яaph

$SPX $ES_F $NQ_F Premarket · US indices are up in the premarket with $SPY at +0,70% and $QQQ at +1,01% · Futures are in the green for overnight session with $NQ at +1,05% and $ES at +0,76% · $VIX is now at 24.61 down at -3,92%. Volatility products are also down with $VXX at -2,72% and $UVXY at -3,40% · Bullish Q2 open. ADP came in hot at 62k vs 40k expected. Retail Sales surprised to the upside at +0,5%. ISM Manufacturing PMI due at 10am. Fed's Musalem and Barr speaking today. $SPX Map · POLR : 6500 · Gamma environment switch slightly positive today with flip a 6500. Above this level dealers are in positive gamma and stabilize price action. Below it negative gamma kicks in and dealers amplify moves both ways · $SPX Put/Call Ratio is clearly put-sided with 47k puts against 44k calls. Largest put strikes at 6400/6450/6500 and largest call strikes at 6600/6650/6675 · ODTE Straddle is priced at 44.00 at 0,67% · $VIX remains in positive gamma at 24.26 with new major strikes at 28/30/34, flip at 27 i will be off until the end of the week, take care guys! Interpretations are mine | Datas from @ConvexValue

$SPX $ES_F $NQ_F Premarket · US indices are up in the premarket with $SPY at +1,23% and $QQQ at +1,19% · Futures are in the green for overnight session with $NQ at +1,20% and $ES at +1,20% · $VIX is now at 28,32 down at -7,48%. Volatility products are also down with $VXX at -5,26% and $UVXY at -8,11% · Expect a choppy session today with Q1 rebalancing flows and a heavy macro calendar ahead. JOLTS + Consumer Confidence at 16:00 and 4 Fed speakers. Sharp moves in both directions are likely, be careful! $SPX Map · POLR : 6340 · Still in a negative gamma environment, dealers are selling into weakness and buying into strength amplifying moves in both directions · $SPX Put/Call Ratio is clearly put-sided with 71.7k puts against 55.9k calls atm. Largest put strikes at 6250/6300 and largest call strikes at 6450/6500/6600 · 0DTE Straddle is priced at 56,2 at 0.89% · $VIX remains in positive gamma at 28.1 with new major strikes at 30/35/40, flip at 30 Interpretations are mine | Datas from @ConvexValue

@willemijn_arjen @ConvexValue yep, my bad!

@lonelyRaph @ConvexValue you mean POLR 6450

$SPX $ES_F $NQ_F Premarket · US indices are slightly down in the premarket with $SPY at -0,44% and $QQQ at -0,65% · Futures are also in the red for overnight session with $NQ at -0,63% · $VIX is now at 29 up at +8%. Volatility products are also up with $VXX at +2,40% and $UVXY at +3,56% · Today's session seems less choppy than yesterday's but remains active with release of Michigan Sentiment at start of RTH with speeches from Fed members during session, be careful of the last day of the week! $SPX Map · POLR : 6560 · Still in a negative gamma environment with flip level at 6650 · $SPX Put/Call Ratio is clearly put-sided with largest put strikes at 6400 and largest call strikes at 6600 · 0DTE Straddle is priced at 53 slightly higher than yesterday · $VIX remains in positive gamma with new major strikes at 24/28/35/40, flip at 26 Interpretations are mine | Datas from @ConvexValue

$SPX $ES_F $NQ_F Premarket · US indices are down in the premarket with $SPY at -0,95% and $IWM at -1,35% · Futures are also in the red during the overnight session with $RTY at -1,30% and $GC at -2,58% · $VIX remains relatively high at 27,3. Volatility products are also up in the premarket with $VIXY at +3,10% and $UVXY at +5,14% · Today's session is relatively busy : speech by Trump at the beginning of RTH session and remarks from FED members towards end of day $SPX Map · POLR : 6560 · Still in a negative gamma environment with flip level at 6725 · $SPX Put/Call Ratio is relatively balanced with the largest put strikes clearly at 6490/6500 and call strikes at 6650 · 0DTE Straddle is priced at 50 same as the previous session · $VIX remains in positive gamma with new major strikes at 25/28/35/40, flip at 24 Interpretations are mine | Datas from @ConvexValue

$SPX $ES_F $NQ_F Premarket · US indices are slightly higher in the premarket led by tech via $QQQ at +0,96% · Futures are also slightly up in the overnight session with $NQ leading at +0.76% and $GC at +3,24% · $VIX is relatively stable around 26. Volatility products are slightly down in the premarket with $VXX at -0,89% and $UVXY at -1,71% · Today's RTH session will be relatively busy with Crude Oil Inventories at 15:30 and Trump potentially speaking towards the end of the session $SPX Map · POLR : 6545 · Still in a negative gamma environment with flip level at 6670 · $SPX Put/Call Ratio is heavily put-balanced with largest strikes at 6500/6550 and call strike at 6700 · 0DTE Straddle is priced at 50 for the day slightly lower than yesterday · $VIX flipped into positive gamma with new major strikes at 23/30/35/40, flip at 23 Interpretations are mine | Datas from @ConvexValue

$SPX $ES_F $NQ_F Premarket Was bit busy yesterday sorry for that, i'm working hard on my project.. · US indices are slightly down in this premarket with $IWM heavier than the rest at -0,67% · Futures are tracking associated spots and are down in overnight session by -0,6% on avg, $CL at +4,21% · $VIX has climbed to 27. Volatility products are up in this premarket led by $UVXY at +2,73% · Today's RTH session should be quite busy with Flash PMIs at 2:45 PM and 2-Year Note auction at 6:00 PM $SPX Map · POLR : 6570 · Still in a negative gamma environment with flip level at 6750 · $SPX Put/Call Ratio is heavily put-balanced with the largest strikes at 6500/6430 and call strikes at 6600/6650 · 0DTE Straddle is priced at 56 for the day · $VIX flipped into positive gamma with new major strikes at 23/30/35/40 Interpretations are mine | Datas from @ConvexValue

no article for today, i'm working on a big project related to everything I've been sharing with you for the past few months, i hope you'll like it! no worries about the premarket recap too, i’ll be here before the open

$SPX $ES_F $NQ_F Premarket · US indices are in the red in this end of week premarket with $SPY looking weak currently down -0,46% · Futures are also down with $RTY and $NQ being weakest at -0,5% on avg · $VIX is at 24. Volatility products like $UVXY or $VIXY are up +0,5% on avg · The session looks relatively quiet with a few FED members scheduled to speak during the day and Trump who might also make an appearance $SPX Map · POLR : 6600 · Still in a negative gamma environment with flip level at 6750 · $SPX Put/Call Ratio is relatively balanced today with largest put strikes at 6500/6580 (still seeing that big gap like yesterday) and call strikes at 6650/6700 · 0DTE Straddle is priced at 49 slightly lower than yesterday · $VIX flip in positive gamma with new major strikes at 23/30/40 Interpretations are mine | Datas from @ConvexValue

$SPX $ES_F $NQ_F Premarket · US indices still down in today's premarket with $IWM leading at -0,9% · Futures followed the trend overnight, $RTY most impacted at -1,17% · $VIX is sitting at 26 higher than yesterday. Volatility products are pushing higher in premarket $VIXY at +4% and $VXX at +3,5% · Relatively quiet session for the end of the week but could be animated by Trump's statements during trip to Japan $SPX Map · POLR : 6620 · Still in a negative gamma environment with flip level at 6760 · $SPX Put/Call Ratio still put heavy, major put strikes at 6500 (leaving a massive void down to that level) and biggest call strikes at 6650 · 0DTE Straddle is priced at 57 higher than yesterday · $VIX flip in positive gamma with new major strikes at 25/30/40 Interpretations are mine | Datas from @ConvexValue

$SPX $ES_F $NQ_F Premarket · Indices US slightly down in premarket with $IWM leading down at -0,7% · Futures followed the trend and down -0,4% avg with $IWM most impacted · $VIX is sitting at 23. Volatility products like $VIXY and $UVXY are up at +3% avg · Session is relatively busy compared to yesterday. FOMC at 7:30 PM, the market may take a wait and see approach and move heavily at the end of this RTH session $SPX Map · POLR : 6690 · Still in a negative gamma environment with a flip level at 6735 · $SPX Put/Call Ratio remains put-heavy today with major put strikes at 6600/6650/6700 and call strikes at 6750/6800 · 0DTE Straddle is priced at 51 for a FOMC day · $VIX remains in slight negative gamma with major strikes at 20/30/35 Interpretations are mine | Datas from @ConvexValue

$SPX $ES_F $NQ_F Premarket · Indices US slightly up in premarket, small caps $IWM are leading the way up +0,3% · Futures seeing stronger gains overnight with $NQ leading at +1,03% · $VIX is sitting around 22 and drifting slightly lower than last trading days. Volatility products like $VIXY and $UVXY are down about -0,6% on avg · Expecting a relatively quiet RTH session. Nvidia conference at 4:00 PM could provide a boost to the tech sector $SPX Map · POLR : 6680 · Still in a negative gamma environment with a flip level at 6735 · $SPX Put/Call Ratio remains put-heavy today with major put strikes at 6575/6650 and call strikes at 6700/6750 · 0DTE Straddle is priced at 40 slightly lower than yesterday · $VIX remains in slight negative gamma with major strikes at 18/20/30/35 Interpretations are mine | Datas from @ConvexValue

$SPX $ES_F $NQ_F Premarket · Stocks are slightly higher this morning before the opening bell with $IWM leading the way up 1,17% · The overnight trend continues to be positive, futures $RTY are the strongest up 1.36% · $VIX remains at 25. Volatility-linked products are dropping sharply with $VXX is down +3.33%, $UVXY is down -5.13% · It has been a relatively quiet session mostly influenced by comments made by Donald Trump late last night $SPX Map · POLR : 6620 · Still in a negative gamma environment with a flip level at 6815 · $SPX Call/Put Ratio is still put-heavy, major put strikes at 6600/6650 and call strikes at 6700/6750 · 0DTE Straddle is priced at 45 · $VIX remains in slight positive gamma with major strikes at 18/30/35 Interpretations are mine | Datas from @ConvexValue

If you enjoyed this week's thread, feel free to retweet, like, and ask any questions you may have. Have a great week and stay safe! Interpretations are mine · Datas from @ConvexValue

This week all eyes are on the Fed's interest rate decision and the release of producer inflation data (PPI). Nvidia's major AI conference will be the main catalyst for the tech sector. Additionally, the overall health of the US economy will be measured throughout the week with key reports on housing, industrial production and Jobless Claims.

Options Flows - Weekly Start A paradigm shift for US markets ? 👇🧵