Helping traders analyze real time SPX 0DTE options and gamma levels. https://t.co/cyTd8iRneE
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Apr 13, 2023 • 6 tweets • 3 min read
A longer 🧵today to explain what we saw. This analysis is using tick-level OPRA data vs. a heuristics-based RT OI estimate currently on our feed. We will look to roll this out soon.
Day started normally, with LG at 4100.
However, by 10:30, we saw some very interesting behaviour. Specifically, we saw #0DTE bulls acting very aggressive, including selling ATM puts at 4120 strike.