Trading Volatility

AI agents are becoming the primary builders of software. The next generation of APIs will be designed for machines first, and humans second. So we built our v2 API specifically for @claudeai & other LLMs. Just launched! substack.com/home/post/p-18…

Supportive flows ended yesterday and the market is now able to roam a bit wider.

@foundryfutures @VolSignals The charm this week came from all those puts in the 6000-6600 range. Today we are looking at the following flows for the Q and Apr opex.

@VolSignals @TradeVolatility Lolz, 4-5 days this week was neutral/suppressive flow at best and mildest I have seen in quite a while. Have been talking about the lack of overall charm relative to other Q ends the last week and a half in the room. Just a few from this week 🤔😉

Billion of dollars in Charm flows helped keep the market up this week and tomorrow they go away. $SPX

Our API has been updated with a new endpoint to allow you to retrieve a deconstruction of gamma at each strike by expiration. Volscan has also been updated to utilize this. stocks.tradingvolatility.net/api/v2/docs endpoint: /api/v2/tickers/<ticker>/curves/gamma/expirations

Does the FOMC even need to meet before December?

@poly_rating @jasperbellx Stake yield of 1.x% means he earns 1.x% on his capital?

@jasperbellx Polyrating identifies this trader as a “prediction god” based on their overall performance metrics.👀

This trader used almost all of his capital (~$8.5m total value) Polymarket trader bought the "No change" outcome for ~$7.5M to make around $59,000 The market is near resolution as the FOMC meeting will happen in about 5 hours Some traders are already selling at 99c while others are buying their shares

$SPX Support dominates the 7-day range, but call pressure is muted. Pullbacks may hold, but upside likely needs fresh demand or a catalyst. stocks.tradingvolatility.net/gexCharts?tick…

@TailThatWagsDog been there, done that.

Thanks, Jay. Off by 10x. Corrected across the app. …ious-croquembouche-126c45.netlify.app _____ Mrs. Bowers, second grade, used to return some of my homework with the same suggestion.

@TailThatWagsDog You really think Vanna exposure is -$27 billion per 1 point move in IV? Better check your math.

Tue Mar 17 | 7:00 AM Central (Wake up sleepy-heads.) UPDATE - Today's analysis of institutional positioning in near-term SPX options (Apr/May/Jun expirations) Added: • Charm data and charm implications. (The net effect of charm is pin risk around high-OI strikes.) • Summary text on the landing page (Heat Map) - a one day interval comparison of key changes ... those taking place from Friday's session to Monday's. This is sort of interesting. This line ... "The 6650–6750 range holds on inertia, not on structural support." ... sounds about right. Here's the Netlify interactive link to play with: starlit-chimera-34b64d.netlify.app

The market is now pricing in only 1 cut to rates by the FOMC this year ( target dec).

The oil sector has maintained strong daily ratings signals since Dec. $USO $XLE $CVX $OXY (This is our automated gamma analysis) stocks.tradingvolatility.net/ratings?ticker…

$IGV trying to turn up $XLY $XLF still downward pressure stocks.tradingvolatility.net/ratings?ticker…

Positioning, IV, Skew, Gamma, speculation report for: $SPY $VIX $GLD $USO $XLB $XLP code repo at: github.com/jwolberg/optio…

So far, most people think oil is going back to $80, not to $200.

@sbrophy294 Ita a sn Expert vs. Crowd Forecasting Experiment Do experts have access to better information and better models? Or are they vulnerable to group think from the same set of information

@TradeVolatility Why the labels?

Please take our poll: I'm a ______ and I think oil is going to _____.

A live look at the first vessel scheduled to cross the Strait of Hormuz.

@gr_z287 @public Yes.

@TradeVolatility @public I still think such new system and code creation will have its data bought out and any alpha gets arbed out same reason/likewise with the trade strategy journals

News from @public shows the future trading stack: AI agent → broker API → trade execution But many of these AI-broker integrations will struggle to deliver profitable trading performance. The problem isn’t the AI. It’s the data it sees!! Thread 🧵