Market structure, options positioning & the macro that moves them. Gamma | Flow | 0DTE | Skew | Vanna | VIX/VXX/SVIX Stock & options trade automation.🇺🇸
Joined May 2010
- Tweets29.3K
- Following578
- Followers34K
- Likes11.9K
Current odds for FOMC rates decisions for next 3 meetings:
- Oct 28: 95% no change
- Dec 9: 77% for 25bp increae
- Jan 27: 64% no change; 34% 25bps increase
$ANT IPO is nearly here
NOTE: 66% of U.S. IPOs since 2021 are lower after 90 days.
Link to full study below in reply.
Brazilian real falls 10.74% against US dollar in ECB reference-rate data.
$EWZ -19.6% on the day
The govt financing situation in France is getting dire.
France already taxes take 52% of GDP.
57% of govt spending goes to the public.
Debt is unstable with OAT-Bund spread reaching 172 bp -- widest since 2011 Euro crisis.
Our indicator for tracking spikes in $VXX $UVXY $UVIX from 13 years ago is still 👑.
It measures the MACD of the VIX futures roll yield
--> when negaive it means the M1 M2 contango spread is widening (VXX trend ↘️).
--> when positive it means the contango spread is narrowing (VXX trend ↗️)
It shifted to positive Oct 13 when VXX @ $16.68
Irrational investors lose every time.
Ed Zitron, a newsletter guy who's been calling the AI top for years, just had an absolute crash out 😂
"Jensen Huang is a piece of shit. Every hyperscaler CEO is too."
He even apologized to his readers for having been too polite before.
This is what being wrong on AI that long does to a man.
What's next, Ed? Jensen did 9/11? 🤣
There’s wealth in being able to live this way, and wisdom in enjoying it while you can.
Building makes that wealth grow: a stronger relationship, a healthier body, something useful or beautiful that didn’t exist before.
