OptionsDepth
@OptionsDepth
Unveiling the Hidden Facets of the Market | Decoding 255M+ Data Bits for Your Trading Edge Daily | Pharm.D and Engineer Turned SPX Quants
⚠️ Options aren’t supposed to be this confusing. Most of what’s out there is either wrong—or way too complex. We’re fixing that. 🎥 OptionsDepth 101 Series From the basics to market maker hedging — clear, powerful, and no BS. This will rewire how you see the market.…
Happy Hump Day, traders On the back of the US-EU trade deal news, someone has opened a large 0-DTE call credit spread at 6360/65, around 18,000 contracts, hoping that we stay below this level. Will close near this 6360 $SPX gamma magnet today?
🧲🧲🧲 6360 $SPX
Happy Hump Day, traders On the back of the US-EU trade deal news, someone has opened a large 0-DTE call credit spread at 6360/65, around 18,000 contracts, hoping that we stay below this level. Will close near this 6360 $SPX gamma magnet today?
6265 🥳 Comment below with your guess(es) for closing pin.
After an eventful morning, we bounced near 6200 $SPX, the area of significant support that we highlighted in our post. To the present, we are back to straddling negative and positive gamma, this time with positive gamma above and negative gamma below. 6265 is the local GEX…
I'm going to explain a bit of the @OptionsDepth magic for those who don't know how dealer hedging dynamics work on 0DTE $SPX options. The heat map is the final map prior to market open. At the time SPX was about 6371 equivalent on the $ES.
Happy Friday, traders Similar setup to yesterday. Shortly after the market open, a 0-DTE IC position opened at strikes 6410/15 (CCS) and 6325/20 (PCS), around 12,000 contracts in size. We also have a customer long call position at 6400, 16,000 contracts total, which is…
Good morning, traders A large 0-DTE $SPX IC hit the tape after the open, around 12,000 contracts on the put side and 18,000 contracts on the call side. IC strikes are 6315/10 (PCS) and 6410/15 (CCS). Let's see how day progresses, and if we move outside of the area of negative…
Great trip to NYC Stay tuned... Something big is coming 🥂 @OptionsDepth @ivan_the2nd @WhopIO
Good morning, traders We have a large intraday 0-DTE IC position in play today, around 12,000 contracts, at 6335/40 (CCS) and 6255/50 (PCS). The CCS opened around an hour after the PCS. Will we test the short legs of these trades?
They burned around $350k on that trade... Have a good weekend traders! The casino will be open again on Monday for more fun.
Happy Friday, traders In the last 10 minutes, someone has opened a large 0-DTE call debit spread at 6310/15 $SPX, total size around 20,000 contracts. 6310C was close to 10 delta when this traded. Will this pay out?
Happy Friday, traders In the last 10 minutes, someone has opened a large 0-DTE call debit spread at 6310/15 $SPX, total size around 20,000 contracts. 6310C was close to 10 delta when this traded. Will this pay out?
After an eventful morning, we bounced near 6200 $SPX, the area of significant support that we highlighted in our post. To the present, we are back to straddling negative and positive gamma, this time with positive gamma above and negative gamma below. 6265 is the local GEX…
Happy VIX-piration, traders We are straddling an area of negative Gamma above spot $SPX, and lightly positive Gamma below, with lightly suppressive charm around us. On the downside, significant Gamma support below begins around 6200 $SPX, with a large 0-DTE customer short put…
Happy VIX-piration, traders We are straddling an area of negative Gamma above spot $SPX, and lightly positive Gamma below, with lightly suppressive charm around us. On the downside, significant Gamma support below begins around 6200 $SPX, with a large 0-DTE customer short put…
