good weekend and be back Monday morning with a note and #PMFS.
Give it up for @Yam_Trades calling 7375 entry out before the open.
@iV_trader called it the LIS in #PMFS as well!
If you followed my 7385 entry call, I apologize. You are up slightly less π
solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr
Mid-Morning Update
How I saw the day and discussed with @tony_mansour on the #PMFS - Were you listening to buy 7375? up 30 now.
Handed out live in premarket in advance. Enjoy your days all.
From @OptionsDepth - 0DTE looks higher.
7440?
solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr
Mid-Morning Update
How I saw the day and discussed with @tony_mansour on the #PMFS - Were you listening to buy 7375? up 30 now.
Handed out live in premarket in advance. Enjoy your days all.
From @OptionsDepth - 0DTE looks higher.
7440?
solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr
#PMFS at 915 EST: https://t.co/ooiH6mVSVp
Market Data from @ConvexValue
-Volatility expectations (Term structure) is flat from yesterday but is still within range
-Cumulative gamma peak at 7500; 7125 cumulative flip.
-Overnight straddle is 34 points giving us an ON straddle range of [7366, 7434]
-Morning straddle is 29 and using spot 7415 gives us a range of [7386,7444]
-Weekly Straddle remains [7292, 7496]
-Overnight Volumes are average - way more calls; 7450 calls and 7375 puts are highest volume nodes overnight.
-PM POLR shows 7410
Net Exposure (solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr) from @OptionsDepth
-Pivot is 7400
-Targets above are 7410, 7425, 7440, 7450, 7460
-Targets below are 7375, 7350, 7335, 7320, 7300
Thoughts
-Downside materialized on Tuesday like I thought - for now doesn't look like it's going to be sustained - VOL rising was the only way to see it melt.
-VOL continues to melt down and the index pushes higher 7445/7450 are in the cards with vol melting down.
![Yam_Trades's tweet photo. solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr
#PMFS at 915 EST: https://t.co/ooiH6mVSVp
Market Data from @ConvexValue
-Volatility expectations (Term structure) is flat from yesterday but is still within range
-Cumulative gamma peak at 7500; 7125 cumulative flip.
-Overnight straddle is 34 points giving us an ON straddle range of [7366, 7434]
-Morning straddle is 29 and using spot 7415 gives us a range of [7386,7444]
-Weekly Straddle remains [7292, 7496]
-Overnight Volumes are average - way more calls; 7450 calls and 7375 puts are highest volume nodes overnight.
-PM POLR shows 7410
Net Exposure (solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr) from @OptionsDepth
-Pivot is 7400
-Targets above are 7410, 7425, 7440, 7450, 7460
-Targets below are 7375, 7350, 7335, 7320, 7300
Thoughts
-Downside materialized on Tuesday like I thought - for now doesn't look like it's going to be sustained - VOL rising was the only way to see it melt.
-VOL continues to melt down and the index pushes higher 7445/7450 are in the cards with vol melting down.](https://pbs.twimg.com/media/HIMqutRbUAAcWEp.jpg)
![Yam_Trades's tweet photo. solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr
#PMFS at 915 EST: https://t.co/ooiH6mVSVp
Market Data from @ConvexValue
-Volatility expectations (Term structure) is flat from yesterday but is still within range
-Cumulative gamma peak at 7500; 7125 cumulative flip.
-Overnight straddle is 34 points giving us an ON straddle range of [7366, 7434]
-Morning straddle is 29 and using spot 7415 gives us a range of [7386,7444]
-Weekly Straddle remains [7292, 7496]
-Overnight Volumes are average - way more calls; 7450 calls and 7375 puts are highest volume nodes overnight.
-PM POLR shows 7410
Net Exposure (solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr) from @OptionsDepth
-Pivot is 7400
-Targets above are 7410, 7425, 7440, 7450, 7460
-Targets below are 7375, 7350, 7335, 7320, 7300
Thoughts
-Downside materialized on Tuesday like I thought - for now doesn't look like it's going to be sustained - VOL rising was the only way to see it melt.
-VOL continues to melt down and the index pushes higher 7445/7450 are in the cards with vol melting down.](https://pbs.twimg.com/media/HIMqtQkbwAEV6TT.jpg)
![Yam_Trades's tweet photo. solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr
#PMFS at 915 EST: https://t.co/ooiH6mVSVp
Market Data from @ConvexValue
-Volatility expectations (Term structure) is flat from yesterday but is still within range
-Cumulative gamma peak at 7500; 7125 cumulative flip.
-Overnight straddle is 34 points giving us an ON straddle range of [7366, 7434]
-Morning straddle is 29 and using spot 7415 gives us a range of [7386,7444]
-Weekly Straddle remains [7292, 7496]
-Overnight Volumes are average - way more calls; 7450 calls and 7375 puts are highest volume nodes overnight.
-PM POLR shows 7410
Net Exposure (solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr) from @OptionsDepth
-Pivot is 7400
-Targets above are 7410, 7425, 7440, 7450, 7460
-Targets below are 7375, 7350, 7335, 7320, 7300
Thoughts
-Downside materialized on Tuesday like I thought - for now doesn't look like it's going to be sustained - VOL rising was the only way to see it melt.
-VOL continues to melt down and the index pushes higher 7445/7450 are in the cards with vol melting down.](https://pbs.twimg.com/media/HIMqrn1awAAhSAp.jpg)
solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr
#PMFS at 915 EST: https://t.co/ooiH6mVSVp
Market Data from @ConvexValue
-Volatility expectations (Term structure) is flat from yesterday but is still within range
-Cumulative gamma peak at 7500; 7125 cumulative flip.
-Overnight straddle is 34 points giving us an ON straddle range of [7366, 7434]
-Morning straddle is 29 and using spot 7415 gives us a range of [7386,7444]
-Weekly Straddle remains [7292, 7496]
-Overnight Volumes are average - way more calls; 7450 calls and 7375 puts are highest volume nodes overnight.
-PM POLR shows 7410
Net Exposure (solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr) from @OptionsDepth
-Pivot is 7400
-Targets above are 7410, 7425, 7440, 7450, 7460
-Targets below are 7375, 7350, 7335, 7320, 7300
Thoughts
-Downside materialized on Tuesday like I thought - for now doesn't look like it's going to be sustained - VOL rising was the only way to see it melt.
-VOL continues to melt down and the index pushes higher 7445/7450 are in the cards with vol melting down.
π¦π§π¦π§π¦π§π¦π§π¦π§π¦π§π¦π§
#PMFS
ποΈJoin me and @iV_trader and @Yam_Trades at 9:15AM tomorrow for the PREMARKET FLOW SHOW
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https://t.co/1ohbwmiZhX
solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr Mid-Morning Update
Did you listen to the #PMFS?
https://t.co/RSVGA1ELj0
How I saw the day
7425-7440 looks to be a ceiling from @OptionsDepth
#PMFS at 915 EST: https://t.co/VLqAKkKGwy
Market Data from @ConvexValue
-Volatility expectations (Term structure) moved up a bit from Friday but is still within range
-Cumulative gamma peak at 7495; 7250 cumulative flip.
-Overnight straddle is 40 points giving us an ON straddle range of [7358, 7438]
-Morning straddle is 28 and using spot 7395 gives us a range of [7367,7423]
-Weekly Straddle remains [7292, 7496]
-Overnight Volumes are average - 50% more calls; 7450 calls and 7300 puts are highest volume nodes overnight.
-PM POLR shows 7415
Net Exposure () from @OptionsDepth
-Pivot is 7380
-Targets above are 7390, 7400, 7415, 7425, 7440
-Targets below are 7365, 7350, 7325, 7315, 7300
Thoughts
-Single name and index put skew is at or near record lows; market is in full AI chase euphoria. A violent rinse out is needed
-Any dips remain buy able but I'd really like to see a 21D tag.
-If you're looking for a hedge, VIX calls are probably your best bet.
![Yam_Trades's tweet photo. #PMFS at 915 EST: https://t.co/VLqAKkKGwy
Market Data from @ConvexValue
-Volatility expectations (Term structure) moved up a bit from Friday but is still within range
-Cumulative gamma peak at 7495; 7250 cumulative flip.
-Overnight straddle is 40 points giving us an ON straddle range of [7358, 7438]
-Morning straddle is 28 and using spot 7395 gives us a range of [7367,7423]
-Weekly Straddle remains [7292, 7496]
-Overnight Volumes are average - 50% more calls; 7450 calls and 7300 puts are highest volume nodes overnight.
-PM POLR shows 7415
Net Exposure () from @OptionsDepth
-Pivot is 7380
-Targets above are 7390, 7400, 7415, 7425, 7440
-Targets below are 7365, 7350, 7325, 7315, 7300
Thoughts
-Single name and index put skew is at or near record lows; market is in full AI chase euphoria. A violent rinse out is needed
-Any dips remain buy able but I'd really like to see a 21D tag.
-If you're looking for a hedge, VIX calls are probably your best bet.](https://pbs.twimg.com/media/HICVy8RaAAAoFlL.jpg)
In case you missed it !
#PMFS
https://t.co/23E3tOx6Z6
#PMFS at 915 EST: https://t.co/VLqAKkKGwy
Market Data from @ConvexValue
-Volatility expectations (Term structure) moved up a bit from Friday but is still within range
-Cumulative gamma peak at 7495; 7250 cumulative flip.
-Overnight straddle is 40 points giving us an ON straddle range of [7358, 7438]
-Morning straddle is 28 and using spot 7395 gives us a range of [7367,7423]
-Weekly Straddle remains [7292, 7496]
-Overnight Volumes are average - 50% more calls; 7450 calls and 7300 puts are highest volume nodes overnight.
-PM POLR shows 7415
Net Exposure () from @OptionsDepth
-Pivot is 7380
-Targets above are 7390, 7400, 7415, 7425, 7440
-Targets below are 7365, 7350, 7325, 7315, 7300
Thoughts
-Single name and index put skew is at or near record lows; market is in full AI chase euphoria. A violent rinse out is needed
-Any dips remain buy able but I'd really like to see a 21D tag.
-If you're looking for a hedge, VIX calls are probably your best bet.
$SPX #PMFS
Each of our intraday views
Join @tony_mansour and @iV_trader and myself at 915EST.
Tomorrow morning
$SPX
Week ahead is out: https://t.co/X9r54qhSrT
Market data from @ConvexValue
Net positioning from @OptionsDepth
If the weekly posts, daily commentary, or flow shows are of any use, please like/restack.
Flow shows with @tony_mansour and @iV_trader
#PMFS on M/W/F at 915am
#MDFS on T/Th at 1245pm
$SPX Morning Update
#PMFS - I said bull!
How I saw the day.
From @OptionsDepth
I think we can maybe see a bit more upside.
Be back this weekend with a week ahead!
$SPX
Market Data from @ConvexValue
-Volatility expectations (Term structure) is at the lows (consistently); Yellow = Today, red = yesterday
-Cumulative gamma flip peak at 7430; 7050 cumulative flip.
-Overnight straddle is 42 points giving us an ON straddle range of [7295, 7379]
-Morning straddle is 32 and using spot 7377 gives us a range of [7345,7409]
-Weekly Straddle remains [7124, 7326]
-Overnight Volumes are average; 7400 calls and 7300 puts are highest volume nodes overnight.
-PM POLR shows 7370
Net Exposure ($SPX) from @OptionsDepth
-Pivot is 7360
-Targets above are 7375, 7390, 7400, 7425
-Targets below are 7350, 7335, 7310, 7295, 7280, 7270
Thoughts
-Big picture - we're approaching a point in time where supportive gamma starts to roll off (systematic buy overwrites roll next week)
-Positioning is changing a bit into next week - nothing to be particularly worried about yet.
-Let's see how NFP is digested but my bias (slight) is higher
![Yam_Trades's tweet photo. $SPX
Market Data from @ConvexValue
-Volatility expectations (Term structure) is at the lows (consistently); Yellow = Today, red = yesterday
-Cumulative gamma flip peak at 7430; 7050 cumulative flip.
-Overnight straddle is 42 points giving us an ON straddle range of [7295, 7379]
-Morning straddle is 32 and using spot 7377 gives us a range of [7345,7409]
-Weekly Straddle remains [7124, 7326]
-Overnight Volumes are average; 7400 calls and 7300 puts are highest volume nodes overnight.
-PM POLR shows 7370
Net Exposure ($SPX) from @OptionsDepth
-Pivot is 7360
-Targets above are 7375, 7390, 7400, 7425
-Targets below are 7350, 7335, 7310, 7295, 7280, 7270
Thoughts
-Big picture - we're approaching a point in time where supportive gamma starts to roll off (systematic buy overwrites roll next week)
-Positioning is changing a bit into next week - nothing to be particularly worried about yet.
-Let's see how NFP is digested but my bias (slight) is higher](https://pbs.twimg.com/media/HHzNscXaMAAain2.jpg)
![Yam_Trades's tweet photo. $SPX
Market Data from @ConvexValue
-Volatility expectations (Term structure) is at the lows (consistently); Yellow = Today, red = yesterday
-Cumulative gamma flip peak at 7430; 7050 cumulative flip.
-Overnight straddle is 42 points giving us an ON straddle range of [7295, 7379]
-Morning straddle is 32 and using spot 7377 gives us a range of [7345,7409]
-Weekly Straddle remains [7124, 7326]
-Overnight Volumes are average; 7400 calls and 7300 puts are highest volume nodes overnight.
-PM POLR shows 7370
Net Exposure ($SPX) from @OptionsDepth
-Pivot is 7360
-Targets above are 7375, 7390, 7400, 7425
-Targets below are 7350, 7335, 7310, 7295, 7280, 7270
Thoughts
-Big picture - we're approaching a point in time where supportive gamma starts to roll off (systematic buy overwrites roll next week)
-Positioning is changing a bit into next week - nothing to be particularly worried about yet.
-Let's see how NFP is digested but my bias (slight) is higher](https://pbs.twimg.com/media/HHzNrDxa4AE7FL0.jpg)
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