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Here is my evening rundown of $SPX and $SPY Dealer and Dark Pool data to prepare us for #optionstrading & #futurestrading tomorrow using data from @WizOfOps Vol.land and @Tradytics. Show thread to see it all! 🧵👇
Lets start with #Vanna on $SPX & $SPY. $SPX cumulative Vanna picture still neutral in this range with positive vanna favoring downside and negative vanna hurting moves higher. $SPY is similar but with more positive vanna favoring downside should $VIX/IV continue to rise. 
Aggregate #Charm up next on $SPX & $SPY. $SPX is now much more inline with $SPY with positive charm exceeding negative charm. This means dealer selling will take place as time passes on these contracts.
Another condensed post tonight combining what I believe to be the most useful market data to help prepare for tomorrow. Show thread to see it all! 🧵👇
Lets start with #Vanna on $SPX & $SPY. $SPX cumulative Vanna picture still neutral in this range with positive vanna favoring downside and negative vanna hindering moves higher. $SPY is similar but with more positive vanna favoring downside should $VIX/IV rise.
Aggregate #Charm up next on $SPX & $SPY. $SPX charm is neutral as well, but slightly more negative which is slightly bullish. However, $SPY is still positive which favors downside. Combining the two has dealers doing slightly more selling as time decays.
Someone asked on YouTube if I could review $TSLA data going into the week, so here it goes. Hope others who trade it regularly find it helpful.
$TSLA #Vanna data shows cumulative Vanna positive until 185, at which point it goes negative and would repel moves lower as IV rises with price dropping (within the vanna curve). Positive Vanna around price and above will increase volatility until that point.
Looking at $TSLA Gamma we see dealers assisting moves through 195 and 197.50 due to negative gamma with 200 being a positive gamma which will act as resistance (support if broken). #Charm is slightly more negative which is slightly more bullish.
Here is my evening summary of dealer positioning $SPX, $SPY & $QQQ. The data is provided by Vol.land, created by @WizOfOps, and will help us identify key areas tomorrow to inform our #optionstrading and #futurestrading. Show thread to see it all! 🧵👇
Lets start with #Vanna on $SPX & $SPY. $SPX cumulative Vanna picture is neutral in this range with positive vanna favoring downside and negative vanna hurting moves higher. $SPY is similar but with much more positive vanna favoring downside should $VIX/IV continue to rise.
Aggregate #Charm up next on $SPX & $SPY. $SPX charm is pretty neutral as well, but slightly more negative which is slightly bullish. However, $SPY is very positive which favors downside.
$TSLA is the talk of anyone #trading #options these days, so I figured it would be good to go through the data to see what the coming days may bring.
First off, there have been several news events related to $TSLA, including Chinese production slow downs, @elonmusk promising not to sell shares, and new gigafactory announcements. All these have made their splash and will continue to do so.
Lets start by looking at flow via @Tradytics. We see a major surge in put buying. However, compared to recent historical premiums, it wasn't the largest. Algoflow actually has this marked as neutral. The EoD spike can be telling though...
