GEX: Positive
Price above Gamma Flip Point - decreased Volatility
Structure of Gamma: Mostly negative, spread across multiple strikes
Expected Range: 3991 - 4077
Most probable end-of-day outcome: Price close above most negative gamma spikes (3990, 3940, 3840). Therefore Key Support is at 3940.
Gamma Spikes chart from my AI Data Analysis software
...
At a critical juncture while hanging on a pivot for both 200D and zero gamma.
The 200D regression trend turned up positive as the tail is now at the peak of aug bull rally.
Total S&P 500 gamma is neutral around zero gamma / 4k.
No vol events and no flows from options means lower daily distributions.
Bulls
- Slow grind up here into CPI.
- Low CPI/PPI Only...
Super self explanatory.
Check out my other posts to view my feelings on the GME saga and where I have stood. I’ve discovered some very interesting coincidences in the market all thanks to a supportive community.
I think it’s officially officially close to end game. I don’t picture her holding down past summer.
Good game apes, we won.
Why type many word when little word do trick.
Ideal setup, catalyst probably needed, just the truth.
as you can see by my drawing.. i need a vacation.
pay me
This chart is intended for other idea articles but I thought it was interesting enough for its own idea.
I'm not allowed to post my website, but you can find it in my profile it contains the data I used for charting this.
1) Naive Gex - Is the total option chain of a stock across all expirations. In other words the gamma exposure assumes customer is always...
So here we are not to many deviations away from the last post on Hedged Equity funds being firmly in positive gamma territory.
Overall gamma for the S&P 500 options chain has been positive 15 straight trading days.
This indicates a 0.20% daily distribution along with a VIX that continues to compress into 2023.
However, there are indicators suggesting VIX is...
OBV hasn’t even came close to falling back to its previous lows before BBBY’s run up in July/August.
In fact.. OBV hasn’t even broken down resistance.. it’s still holding a pretty strong bullish signal and share price is below previous lows in July..
Certainly share price is undervalued on the technical side.
Check out my ideas on GME because these stocks tie...
Instead of explaining why I believe GameStop still has immense value, I am just going to make an update to my previous 3 posts on creation of “Failure to Delivers” through SWAPs and the short ETF, “TTT.”
Please check out my other posts if this type of stuff interests you, it is brand new information that just hasn’t been picked up by anyone yet, the correlation...
Last night futures bounced off JHEQX Zero Gamma support.
Significance of this level can not be understated.
Losing 3585 may find support below from JHQDX long put flipping positive gamma.
With VIX at 32 you should be expecting a 2% move a day.
I have an alert at 34 VIX as the point where we could see a pop higher.
GEX on SPX is -2.5B which implies more...
Updated Delta/Gamma Indicator to include the strikes for the current strategy.
You will be able to leave it blank to generate the strikes.
You can use the Indicator on ES Futures as it sources SPX and VIX directly.
I wanted to show you all the delta accumulation of JHEQX around the first 20 Days (and 20D moving average)
The accumulation of delta in the first 20...
Putting the finishing touches on a delta / gamma indicator.
Only outstanding issues is to complete is fixed strike implied volatility.
Check FAQ I created here if you have questions about it.
The indicator can be configured to reset on the 1st, 2nd or 3rd last business day of the month.
The first new day after the reset the new strikes will be...
What is a Put Spread Collar?
A put spread collar is an options strategy used to insure underlying assets from downside while limiting upside.
Why would someone use a Put Spread Collar?
What is unique about this strategy is the premium is paid for by selling an 5-6% OTM call and selling at 20% OTM put.
Selling those 2 options pays for the long put premium.
...
Asteroid JHEQX.
This idea is an update on the JHEQX for any of you that track this market asteroid.
The JHEQX is approaching Zero Gamma.
At zero gamma the flows are fairly muted. The strike price is ~3795 for zero Gamma.
BEAR CASE
If the price declines below 3795, dealers will start selling with the market and create more volatility.
BULL CASE
The...
I see many other patterns of strong bullish cones in stocks that seem somewhat threatening to the financial sector.
By the I mean every singe one.
Let’s see.
God be with us.. good people with grace
Hello everyone, Chem here..
Earlier this year along with the help of copious amounts of information on Reddit.
I discovered that it is super blatant that
TTT (ProShares Ultra Pro Short),
seemingly spikes strongly into GameStop
run ups.
Overlaying the charts has allowed
me to view and observe perfect symmetry
between the two.
My theory and ideals on this entire...
Hello everyone, Chem here..
Earlier this year along with the help of copious amounts of information on Reddit. I discovered that it is super blatant that TTT (ProShares Ultra Pro Short), seemingly spikes strongly into GameStop run ups. Overlaying the charts has allowed me to view and observe perfect symmetry between the two.
My theory and ideals on this entire...
Most of you by now know I like to follow these big hedges in the market as a gauge for volatility.
It's a driving factor behind things like Vix Highs and Lows being pinned at very specific ranges.
CPI was really just a catalyst that pushed some larger Marco flows negative like the hedges I track.
The closer these funds get to their long put strike, the more...
Idea continued of successful CPI trade. PPI tomorrow 830am EST , sideways and down market action predicted, reverse gamma squeeze, ultimate 3 standard deviation move to downside this week. potential place to load up on further puts tomorrow to price target for Friday.
