Trading Volatility
@TradeVolatility
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Make stock & option trading easier with our advanced tools & ratings. Gamma | AI | 0-DTE | VIX VXX SVIX Trade Signals
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Gamma is going to pull $QQQ lower.
And that's all the info you get because no one ever likes these
🔮 tweets.
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Bad news for $TSLA shareholders as the stock is completing the Cybertruck chart pattern.
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New Inverse volatility -1x $SVIX has been approved:
New 2x vol fund $UVIX has been approved
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Who wants to see $SPX hit 3500?
Show of hands, please.
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Miss
@jam_croissant
on TTU last week?
Here's the summary:
1) The Impact of Lagging Effects in the Economy
Over the past decade or two, we have seen various economic instruments being used and invented, each with a lagging effect on different parts of the economy. This article
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Gamma action cheat sheet:
1) Investor sells calls
a) At trade Opening:
- MM is long calls --> long delta, long gamma. Shorts stock to be delta neutral.
b) Re-hedging:
- MM sells underlying as price rises. Buys underlying as price falls
1/n
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Stock market is getting dangerous so we've disabled security on our Stocks+ site so that our gamma, skew, max pain, and dark pool data is available to all.
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$SVIX. $VXX. $UVIX. $UVXY.
Amazingly profitable yet dangerous.
Here's a thread on how to navigate these successfully using three different strategies.
1/
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$TSLA gamma ladder is now on the put side instead of the call side (upper graph).
High risk of a trend change in Skew-Adjusted Gamma Exposure (lower graph).
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Version 1.0 of the $SPX gamma structure cheat sheet.
Developed in partnership from
@PointBlank_Algo
who tweets about this stuff every day.
Positive GEX regime:
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$VIX Oct 20 calls with some heavy open interest.
👀 those $50 strike
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It doesn't take a genius to realize there is a problem looming in the market when $VIX and VIX futures are clustered near 30 while $SPX is just under all-time-highs.
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$TSLA gamma died and so did dark pool buying. This is a ship without a rudder right now.
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Inspired by
@stephenharlinmd
to expand on some strategies we use with volatility ETPs.
Hope to help promote understanding and give you some thoughts on your own strategies.
(Giving away some of our secrets here.)
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Up next: A 2019 California referendum to leave the U.S. and become the 6th largest economy in the world.
#Calexit
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ChatGPT can already be used to perform various tasks related to finance and stocks & options trading, including:
1) get stock and options data for summarizing data:
#stocks
Examples:
- calculate the sum of the call options volume for all strikes in $SPY for an expiration
-
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No one want to hear this, but prices on big tech could get cut by 40% and still be arguably expensive from a P/E & P/S view.
🙈🙉
$QQQ $AAPL $NVDA $ADBE $MSFT $CRM $TQQQ
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JP Morgan's Q1 collar has traded.
Call strike was $4030
Put strike at $3600
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Like GEX? Check out our database for GEX on every stock.
Drill down into details for each stock at
@SqueezeMetrics
@Barton_options
@CapitalParadox
@spotgamma
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There are a lot of unknowns about the market for tomorrow, but one thing you can count on is that your broker's trading app will be down.
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$TLSA isn't just a car company or battery company or a tech company.
Now they can also be a money laundering company. 🚀🚀
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.
@CNBC
's coverage of the recent movement in the stock market should make it clear to you that they do not have your best interests in mind and you should turn it off forever.
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Spoiler alert: There is 0% chance that anything happens to Trump, even if he actually does have COVID-19, which he probably doesn't.
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Current State of Zero Days To Expiration Options
There has been a growing interest in zero day to expiration options that are increasingly being traded actively by institutional risk managers.
Although it was initially thought that these options were only meant for retail
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@CathieDWood
Cool story, Cathie.
Maybe you're just jealous of $GM stock performance this year?
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The market is in a lull where there is ~zero constructive gamma on stocks to help push them higher. In fact, most names are pretty heavy on puts.
Look for building of negative Skew-Adjusted Gamma Exposure and Gamma Call Ladders. Until then sit on some cash and enjoy Summer.
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@izakaminska
TSLA is a case of large short interest and large OTM speculative call buying, forcing price higher as dealers are forced to re-hedge by buying more stock as the stock climbs on order to maintain a delta-neutral book of large negative gamma exposure.
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A visual from 2011 of how backwardation can continue to pull $VXX higher even while $VIX moves sideways over the course of a few months.
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Our historical GEX data for all stocks is now available for download (.csv) on our GEX Charts page.
🥳 💪 🤓
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Everyone trying to front run tomorrow's +6% $SPX gain when 9M unemployment claims are reported?
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Don't get left behind in stock trading.
Increase your knowledge to understand why we track options flow, specifically gamma.
@perfiliev
explains
@jam_croissant
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Our best performing strategy (VXX Bias) just hit a new record:
💥+1,037% since 3rd-party tracking began Feb 2016.
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If $SPX can only manage -1% days, then a VIX of 29 is way too high. Closer to 20 would be more appropriate.
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Elon has a plan for selling his stock in tranches that involves blaming someone else as the bad guy each time forcing him to sell more.
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2022 prediction for 1Q:
$SPX, 10-yr bonds, and $BTC will all be negative after the first quarter.
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This chart of $VVIX is suggesting large concerns about next week.
The low this week was only 95 (when $SPX was near all-time highs) and closed at 101.
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Thoughts:
Buy options when IV is cheap.
Buy options with more DTE than you think you need.
Buy ITM instead of OTM.
Don't try to predict what the market will do tomorrow.
Don't bet heavily on highly unlikely moves.
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Things that retail traders are oblivious to:
1) Selling volatility is the most successful strategy
2) Directional option trades are more risky than multi-leg options.
Which is all ironic because level 1 options approval are more risky han level 2 and 3 options approval -- It's
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Spot the pattern.
What does VIX do after every monthly VIX expiration since March?
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Every trader & investor needs to hear this:
It doesn't matter how much money you've lost or how much anxiety you have. You're never "due" to be right.
There are countless fund managers who have blown up because they make a losing bet, convinced they are right.
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The company with the largest valuation 9 years ago was $XOM at $406 billion.
$TSLA today has a valuation of $401 billion on 12-month earnings of ~$500M.
Can we just pause for a moment and appreciate the insanity of this?
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Since inception (Feb 2016):
😊 Our 3rd-party verified automated indicators ("Trading Volatility 1") has gained 326%
➡️ 25.9% CAGR
😔 Over same period, $ARKK has gained 165%.
➡️ 14.8% CAGR
😔 Over same period, $QQQ has gained 197%.
➡️ 18.9% CAGR
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It's been a long time since the $VIX / $VIX3M ratio was below 0.8 .
The premium of weighted month 1 and month 2 $VIX futures to spot $VIX is also at an extreme today.
Generally these signal near-term lows on $VIX.
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Trump on 2/11/2020: "Coronavirus will miraculously be gone by April once the weather warms up."
Trump 4/23/2020: "Is there a way we can inject people with disinfectant?"
We need to demand that our leaders put together a realistic plan to address the pandemic.
This is not ok
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Going to find out who is off sides this week.
$SPX $VIX
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$UVXY closed at $9.42 and there are currently options available for 21March expiration up to the $270 strike (a 2,600% gain). 😮
(For reference, UVXY gained 1,250% in March 2020 ).
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I've seen a dozen different posts in the past week about how $VIX is at the floor, so I made a map.
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Is it stupidly predictable to have $VIX spike during opex week again like it always does**?
**except for the spike that happened the week leading up to Sept quarterly opex when the JPM collar was rolled)?
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When speculative calls are closed or expire, market makers take off their delta hedge which means they are selling stock.
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There are many galaxies of options markets creating pockets of gamma gravity with the universe of stocks. Some of them have enough weight to interact with others while others don't.
1/n
🚨🚨 Equities, Options Gravity, and Volatility: The Fragile Market Hypothesis 🚨🚨👇👇
(Aka one doofus's overly simplistic attempt to explain lurking risk in the market with stick figures and clip art. If you're invested, you should read)
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If you ever get a super-clever idea to short a stock that you think will definitely go down remember to immediately throw your computer and phone off a cliff.
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2022 prediction:
$ROKU will drop 90% from its 2021 peak of $490.
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How do we live in a "free market capitalist" country when brokers restrict retail investors from buying certain stocks on the grounds that it will hurt Hedge Funds??
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A thread on why we flagged $AMC on May 25:
There are two items to look at from the screenshot in the original posting:
1) large negative Skew-Adjusted Gamma Exposure relative to avg daily trade volume
2) the gamma call ladder
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The bottoms-up view of $SPX gamma has never been this negative.
A speculative call frency over the past month is contributing to exacerbated upside.
Roughly half of total gamma will expire tomorrow.
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This action will likely weaken or break the relationship between daily movement in $VXX and $VIX futures.
Instead, it will be based on supply & demand of currently available $VXX shares.
Barclays suspends until further notice further sales and issuances of two series of iPath ETNs $VXX and $OIL
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Gamma cheat sheet for $SPX.
How to interpret Dealer's Gamma Exposure?
Here you have:
A COMPACT GUIDE TO UNDERSTAND GAMMA HEDGING AND INTERPRET GAMMA EXPOSURE
#gamma
$SPX $SPY $VIX
#options
#exposure
Thanks to:
@t1alpha
free tools,
@TradeVolatility
for the tips &
@Investopedia
for the info
#bearmarket
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Do y'all want the Fed to give you more rate hikes?
Because that's what you're going to get when you make stocks move up like this.
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Filing has been made for a new -1x Vix futures ETP ($SVIX) to be launched early 2020.
Filing details.
A
@investinvol
venture.
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2020 performance results for our automated volatility trading signals, as tracked by a third party (Collective2):
"Trading Volatility 1" (VRP+VXX Bias): +163%
(1/3)
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@atn1972
Vix rule of 16. Every 16 points in Vix implies that on 2 of every 3 days, spx will trade within +/-1%.
So for +/-4% days, vix should be around 64, which is where it already is priced.
For Vix to move higher from here we'd need to see more 5 and 6%+ days.
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You don't know shit about $NVDA and you shouldn't be trading their earnings.
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We get a lot of questions about our services, so today we're going to take you on a virtual tour of our entire Stocks+ platform!
1/14
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VIX futures curve has now been lifted higher for 6th consecutive day, despite spot $VIX being lower.
So that's kinda interesting.
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Crude Oil will go to $72 in 2021 and probably $100.
[Not investment advice. please speculate responsibly as if this were Dogecoin]
ARK INVEST'S CATHIE WOODS SAID 'I WOULD BE SURPRISED' IF OIL PRICES HIT $70 AGAIN
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@Mephisto731
You don't have to do the grunt work.
We already downloaded VIX futures back to 2004 and calculated $VXX.
Free at:
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It has been downhill for stocks and bonds ever since the FOMC banned board members from owning stocks and bonds. 🤔
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Casino floor managers pay people (called "props") to play at card games to make games more exciting, as a way to get other people to gamble more.
In the stock market, it looks like this:
$AMC $GME $BB
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I hear y'all wondering:
"What was the $VIX gamma flip level today which would signal a move to be long volatility?"
--> $24.5
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Our ideal scenario tomorrow is $SPX gaps 1% higher to open and gets near $4000, then sells off to close red.
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Not gonna lie. I bought $GME 50c expiring Friday.
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Generally speaking, people are terrible traders and actively refuse to take the actions they need to take in order to be profitable.
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Their playbook is cruel:
1) Rotate out of hyper growth stocks and into "stable" mega-cap tech stocks as safe haven. $AAPL $GOOG $MSFT $AMZN $NFLX $FB
2) Wait for retail to move to megacaps.
2) Rotate out of megacaps.
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Attention anyone who owns a 3x long sector ETP.
$GUSH (3x Oil & Gas Exp. & Prod) died today after a -81% day.
The non-leveraged ETP for the sector ($XOP) was -37% today.
👉 This can happen in other sectors as well.
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The COVID war is over in the U.S.
Most vulnerable people who wanted vaccines have them.
Some others will get theirs soon as a precaution.
Others will never get vaxed.
Time to move on and settle into the COVID endemic where it finally is "just the flu."
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"Every quarter, Congress must pass a bill for another $2-3 trillion in stimulus or the stock market will crash again."
🤔 This is where we're at now?
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Earnings releases for next week are heavy.
$tsla $aapl $goog $amd $v $twtr $msft $fb $pypl $gild $cvx $sbux
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How does
@PointBlank_Algo
always seem to know in the morning what $SPX will do that day?
Probably uses the cheat sheet.
😂
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$VIX open interest for Sept expiration showing strong interest all the way up to the 100 strike, and over 100,000 calls at the 60 level.
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@VolatilityWiz
Let's do something hilarious this time like don't do any bounce at all until $SPX 4200 and $VIX clocks 40.
Who's with us?
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In short, buying equities likely better than selling at this point.
Followers who have read my posts know I've been anticipating the "Volatility Spike of the Decade" and it's now time to focus on the vol short of the decade.
Be calm. Be kind. Be grateful. Be optimistic.
👍✌️
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We're rolling out a new Gamma Formation today called "Put Gravity" where negative gamma from puts causes additional selling pressure.
$TSLA
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Impressive volume today in $SPX options with same day expiration.
Call buyers generate negative gamma for Market Makers who need to buy shares in order to keep a neutral position.
As $SPX rises, MMs need to buy more shares to stay neutral.
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A matrix of VIX percentage changes by month along with an overall average of months when you should be using median you heathen welcome to the dark side
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Pro Tip:
If you're buying 0-DTE options, the large strikes typically act as support and resistance, and are therefore less likely to finish in the money.
If your other indicators suggest a move towards those points, choose a strike that is 20 points closer to current underlying
$SPX 0DTE scanner from
@TradeVolatility
12:28pm ET Update
Since the last update there have been more changes in call volume than put
3800 is a strike of interest, let's keep an eye on it
#SPX
$ES $SPY
#ES_F
#SPY
#trading
#OptionsTrading
$Gamma
#GEX
#Gamma
$GEX
#bearmarket
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@mikepsilva
@vicsyoutube
$VIX is expressed as an annualized percentage, but it is measured using options for a 30-day time-weighted maturity. So VIX doesn't give the expected move of $SPX over the next year, because that is a derived value from short term options.
Also, it's a subtle difference but no
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