VolSignals
@VolSignals • 40,475 subscribers
Career SPX market maker. See how options move markets with VS3D™ by VolSignals— the only dealer hedging flows platform built entirely by market makers.
Videos
Today's 0DTE position was a RED FLAG for bulls here's exactly why >>
VolSignals113,903 Aufrufe • vor 4 Monaten
A lot goes into these, and they are entirely manually drawn, no coding whatsoever. At first glance, no big deal. But look closer. Number came out higher (than I expected) shift the market's relief response down slightly, and compare outcomes now. Hedge assumption was correct, as well as the sequential wave hedging pressure from different entity types. Liquidation event, and liquidation levels were very close to actual realized. Two big things foil a "perfect prediction" 1) The number came out above the range I expected. If it were closer to 80-100k, we could have seen the initial move shifted down by 30-50 points to line up almost perfectly with my price path until 10:30 AM. 2) importantly, the liquidations I expected to hit into close, actually hit earlier/harder in the day, near the close of the London session- the convergence at that point is interesting but it also indicated much heavier selling. The selling I expected into the period between MOC -> close of trading, came earlier. As such, the weak relief bounce I thought would happen on Monday, once the inventory was cleared, actually got pulled forward and jammed into the second half of Friday's trading Levels I had intraday from the start were 5775$ to the upside, and I thought $5750 would be a nice natural stopping point for an exhausted bounce. 5775 was close to the high on Friday, and 5760 is not far off from my bounce/exhaustion prediction yes, the song matters. (as does the timing of liquidation?)
VolSignals10,065 Aufrufe • vor 1 Jahr
Keine weiteren Inhalte verfügbar