GEX Edge

#1 trading tool right now → increase entry & exits acurracy 80%-90% → institutional support & resistance levels → know where the market is going before it happens Stop trading alone. GEX is the trading partner that already knows where dealers are forced to buy and sell.

Jensen Huang name dropped $MU on stage this is the earliest, at CES in January 2025 praising the G7 memory feeding the Blackwell RTX 50 series. He reinforced it at CES 2026 (calling memory the biggest bottleneck in AI) and at GTC Taipei on May 31, 2026, where he singled out $MU as a key winner of an AI-spending wave he called insanely profitable. Trump pumped $MU for its US buildout the $200B investment in June 2025, then the boost to $250B in July 2026 ("the Trump Effect"). From late January 2026 ("chip wall") through June 2026 he's argued memory is so scarce it's why $MU hit a $1T+ cap. Why $MU is the pick-and-shovel of AI: AI is memory-bound. HBM stacked DRAM that feeds GPUs at insane bandwidth is the actual bottleneck now, not compute. And HBM eats 3x+ the wafer capacity per bit vs standard DRAM. Only 3 firms make it at scale: $SKHY, Samsung, $MU $MU's position: HBM sold out through 2026 (incl. HBM4). 2027 already allocated. Shipping HBM4 12-high for Nvidia's Vera Rubin. Gross margins north of 50%, up from ~22% two years ago. FQ2'26 revenue ~$23.9B vs ~$8B a year prior. The numbers to 2030: Micron's own guide: HBM TAM ~$35B (2025) → ~$100B by 2028, pulled forward from 2030. That 2028 number alone is bigger than the entire DRAM market was in 2024. Data-center chip TAM broadly: ~$209B (2024) → ~$500B by 2030 (Yole). The one-liner: solana:gEGtLTPNQ7jcg25zTetkbmF7teoDLcrfTnQfmn2ondo sells the engine. $MU sells the fuel tank AI can't run without and it's sold out.

President Trump, Elon Musk and CEO $NVDA keep pumping the same stock:

@GammaFlowSPY couldn't agree more!

0DTE changed where intraday liquidity comes from, but not every hedging flow has the same market impact. The same volume can produce very different price behavior depending on whether dealers are absorbing flow or amplifying it. That’s why the regime often matters more than the flow itself.

0dte options are now 40-50% of all spx volume. that means the biggest force moving the market intraday isn't news or fundamentals. it's dealers hedging same-day options. most traders can't see it. here's how it works $spy $spx

$SPY price doesn't move randomly. It moves because someone with billions on the line has to hedge. Learn to read them:

9/ Last rule: closing trades get marked NEUTRAL. not bullish or bearish. An exit can't tell you what the trader believes now. That's how @gexedge reads flow. Everyone does it differently, but this works for us.

8/ That report card shows ~43% of volume actually opens new positions. So we cap our confidence in this signal at exactly 43%. Not 100%. We could claim perfect knowledge like everyone else does but the data says we don't have it so we don't

Your options flow scanner is lying to you. Not on purpose. It literally cant see the most important part of every trade it alerts you on. a thread 🧵

8/ Quick recap: IV crush is mechanical, not random Buying options into earnings = fighting a 30-60% vol collapse Expected move ≈ straddle price × 0.85 Sellers get paid, but the 30% tail gaps are what kill them If you trade around dealer positioning and vol, that's what we build at @GEXEdgeIO

7/ The catch, because there's always a catch: Stocks blow through their expected move ~30% of the time. TSLA prices in a $15 move and gaps $40? The crush saves you $5. Direction takes $40. Size every earnings trade to the worst case, never 20% of your account on one straddle.

6/ So who profits from the crush? The people selling that inflated premium. - Short straddle: max juice, unlimited risk. - Iron condor: defined risk, best when IV premium is 40%+. - Calendar spread: sell the earnings expiry, buy next month, pocket the differential.

5/ You can see the crush coming before it happens. Compare IV to realized vol. Example tracker readings: COIN IV running 56% above realized. TSLA 46%. PLTR 44%. Bonus tell: when near-term IV trades above far-term (backwardation), the front expiry is pure event premium.

4/ How hard the crush hits, by sector: - Biotech: 40-70% (binary FDA outcomes) - High-beta tech (TSLA, NVDA, AMD): 35-55% - Megacap tech: 30-50% - Financials: 20-35% - Staples/utilities: 15-30% - Boring companies = predictable earnings = smaller crush. Bookmark this

3/ The math that wrecks you: Option P&L = direction + volatility + time decay. Say your call has 0.30 vega and IV drops 15 points post-earnings. That's -$4.50 from the crush. Your correct directional call made you +$3.00. -1.5 total Right on the stock. Still lost money.

1/ Every new options trader loses money the exact same way on earnings. You call the direction right. The stock moves your way. You open the app and you're down 40%. Here's IV crush explained: