jimstar options

@PJTrades500 @masterblack64 Mine was spx kept averaging down. Was up about 16-20k for a split second but got a phone call when that happened and then the profits withered away quickly

@jimstarr77 @masterblack64 No Fkn way? I lost shorting SMH -20gs

Kept shorting every pop today.. Didn't think 35k loss was possible

@LegacyProgramVP @misfitpatriot_ Great job man, wait to deescalate and keep cool calm and collected through that interaction.

Just so everyone knows, I’m the guy in the video. @misfitpatriot_ I don’t give power to racists, nor do I give them respect. I didn’t react because unlike Dalton, I have far too much to lose and I’m a very happy man. This conversation started because I walked out of a concert that he calls “satanic” and I called him by his actual name, which he edits out. He has an active court case that was just “bound over” in Montgomery County Courts here in TN and going to trial. Link here (montgomery.tncrtinfo.com/cmCaseList.aspx)

@TheBronxViking What is wtf setup?

lol 🎯#WTF

@TheSpxLife @assface_private Which one you got?

@jimstarr77 @assface_private To be honest I only use whales for darkpools for regular tickers . I like the flow service I have better. It updates 24/7 . I was able to catch all fake tweet pumps and the leaders statements.

@BenKizemchuk How come puts haven’t had much of an impact lately? Just disproportionate numbers of puts vs calls? Like massive call buying? I feel like I’ve seen some decent flow for puts but market still goes up

Using 0DTE calls to manufacture exit liquidity: The current tape increasingly reflects a liquidity-constrained, derivatives-driven regime in which large institutional players may be able to influence the marginal liquidity environment itself. While the typical framework of 0DTE call buying forces dealers into short gamma hedging, the present setup characterized by suppressed volumes, structurally long aggregate dealer gamma, and weak breadth, suggests a more opportunistic strategy is at play. In particular, the role of 0DTE options may be less about outright directional exposure and more about engineering transient liquidity that facilitates discreet inventory reduction. In a tape where trading volume has remained persistently depressed for weeks (eg SPY volume running ~40-50% below its 60-day average), relatively modest notional flows can have an outsized effect on index pricing via ES futures. Under these conditions, even within a broadly long-gamma regime, localized pushes can occur into key strikes, especially when large flows concentrate near-the-money. When these pockets emerge, dealer hedging can become temporarily procyclical, generating short bursts of mechanical upside. This creates an exploitable structure for large funds. Rather than signaling a defensive intent through overt put buying or index selling, a fund can deploy concentrated 0DTE call flow to induce or amplify these short-lived hedging flows, effectively lifting the index at the margin. Crucially, because the impact is expressed primarily through index futures rather than broad cash equity demand, it creates a divergence between index performance and underlying participation. This allows the fund to systematically exit or reduce individual equity exposures into strength, using the derivatives-induced bid effectively as camouflage. The key insight is that the options market, in a thin regime, has become a tool for shaping execution, instead of portfolio insurance. By initiating temporary demand via dealer hedging, funds can manufacture exit liquidity that does not originate from natural buyers of the underlying equities. This helps explain the current market bifurcation: rapid index appreciation toward all-time highs alongside deteriorating breadth, with a significant share of stocks failing to confirm the move. The index is likely being supported by flow-induced futures demand, while underneath, distribution persists largely unchecked. The broader implication is that the market has been increasingly defined by a reflexive loop between derivatives flows and liquidity conditions, where price action has diverged significantly from underlying fundamentals or breadth. While this allows for controlled index levitation in the near term, it also introduces fragility. This is not a stable or continuously scalable strategy. If positioning shifts and dealer gamma flips more persistently negative in a still-thin tape, the same mechanics that currently support the market could rapidly reverse. Notably, there are early signs that the regime may already be evolving, as evidenced by the recent emergence of a spot-up / vol-up dynamic, alongside a tentative rise in implied correlation from depressed levels. At sufficient scale, particularly in 0DTE tenors, continuous call demand can begin to lift implied volatility mechanically, as dealers are forced to reprice optionality higher to accommodate one-sided flow. The shift to a spot-up / vol-up regime suggests that incremental upside is no longer benign, but rather must contend with an increasing demand for convexity. Rising convexity demand itself can become self-fulfilling. Concurrently, the rise in implied correlation indicates that dispersion is compressing. This has typically been a precursor to more directional and less stable index behavior.

@BenKizemchuk @AndrewB44604743 How come puts haven’t had much of an impact lately? Just disproportionate numbers of puts vs calls? Like massive call buying? I feel like I’ve seen some decent flow for puts but market still goes up

@AndrewB44604743 Yes, that's the point. Under limited cash volume, dealer hedging flows can temporarily overpower cash selling. Options amplify notional exposure and leverage, allowing relatively small premiums to drive disproportionately large hedging flow.

@assface_private Tagged you in a post that also might explain why we been getting cucked so hard if you’re also looking for an explanation of this rally

@BenKizemchuk @assface_private

@TheSpxLife @assface_private Yeah but when I look at spy 530 and 580 p for June 18th they are both huge amounts of contracts all at the bid so selling puts I assume? Unless unusual whales don’t know or lying lol

@assface_private @jimstarr77 Look at June OPEX all the volume yesterday is now oi . There’s a party somewhere. We just have to sit right for the invite. No money being added into ODTE calls.

@assface_burner @assface_private Gotcha thanks I think I read it wrong initially and now I understand what you were saying lol

@jimstarr77 @assface_private Spy doesn't trade after 415

@Sam__Russell @snorlax_uw You know what’s funny is zoom looks great. I was just in options on it and made some money on calls. Looks ready to take off over next few months. It’s been setting up. Funny how it coincides with hantavirus

@snorlax_uw Zoom was a big one. Shirt all cruises lol

Trying to remember all of the 2020 stock plays that ended up being obvious in hindsight

Today, made 8k. However, yesterday was my largest loss yet. Full tilt. 50k lets see if we can slowly grind it back up

@BigP4P4Smurf @downbadcomment 🤣🤣🤣🤣 yooo fucking hilarious comment

@downbadcomment This was typed with one hand

@saltydocEM Hoping for that tomorrow or next few days

Fill this gap!

@assface_private Lol literally dropped 10 points as you said this. Say it again

@Lazarus_Capital @citrini Me after losing 50k today when Vix going up and spx still going up, were up over 1000 points from interim bottom, flow initially looking bearish, and figured we’d get more than a shallow 5-10 point pullback for less than 1 minute every 25 points

@citrini youre expecting MONTHS OF THIS?!?! im already insane

If you’re not a “go with the flow” type of person, I strongly believe the next 3-6 months may drive you insane.

@assface_private Crazy you just disappear and bag tf out of your followers when we needed ya most lol