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jbt
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jbt
@jbtobar_
philosophy & engineering. creator of @ConvexValue
Quito / NYC / Moscow Katılım Mart 2015
477 Takip Edilen752 Takipçiler
jbt retweetledi
Top 20 by Volume of Call Buys:
(command below)
$NVDA
$SPY
$QQQ
$TSLA
$SPX
$AAPL
$IWM
$NOK
$VIX
$QUBT
$HIMS
$MSFT
$PLUG
$SLV
$MU
$DRAM
$INTC
$AMZN
$META
$SOXS
Command:
flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
Convex Value@ConvexValue
Top 20 by Volume of Call Buys: (command below) $NVDA $SPY $QQQ $SPX $TSLA $TLT $SLV $MU $INTC $IWM $NOK $AAPL $AMZN $RKLB $AMD $MSFT $QCOM $IREN $ASTS $SOFI Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
English
jbt retweetledi
$SPX 0dte overnight volume:
7400 Calls
7300 Puts
Command:
joy spx volm exp=1 rng=5 hb
Convex Value@ConvexValue
$SPX 0dte overnight volume: 7455 Calls Command: joy spx volm exp=1 rng=5 hb
English
jbt retweetledi
$SPX
Market Data from @ConvexValue
-Volatility expectations (Term structure) moved up a bit from yesterday but is still within range
-Cumulative gamma peak at 7500; 7125 cumulative flip.
-Overnight straddle is 37 points giving us an ON straddle range of [7375, 7450]
-Morning straddle is 35 and using spot 7385 gives us a range of [7350,7420]
-Weekly Straddle remains [7292, 7496]
-Overnight Volumes are average - slightly more calls; 7400 calls and 7330 puts are highest volume nodes overnight.
-PM POLR shows 7425
Net Exposure from @OptionsDepth
-Pivot is 7365
-Targets above are 7380, 7395, 7410, 7430, 7440, 7450
-Targets below are 7350, 7330, 7315, 7300, 7285
Thoughts
-CPI this morning; Korea had quite the move down; no view on the day before CPI but a tag of ES7460 gives me a bit of concern
English
jbt retweetledi
Top 20 by Volume of Call Buys:
(command below)
$NVDA
$SPY
$QQQ
$SPX
$TSLA
$TLT
$SLV
$MU
$INTC
$IWM
$NOK
$AAPL
$AMZN
$RKLB
$AMD
$MSFT
$QCOM
$IREN
$ASTS
$SOFI
Command:
flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
Convex Value@ConvexValue
Top 20 by Volume of Call Buys: (command below) $NVDA $TSLA $SPY $QQQ $AAPL $SPX $MU $INTC $AMD $IREN $RKLB $AMZN $MSTR $MSFT $QCOM $SLV $PLTR $IWM $NOK $TSLL Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
English
jbt retweetledi
$SPX 0dte overnight volume:
7455 Calls
Command:
joy spx volm exp=1 rng=5 hb
Convex Value@ConvexValue
$SPX 0dte overnight volume: 7400 Calls (again) Command: joy spx volm exp=1 rng=5 hb
English
jbt retweetledi
#PMFS at 915 EST: x.com/i/spaces/1nxnR…
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.
English
jbt retweetledi
$SPX
Week ahead is out: yamtrades.substack.com/p/positioning-…
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
English
jbt retweetledi
How we use the future dealer delta map to understand incoming gamma and charm hedging flows on $SPX
👇
AN@ALstockmarket
@ConvexValue Do you have any video to see how map works?
English
jbt retweetledi
Top 20 by Volume of Call Buys:
(command below)
$NVDA
$TSLA
$SPY
$QQQ
$AAPL
$SPX
$MU
$INTC
$AMD
$IREN
$RKLB
$AMZN
$MSTR
$MSFT
$QCOM
$SLV
$PLTR
$IWM
$NOK
$TSLL
Command:
flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
Convex Value@ConvexValue
Top 20 by Volume of Call Buys: (command below) $TSLA $SPY $SPX $QQQ $NVDA $MSFT $AAPL $PLTR $SLV $META $INTC $NFLX $ORCL $IGV $SNAP $IWM $TSLL $GLD $NOK $NOW Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
English
jbt retweetledi
$SPX
Market Data from @ConvexValue
-Volatility expectations (Term structure) is at the lows (consistently); Yellow = Today, red = yesterday
-Cumulative gamma flip peak at 7430; 7050 cumulative flip.
-Overnight straddle is 42 points giving us an ON straddle range of [7295, 7379]
-Morning straddle is 32 and using spot 7377 gives us a range of [7345,7409]
-Weekly Straddle remains [7124, 7326]
-Overnight Volumes are average; 7400 calls and 7300 puts are highest volume nodes overnight.
-PM POLR shows 7370
Net Exposure ($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
English
jbt retweetledi
$SPX 0dte overnight volume:
7400 Calls (again)
Command:
joy spx volm exp=1 rng=5 hb
Convex Value@ConvexValue
$SPX 0dte overnight volume: 7400 Calls 🚀 Command: joy spx volm exp=1 rng=5 hb
English
jbt retweetledi
Top 20 by Volume of Call Buys:
(command below)
$TSLA
$SPY
$SPX
$QQQ
$NVDA
$MSFT
$AAPL
$PLTR
$SLV
$META
$INTC
$NFLX
$ORCL
$IGV
$SNAP
$IWM
$TSLL
$GLD
$NOK
$NOW
Command:
flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
Convex Value@ConvexValue
Top 20 by Volume of Call Buys: (command below) $SPY $NVDA $SPX $QQQ $AMD $TSLA $SMCI $INTC $AAPL $TLT $MU $SLV $IWM $GOOGL $AMZN $GLD $IBIT $MARA $SOFI $POET Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
English
jbt retweetledi
$SPX $ES_F $NQ_F Premarket
· US indices are up in premarket with $SPY at +0,14% and $QQQ at +0,02%
· Futures are in green for overnight session with $NQ at +0,06% and $ES at +0,16%
· $VIX is now at 17,38 down at -0,06%. Volatility products pulling back with $VXX at -0,43% and $UVXY at -0,88%
· Heavy macro day at 14:30 with Initial & Continued Jobless Claims, Unit Labor Costs and Productivity. Multiple Fed speakers near the end of the session.
$SPX Map with $ES $NQ levels
· POLR : 7365
· SPX sits in positive gamma environment with a clear flip at 7300
· $SPX Put/Call Ratio is call-sided with 45,3k calls against 27,5k puts. Largest call strikes at 7400/7375
· 0DTE Straddle is priced at 29,3 at 0,40%, a quiet to moderate session expected as usual
· $VIX in positive gamma at 17,43 with major strikes at 17/20/25/30, flip at 17
Interpretations are mine | Datas from @ConvexValue
English
jbt retweetledi
solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr
#MDFS at 1245 EST - Bring your questions
x.com/i/spaces/1nxeL…
Market Data from @ConvexValue
-Volatility expectations (Term structure) is at the lows.
-Cumulative gamma flip peak at 7400.
-Overnight straddle is 35 points giving us an ON straddle range of [7330, 7400]
-Morning straddle is 31 and using spot 7370 gives us a range of [7340,7400]
-Weekly Straddle remains [7124, 7326]
-Overnight Volumes are above average - more call volume ; 7400calls and 7270 puts are highest volume nodes overnight.
-PM POLR shows 7385
Net Exposure from @OptionsDepth
Very large 7270 Dealer short puts on tape today - personally don't think they matter.
-Pivot is 7350
-Targets above are 7365, 7375, 7400, 7410
-Targets below are 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.
English
jbt retweetledi
$SPX 0dte overnight volume:
7400 Calls 🚀
Command:
joy spx volm exp=1 rng=5 hb
Convex Value@ConvexValue
$SPX 0dte overnight volume: 7360 Calls 🚀 Closely followed by 7350 Command: joy spx volm exp=1 rng=5 hb
English
jbt retweetledi
Let us know whether you use any coding agents in this poll below 👇
Convex Value@ConvexValue
Have you used claude-code, codex, or other CLI coding agents? (reply in comments which one you use 🫡)
English
jbt retweetledi
Top 20 by Volume of Call Buys:
(command below)
$SPY
$NVDA
$SPX
$QQQ
$AMD
$TSLA
$SMCI
$INTC
$AAPL
$TLT
$MU
$SLV
$IWM
$GOOGL
$AMZN
$GLD
$IBIT
$MARA
$SOFI
$POET
Command:
flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
Convex Value@ConvexValue
Top 20 by Volume of Call Buys: (command below) $SPY $TSLA $QQQ $SPX $NVDA $INTC $MU $AMZN $AAPL $NOK $PLTR $IBIT $GOOGL $IWM $PYPL $AMD $GME $DVN $ORCL $NFLX Command: flow cols=value,price,change,volm_call_buy,volm_put_buy orderby=volm_call_buy limit=20
English
jbt retweetledi
solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr
#PMFS with @tony_mansour and @iV_trader x.com/i/spaces/1yJAP… at 915 EST
Market Data from @ConvexValue
-Volatility expectations (Term structure) is at the lows.
-Cumulative gamma flip at 7060 with peak at 7350.
-Overnight straddle is 34 points giving us an ON straddle range of [7225, 7293]
-Morning straddle is 26 and using spot 7330 gives us a range of [7306,7356]
-Weekly Straddle remains [7124, 7326]
-Overnight Volumes are above average - more call volume ; 7350 calls and 7270 puts are highest volume nodes overnight.
Net Exposure (solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr) from @OptionsDepth
-Pivot is 7320
-Targets above are 7335, 7350, 7365, 7400
-Targets below are 7305, 7290, 7270, 7260
Thoughts
-Big picture - we're approaching a point where temporary downside risks are starting to emerge. Be cautious with additional short term upside bets.
--Know when the market is shortable on downside risks vs when caution is warranted - I believe the current environment is the latter.
English
jbt retweetledi
$SPX 0dte overnight volume:
7360 Calls 🚀
Closely followed by 7350
Command:
joy spx volm exp=1 rng=5 hb
Convex Value@ConvexValue
$SPX 0dte overnight volume: 7200 Puts (again) Command: joy spx volm exp=1 rng=5 hb
English