EggBERT_001
6.1K posts

EggBERT_001
@eggbert001
Creator of JPMs APTO -PortfolioTradingOptimzer| TradFi meets DeFi | 18yrs Buyside-6yrsSellside | Gamma, D-1, SystematicTrading
Katılım Ocak 2015
1.7K Takip Edilen827 Takipçiler

@BullflowIO Is there an easy way to see the call wall and put wall in the heatmap?
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$SMH LEVELS did you look this am?? Confluence INDICATORS - Check them out - Our Confluence Ladder collapses CONFUSION into one price map. Each rung scored 0–5, one vote per independent family. The signal isn't any single level. It's where the families agree. 🧵
The naive move is counting: "4 indicators at $740, must be huge." Wrong. A VPOC and a pivot at the same price are often the SAME information printed twice. Correlated lenses are one vote, not two. Raw level-counting rewards redundancy, not evidence.
So we score by independent family:
• DEALER — gamma flip, call/put/hedge walls
• TAPE — VPOC, volume shelves, pivots,etc..
• EXHAUSTION — DeMark 9s/13s, RSI extremes
• VOL — squeeze fires, etc
• PSYCH — round numbers, key EMAs
Different actors, different reasons to care about a price.
Levels within an ATR-scaled tolerance cluster into a "rung." Each family contributes at most its best lens — so a rung's score is capped at 5 and can't be gamed by piling on correlated signals. A 3.0 rung means three unrelated mechanisms picked the same price. Likes for more........and we have OOS and WalkForward tests as we all know backtests are for kids

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@FaiWolf7 hey mate how are you? ty for asking - i am testing it now with them -
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@eggbert001 Hi bro how I can use this tool and where I can find it on trading view?
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@ITMatrixHQ See it learn it live it....get paid from it. Gamma charts from a real delta one trader


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GAMMA DESK — PREMKT, Thu 7/2 · levels frozen on the 7/1 close book (OI T-1),
Lets have fable 5 the new model, have a look at our gamma desk. review the qqq and
TRADER NOTE (executi on altitude - send-ready)
ANOS GAMMA DESK - PREMKT, Thu 7/2 levels frozen on the 7/1 close book (0I T-1) ,
spot live premarket last sessi on before the 4-day July-4th gap
SPY 746 . 07 parked on the flip (746.33) . The day's regime is decided at this line.
- Hold above 746.33 → dealers turn long-gamma and cap; 750 (call wall = hedge wall)
is the lid. No tape shelf at 750 - if it gives, next structure is 758 . 8.
- Reject 746.2 → back into ampli fy; air to the 740 put wall, then the 735. 27 VPOC
(strongest rung on the board) is the magnet.
Squeeze is ON compression, direction unset. The flip break is the release
either way.
- Sign caveat: front-week call vol » 0I (EXTREME). If that book is dealer-short,
the front-week pin at 746-750 isn't there and the break carries.
QQQ 723. 18 - 1.2% of air below the flip (731.98), short gamma across the term.
Moves are ampli fied both directions until 732.
-First tell: 724.01 – premarket is under it. Reclaim → 727.74 (prior close shelf),
then the flip 731. 98; through and holding, dealers cap into 734.17/ 740.6.
- Fail 724 → VPOC 714 . 87 is the magnet (-1.1%); real support is the 705. 21/700
put-wall + hedge-wall block (-2.5% to -3. 2%).
- No front-week cushion in this name - the amplification is live in both directions
today .
Thin premarket prints, subj ect to revision. Positioning lens, pre-validation - not
advice.
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GAMMA DESK — PREMKT, Thu 7/2 · levels frozen on the 7/1 close book (OI T-1),
▎ spot live premarket · last session before the 4-day July-4th gap
▎
▎ SPY 746.07 — parked on the flip (746.33). The day's regime is decided at this line.
▎ - Hold above 746.33 → dealers turn long-gamma and cap; 750 (call wall = hedge wall)
▎ is the lid. No tape shelf at 750 — if it gives, next structure is 758.8.
▎ - Reject 746.2 → back into amplify; air to the 740 put wall, then the 735.27 VPOC
▎ (strongest rung on the board) is the magnet.
▎ - Squeeze is ON — compression, direction unset. The flip break is the release
▎ either way.
▎ - Sign caveat: front-week call vol ≫ OI (EXTREME). If that book is dealer-short,
▎ the front-week pin at 746–750 isn't there and the break carries.
▎
▎ QQQ 723.18 — 1.2% of air below the flip (731.98), short gamma across the term.
▎ Moves are amplified both directions until 732.
▎ - First tell: 724.01 — premarket is under it. Reclaim → 727.74 (prior close shelf),
▎ then the flip 731.98; through and holding, dealers cap into 734.17 / 740.6.
▎ - Fail 724 → VPOC 714.87 is the magnet (−1.1%); real support is the 705.21/700
▎ put-wall + hedge-wall block (−2.5% to −3.2%).
▎ - No front-week cushion in this name — the amplification is live in both directions
▎ today.
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SPX GEX LEVELS: Jul 2 (Pre-Holiday)
Last night we said: "The test is whether the +$622M blanket holds without the Q2 bids and the JPM collar. If it does, the structure is self-sustaining."
GEX eased from +$622M to +$478M. The blanket thinned but the regime held. The flip held at 7,413, 70 points below. IV held at 13.8%, the series low. Flip levels held at 7, the series low. The mechanical bids left. The structure stayed.
The vol P/C is the stat that closes the chapter.
1.20. The lowest reading in the entire series. For context, the oscillation regime ran at 1.35-1.65. The crisis peaks hit 1.69. Today's 1.20 means institutions stopped loading puts at the pace that defined the last three weeks. The hedging pressure that drove every afternoon fade, every post-OPEX reload, every 2-3 session cycle from positive to negative is not present in today's flow.
The call buying continued without the Q2 tailwind. Eight of the top ten volume strikes were calls. 7,550 at +$51M. 7,500 at +$51M. 7,525 at +$42M. 7,600 at +$31M. The corridor from 7,500 to 7,600 absorbed +$175M of new call gamma. Institutions are building positions above spot, not hedging at spot. That's the behavioral shift the oscillation regime needed to break. It broke.
The magnet corridor above is the densest since early June. 7,500 at +$120M. 7,525 at +$89M. 7,550 at +$103M. 7,575 at +$58M. 7,600 at +$67M. $437M of magnets from 7,500 to 7,600. The COG at 7,566 pulls 1.1% above. The magnet migration pattern that carried the rally from 7,200 to 7,600 in April and May is re-engaged. The next target is 7,550, then 7,600.
The max accelerator is now 7,000 at -$42M — 6.5% below spot and structurally irrelevant for daily ranges. The 7,300 carries -$53M as a residual from the oscillation period but it's 2.5% below and easing. The near-spot accelerator cage that defined June is a historical footnote.
Three regime milestones confirmed in one session. First, the blanket held without mechanical bids. Second, vol P/C dropped below the oscillation range. Third, call buying continued at the same pace as the recovery sessions. The structure is self-sustaining. The oscillation chapter is closed.
Tomorrow is the last session before the July 4th holiday. Markets closed Friday. Thin pre-holiday liquidity compresses volume but the +$478M blanket provides the structural cushion. The 7,500 magnet at +$120M pins. Expect a tight, quiet session.
H2 opened with three consecutive positive gamma sessions. The structure enters July with the cleanest flip profile (7 levels), the lowest IV (13.8%), and the lowest vol P/C (1.20) in the history of the series. The suppression regime is back.
Tomorrow's expected range: 7,440 – 7,540. The blanket compresses. The 7,500 magnet pins. The flip at 7,413 provides 70 points of cushion. Pre-holiday.
Structural floor: 7,413 (-0.9%) near / 6,910 (-7.7%) deep.
solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr $SPY $QQQ

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