Options AI @OptionsLearn Twitter profile

Pinned Tweet

Options AI

3 months

A heads-up: Options AI is offering 45 commission free $SPX trades (and $0.45 a contract after) on new approved accounts. Details here:

0

5

Last Seen Profiles

@xxryoooochinxx

@_hibaes

@ark7500

@RetardaDMental

@Chocobibi15_2nd

@ruminoid

@gAUlf_WDE

@MiL_cos

@FranSquare

@George0rw3ll

@NO_s5m

@jackrstewart24

@laloch2018

@AnneMauritsen

@gilded_bs

@GaSouthernGolf

@claudio_yu62764

@natecurtiss_yt

@milklovearchive

@NBA

@Xboy80047320151

@rxuaei

@ScienceMagazine

@parco_fukuoka

@AndrewK65848584

@claudioyuki59

@VolodymyrEMD

@cigsaftermayo

@emulatorlord

@hunterprez1

@z1b1117

@BettingBadass

@KatarinkL

@KMaltsberg60984

@lovemilk235

@edardna387

Options AI

@OptionsLearn

11 months

Many traders are eyeing the 412-413 level in $SPY if things were to get ugly. Currently the options market is pricing a potential bearish move to that level on or around Oct 13th expiry. An at the money put spread+424p/-413p, targeting that area on 10/13 currently costs about 330

1

4

12

Options AI

@OptionsLearn

11 months

The Option Wheel is a popular strategy with some key positives - buying low, selling high, and generating income by being short option premium. But... a key thing to remember is that like any strategy that involves undefined risk to the downside, traders can quickly find

0

1

12

Options AI

@OptionsLearn

9 months

The #0DTE moves on a day like today get real narrow real fast. $SPY options pricing in just about $1 in either direction into the close. The range today has been about one dollar:

2

1

11

Options AI

@OptionsLearn

5 months

A look at expected moves into the #FOMC and Friday levels based on current option prices $SPX $SPY $SPXW $QQQ $IWM $TLT

0

5

12

Options AI

@OptionsLearn

1 year

Coinbase $COIN expected move about 8.3% Last quarter it moved +18%. The quarter before that, just -1%. Weeklies IV is 145, 30d IV is 89. Its realized vol over the past month is 105, and past year 100 (how much it's actually moved). So 30d option pricing that includes the

6

1

10

Options AI

@OptionsLearn

3 months

With GameStop $GME up 75% today options are now pricing a nearly 50% move into Friday at nearly… 600 IV.

2

10

Options AI

@OptionsLearn

6 months

In today's video we look at 0DTE trading in $SPX ( $SPXW ) using the Options AI platform. We discuss why many short duration traders gravitate towards cash settled index options, explain the differences between cash settled options vs ETFs like $SPY and $QQQ, and even some of the

Options AI

@OptionsLearn

6 months

In today's video we look at 0DTE trading in $SPX ( $SPXW ) using the Options AI platform. We discuss why many short duration traders gravitate towards cash settled index options, explain the differences between cash settled options vs ETFs like $SPY and $QQQ, and even some of the

0

1

2

0

1

9

Options AI

@OptionsLearn

4 years

Options AI has two new (and completely free) tools that are VERY useful: Earnings Calendar: expected moves, comparisons to prior earnings Expected Move Calculator: Compare stocks on the same expected move chart

0

2

8

Options AI

@OptionsLearn

1 year

A comparison of two neutral strategies in Rivian $RIVN via the Options AI app. The Iron Condor looks for the stock to stay within the expected move of 11%. The butterfly also looks for it to stay within that range but particularly targets the $25 level for max gain. Current

0

3

10

Options AI

@OptionsLearn

8 months

$SPX currently unched on the day. 0DTE options pricing about an 0.2% move for the last hour of the day. That’s just 8 points in either direction.

0

10

Options AI

@OptionsLearn

8 months

"The expected move into year-end for the SPX is just 2%. Those looking to avoid selling stocks will find inexpensive hedges in the options market. Those looking to position bullishly into the new year will find the same to the upside. Jan vol in SPY is just 12 at the money, 13 in

0

2

9

Options AI

@OptionsLearn

6 months

Palantir $PLTR options are pricing about a 14% move for earnings. Those levels correspond to about 14 and change on the downside, fairly inline with the lows the stock has made a couple of times since June '23. The bullish expected move near $19 is more or less inline with the

0

10

Options AI

@OptionsLearn

1 year

Shopify's $SHOP expected move is 10.5% at about 155IV in the weeklies. Its 30 day IV is about 67.

0

1

9

Options AI

@OptionsLearn

6 months

At the current stock level, Nvidia $NVDA options are pricing about an 11% move for earnings. That's about $600 to the downside and $750 (around the highs) to the upside:

0

3

9

Options AI

@OptionsLearn

29 days

Reminder on the Broadcom $AVGO split tomorrow. One existing option contract becomes ten at one tenth the value, strikes are adjusted ten for one, $$$ amount of new contracts x option price stays the same... you get the drill.

1

6

9

Options AI

@OptionsLearn

9 months

Quick update here. With the rally the past few days $SPY has covered much of this ground already. With the collapse of IV ($VIX now below 16) the expected move to year-end has contracted to about 4%. In other words, options aren't pricing a move back to last week's lows (nor a

Options AI

@OptionsLearn

10 months

For those that were looking to this $412 $SPY level on the downside. Options are pricing about a 6% move into year-end. Which to the upside would be in the $435-$436 range. If the market were to rally into year end, IV would contract. If this level does not hold, IV would

0

4

0

1

9

Options AI

@OptionsLearn

6 months

With NVDA reporting after 4:15, The $SPY at the money straddle closed at around $2, the $QQQ even more. One rule of thumb with a big market moving event after hours is that that premium does not go to zero, not even close. Also, out of the money strikes are at risk of assignment

3

0

9

Options AI

@OptionsLearn

11 months

One way to quickly check whether options are underpriced or overpriced is to compare how the stock is moving recently to how long options assume would have to pass for a similar move on the future. $NVDA has had two 15%+ moves in the past month. Nvidia option on the other hand

1

2

9

Options AI

@OptionsLearn

5 months

$QQQ options are pricing about a little more than 1.1% for tomorrow. Roughly ~ $432-$443

Options AI

@OptionsLearn

5 months

Options are currently pricing a nearly 1% (0.85%) expected move for tomorrow’s #CPI day. That’s about $SPX 5075-5165 as of now. About 22 IV.

0

1

7

0

8

Options AI

@OptionsLearn

6 months

Expected moves for some of the names reporting after the close including $COIN $AMAT $ROKU $TTD $DKNG $TOST $YELP $OPEN $DBX, calendar, charts and trade generation here:

0

8

Options AI

@OptionsLearn

4 years

“Options AI is closely monitoring the situation but as of now options and equity trading is available in these names. $GME $AMC $NOK more...

0

2

8

Options AI

@OptionsLearn

6 months

$SMCI weekly options are pricing about $100 in either direction to Friday:

0

1

8

Options AI

@OptionsLearn

1 year

Disney $DIS reports after the close. Options are currently pricing about a 5% move at 73 IV in the weeklies (up slightly on the day, vol was in the high 60's yesterday). That's pricing a range of about $83 to $92 in the stock (currently ~87.50). Here's a comparison of a

0

1

8

Options AI

@OptionsLearn

6 months

Both $TTD and $AMAT are up after hours, both about twice the move that options were pricing (as of now). $ROKU is down about 15%, options were pricing about 14% move. $COIN is up about 9%, options were pricing about 10%, and $DKNG well inside the move options were pricing (as of

0

8

Options AI

@OptionsLearn

7 months

A quick preview of Netflix $NFLX earnings. The expected move of about 7.7% has crept up slightly into the print. It is still about half of what the stock moved on the last earnings though and on the low side historically. (past 3 earnings move charts below). A move in line with

2

4

7

Options AI

@OptionsLearn

8 months

Broadcom $AVGO reports after the close. Options are currently pricing about a 3.2% move. That's about $30 or so in either direction. Recent earnings have seen moves of -5.5% +2.8% +5.7% and +2.6%. The $900 line has decent open interest over the next two expiries but nothing

0

1

8

Options AI

@OptionsLearn

8 months

With $IWM bucking up against $200 resistance/gamma ($RUT 2k) it's important to note that options aren't currently pricing a bullish expected move back to the all-time high (near $230) until Fall of 2024. That 15% or so expected move nearly a year out places its recent nearly 20%

0

8

Options AI

@OptionsLearn

6 months

Earnings this week with expected moves including $PFE $AMD $MSFT $GOOGL $GOOG $SBUX $BA $QCOM $AAPL $AMZN $META and more! We'll circle back to preview a couple of these names and detail trade set-ups before they report. Full calendar and free tools here:

0

3

8

Options AI

@OptionsLearn

1 year

💪 Trade smarter, not harder! Options AI’s intuitive features help you identify opportunities and manage risk effectively. 📈 ✅Real Time NBBO Prices and Expected Moves from the options market, scan for your favorite trade setups, and more! Download Now:

1

0

7

Options AI

@OptionsLearn

1 year

Earnings moves vs expected moves. What did the market have right? ( $AAPL ), what did it get caught off guard on? ( $AMZN ). What did it have totally wrong? ( $COIN ) $AAPL - 3% (inline) $AMZN +9% (well beyond) $COIN -2% (well inside) $SQ -7% (inline) $DKNG +12% (slightly

Options AI

@OptionsLearn

1 year

Earnings after the bell include $AAPL, $AMZN, $COIN, $SQ and $DKNG. Most recent expected moves from the options market. Compare to recent earnings moves at Via the Options AI app:

4

3

5

1

0

8

Options AI

@OptionsLearn

1 year

The week ahead: Home Depot, Walmart, Applied Materials, Cisco, Palo Alto and more. $HD $WMT $AMAT $CSCO $PANW

3

2

8

Options AI

@OptionsLearn

6 months

This may the first place you're hearing it, but Nvidia $NVDA reports earnings after the close. Options are pricing about a 10% move. With the stock $670 or so, thats close to $600 on the downside, and near the recent highs on the upside. Weekly IV is close to 170, with 30 day

1

0

5

Options AI

@OptionsLearn

6 months

A look at some of this week's earnings and the moves options are pricing. Nvidia $NVDA is the big one but also $WMT, $HD, $PANW, $CVNA, $MELI and more.

0

2

7

Options AI

@OptionsLearn

1 year

Paypal $PYPL reports after the close. It's expected move is about 7.5%. That compares to recent actual moves of -13% +3% -2% and +9% Its weeklies IV is 113, compared to 30 day IV of 51. It's realized 30d vol is just 29 with past year realized vol averaging 41.

2

1

7

Options AI

@OptionsLearn

9 months

Income from options weekly set-up check with a focus on how quickly things change on a $VIX move from 22 to 15 and what traders should be looking for this week. $SPY $SPX $QQQ. Hope you enjoy:

0

1

7

Options AI

@OptionsLearn

5 months

Ugly opening in $SPX on triple witching. Options were pricing about a 0.5% move for the day, still the case into the close but has been making those types of intra-day moves in minutes all week. First hour and last hour of expiry most likely to see some of those air pockets.

0

2

7

Options AI

@OptionsLearn

6 months

A lot of people with $QQQ short strikes woke up to assignments that were impossible to predict before the close yesterday. That stock to cover this morning helps fuel the pre market and opening print.

Options AI

@OptionsLearn

6 months

With NVDA reporting after 4:15, The $SPY at the money straddle closed at around $2, the $QQQ even more. One rule of thumb with a big market moving event after hours is that that premium does not go to zero, not even close. Also, out of the money strikes are at risk of assignment

3

0

9

2

0

7

Options AI

@OptionsLearn

4 months

$META earnings after the close. Options are currently pricing about an 8% move in either direction. On the bullish side that puts a move almost exactly to the April 8th highs. On the downside that would be into the gap higher from the prior earnings but right around the low the

0

5

7

Options AI

@OptionsLearn

2 months

@elerianm WHAT ARE THE THREE STOCKS ?!?!?!

2

0

7

Options AI

@OptionsLearn

6 months

Palo Alto $PANW down 20%. More than twice what options were pricing.

1

0

7

Options AI

@OptionsLearn

6 months

Earnings this week with expected moves including $KO $SHOP $DDOG $UPST $CSCO $COIN $ROKU $TTD $DKNG and more! Calendar here:

1

7

Options AI

@OptionsLearn

5 months

Options are currently pricing a nearly 1% (0.85%) expected move for tomorrow’s #CPI day. That’s about $SPX 5075-5165 as of now. About 22 IV.

0

1

7

Options AI

@OptionsLearn

9 months

As that $SPX 4500 gamma continues to act like a magnet for now look towards today’s close and tomorrow’s open for any signs of an ability to free itself from that level. If not, it’s likely to need Friday’s expiring options gone.

Options AI

@OptionsLearn

9 months

$SPY $SPX

0

2

6

0

2

7

Options AI

@OptionsLearn

4 months

For tomorrow, options are pricing moves of: $SPY 0.9% $QQQ 1.1% $IWM 1.4%

1

7

Options AI

@OptionsLearn

1 year

Initial reactions: (early on) $INTC +6.5% $ROKU +10% $F +4% $ENPH -12% $TMUS -2%

Options AI

@OptionsLearn

1 year

Earnings after the close include $INTC $ROKU $F $ENPH $TMUS Expected moves at current pricing:

0

2

1

7

Options AI

@OptionsLearn

3 months

$GME options are not only super high IV, there is massive upside call skew. For instance, the 57 calls expiring Friday are roughly 75IV points higher than at the money calls. Here's a comparison of a buying the 57 call, creating a breakeven of around $70 in the stock vs a

1

0

7

Options AI

@OptionsLearn

8 months

Today’s video orbit discussing how to potentially take advantage of low vol options for 2024. $SPY $QQQ $IWM. Hope you enjoy!

0

2

7

Options AI

@OptionsLearn

2 months

$SPX may have just hit a bit of a gamma wall trying to get above 5500. ( $NVDA's reversal a factor as well, more on that in a sec). On tomorrow's quarterly expiry a significant portion of the current gamma backdrop will roll off, potentially opening up for some market volatility,

1

7

Options AI

@OptionsLearn

8 months

Earnings expected moves for the week. FedEx $FDX kicks things off today. $MU $CCL $KMX $NKE $CTAS, $BB and more. Full calendar here:

1

7

Options AI

@OptionsLearn

1 year

Spotify $SPOT drops its earnings tomorrow morning before the open. Options are pricing about an 8% move. That's larger than last qtrs actual move (+5%) but significantly less than the 3 prior to that (+13% -13% +12%)

2

0

7

Options AI

@OptionsLearn

1 year

With Nividia $NVDA settling at $500 after hours a reminder about open interest and big round numbers(from this morning's post). Will be interesting to see how it opens tomorrow.

Options AI

@OptionsLearn

1 year

Nvidia $NVDA Earnings Preview At the moment, options are pricing about a 9.5% move. Recent earnings have seen actual moves of +25%, +14%, -1%, and +4%. In other words, options are pricing a smaller move than the past two events, which have both seen significantly larger moves.

0

2

0

1

2

7

Options AI

@OptionsLearn

1 year

after-hours moves (so far) vs expected moves $WDAY +3.5% (inside) $MRVL -5.7% (inside) $ULTA +2.2% (inside) $JWN -4.2% (inside) $GPS unched (inside)

Options AI

@OptionsLearn

1 year

Earnings reporting after the close with expected moves via Options AI: $WDAY $MRVL $ULTA $JWN $INTU $GPS $AFRM Free calendar with expected moves and option spread geenration:

0

1

0

1

0

7

Options AI

@OptionsLearn

10 months

A look at weekly and 0DTE $SPY levels for those looking to sell the move as an income strategy. ODTE expected move is 0.7% and Friday is 1.5%. With futures little changed the 0DTE move could contract to around 0.5% when options open.

0

6

Options AI

@OptionsLearn

3 months

On today’s orbit we look ahead to expiration Friday and the heavy gamma in $SPX $SPY $QQQ and more. Plus a look out to the next several weeks and the extremely low IV. What does it mean for the market, for option sellers, and for those looking directionally up or down? Plus a

0

5

Options AI

@OptionsLearn

11 months

The Option Wheel is a popular strategy with some key positives - buying low, selling high, and generating income by being short option premium. But, a key thing to remember is that like any strategy that involves undefined risk to the downside, traders can quickly find

0

6

Options AI

@OptionsLearn

4 months

On today’s Income from Options Weekly we talk $SPX next possible moves away from the 5200 level. The daily expected moves as well as this week’s which includes a #CPI on Wednesday and $JPM and $WFC kicking off bank earnings on Friday. Implied vol for CPI is about 18. Higher than

1

6

Options AI

@OptionsLearn

5 months

Friday's $SPX implied vol drops to about 18, with a 1% expected move, so the majority of this week's move is currently priced into the last two hours of today and tomorrow morning. Traders positioning directionally for a post FOMC move won't see that much a difference in

Options AI

@OptionsLearn

5 months

FOMC day $SPX $SPY implied vol continues to ramp higher as traders keep the expected move at around 0.7% into the end of day. Current levels based on that expected move are about $5140 and $5210 in SPX:

0

2

6

Options AI

@OptionsLearn

5 months

We also look at expiration, which we'll cover a little more as the week progresses. But, tldr version, volatile reactions to the economic numbers this week have a chance of really turning gamma negative into expiry further exacerbating these moves into Friday. ( a muted response

Options AI

@OptionsLearn

5 months

Today's Orbit is a deep dive into the pop in IV, some of these nasty intra-day swings we've been seeing and what to be careful of as a short duration premium seller. Esepcially with #CPI #PPI and option expiry on the docket. Also, we look at how despite the $VIX pop, vol is

1

0

2

1

0

6

Options AI

@OptionsLearn

2 years

Options AI Awarded Best Broker For Options Trading at Benzinga Global Fintech Awards @benzinga @BenzingaMedia Press Release:

1

2

6

Options AI

@OptionsLearn

1 year

@gurgavin

0

6

Options AI

@OptionsLearn

6 months

$SMCI has has seen a nearly 15% range in the past two days. Options are currently pricing a nearly 7% move for the rest of the week. Those levels currently correspond to about $600 on the downside and $685 or so on the upside.

1

0

5

Options AI

@OptionsLearn

1 year

GameStop Corp. $GME ($26.25) reports earnings today after the close. Here's the latest👇: - Expected Move: 14.2% ($3.71) - Bullish: $29.95 - Bearish: $22.53 See for more. #options #GME

0

5

Options AI

@OptionsLearn

2 months

There's a lot of hot takes out there on $GME and option market makers that are a bit off (to very off). A move higher like today absolutely gets juiced by market makers buying stock to cover upside calls they are short (as the deltas of those short calls increase). However,

1

6

Options AI

@OptionsLearn

7 months

Netflix $NFLX is still moving around a bit after hours but as of now it is up 8.5% or so, a bit higher than what options were pricing 7.7%. The expected move had been creeping higher into the print, increasing 1 point from about 6.6% to 7.7% just in a few trading days. That

Options AI

@OptionsLearn

7 months

Finally, for the $NFLX bulls (and this would apply to medium to longer term bears as well). The IV set-up is such that going out in time is not very penalizing. This week's IV is about 112, Feb is about 48, and March is about 38. To put that into a stock move perspective, the

0

1

3

0

4

Options AI

@OptionsLearn

5 months

Expected moves for companies reporting this week $ORCL $ADBE $DKS $ULTA $JBL $ASAN $ONON $KSS $DLTR $DG Calendar and charts here:

0

6

Options AI

@OptionsLearn

6 months

Interesting current risk/reward comparison for $SPY 500 centered positioning into expiry, an Iron Fly vs Iron Condor. Reminder, the Fly would of course need to be closed before expiry even if the stock was at or near 500, with the atm straddle still having extrinsic value even

0

1

6

Options AI

@OptionsLearn

4 months

A peek pf what's ahead, tomorrow's #PPI and #ECB rate announcment. Expected move 0.8%. Friday, Bank earnings and Consumer Sentiment. 1.1% move (rest of week) $SPX $SPXW $SPY $QQQ $IWM $XLF $JPM $C $WFC Friday expiry highlighted below:

0

2

6

Options AI

@OptionsLearn

3 months

Powell's gonna end this with "I answered your questions nerds, now my focus shifts to the Dead shows at The Sphere."

1

6

Options AI

@OptionsLearn

9 months

$SPY $SPX

Options AI

@OptionsLearn

9 months

Some thoughts on gamma around the 4500/450 level into Friday's expiry. What to look for into expiry and what to look for after (on Monday). $SPY $SPX Read more here:

0

3

0

2

6

Options AI

@OptionsLearn

6 months

$QQQ up about $4 after hours, above the $429 strike.

Options AI

@OptionsLearn

6 months

With NVDA reporting after 4:15, The $SPY at the money straddle closed at around $2, the $QQQ even more. One rule of thumb with a big market moving event after hours is that that premium does not go to zero, not even close. Also, out of the money strikes are at risk of assignment

3

0

9

0

6

Options AI

@OptionsLearn

5 months

The ho-hum reaction to Nvidia $NVDA's conference resulted in a massive IV crush. Expected move into the event was 8% on 100 IV, now the expected move into Friday is just 4.3% on 63 IV. Nearly a post earnings type reaction:

Options AI

@OptionsLearn

5 months

Nvidia $NVDA has traded in a 5% range today, their keynote address comes after the close of trading today. Options are pricing a roughly 8% expected move this week:

1

4

2

0

6

Options AI

@OptionsLearn

3 months

Nvidia $NVDA options are pricing about an 8% move for earnings Wednesday. Index / ETF vol is also showing the effect of NVDA earnings. $QQQ IV is 13 tomorrow but jumps above 20 IV for Wednesday and Thursday. Charts:

0

1

4

Options AI

@OptionsLearn

10 months

A peek ahead at some of the big names reporting with expected moves. $JNJ $BAC $TSLA $NFLX $T

1

0

5

Options AI

@OptionsLearn

6 months

A quick look at the $SPX Iron Condor catching the lows of yesterday and the gap level above, expiring Friday:

0

1

5

Options AI

@OptionsLearn

3 months

The current #0DTE $SPX expected move is about 0.3% (very low 15IV) but essentially framing yesterday's high and this morning's low. An Iron Condor with short strikes at 5205 and 5160 is less than a 4/1 risk reward, but if we're bouncing back and forth between @TradeVolatility

Trading Volatility

@TradeVolatility

3 months

Today's $SPX GEX flip point zone is 5160-5165. Bouncing off it this morning.

0

5

0

2

5

Options AI

@OptionsLearn

10 months

Markets been weird since that sphere in Vegas.

1

4

Options AI

@OptionsLearn

2 months

Now to $NVDA. The upside call buying has been relentless into and out of the 10 to 1 split. What many expected to happen as far as a gamma squeeze in $GME was somewhat already happening in $NVDA at a bazillion times the market cap. The +40% move since April was helped,

2

5

Options AI

@OptionsLearn

1 year

$RIVN is currently $25 pre-market, a case in which both trades sold the move correctly, but in which the butterfly pinpointed the potential max gain spot.

Options AI

@OptionsLearn

1 year

A comparison of two neutral strategies in Rivian $RIVN via the Options AI app. The Iron Condor looks for the stock to stay within the expected move of 11%. The butterfly also looks for it to stay within that range but particularly targets the $25 level for max gain. Current

0

3

10

0

5

Options AI

@OptionsLearn

8 months

Nike $NKE reports after the close. Options are pricing about a 5.8% move. The last 3 earnings saw moves of +6.7%, -2.7% and -4.9%. There was a buyer of the +125/-130c call spread (expiring tomorrow) earlier 4k times (h/t @OptionsHawk ) . The second chart shows that trade

1

3

5

Options AI

@OptionsLearn

4 years

Palantir Demo Day and Using Spreads to Lower Costs when Trading Volatile Stocks $PLTR

Palantir Demo Day and Using Spreads to Lower Costs when Trading Volatile Stocks

Want to know more about upcoming earnings, trading credit spreads or managing trades? Videos, market blogs, options education and free tools from The Options AI Team

learn.optionsai.com

0

5

Options AI

@OptionsLearn

11 months

With the market volatility the last few days it's a good reminder that a ton of options expired last Friday and the backdrop of the market was different coming into this FOMC week. From Friday's Pre-Market prep with @Spus @TripleDTrader and @MoneyMitchBZ

✂️ Option Expiration and Market Volatility

39 seconds · Clipped by The Options AI Orbit - With CC Lagator · Original video "Premarket Prep September 15, 2023" by Benzinga

www.youtube.com

0

1

5

Options AI

@OptionsLearn

6 months

With the $VIX up nearly 30% today, at the money $SPX IV out 30 days is still in the low teens, but downside puts are starting to pump, with the 20 delta level puts about 16 or 17. There had been very little demand for protective puts recently, with both IV and skew low. In fact,

0

2

5

Options AI

@OptionsLearn

11 months

As mentioned last week. Not only did a ton of gamma expire last Friday. But a lot of the gamma across all months was up near 4500 $SPX 450 $SPY. We entered this week in a very different vol regime. And a decline below that gamma bulge only exacerbates it. From last week:

Markets & Mayhem

@Mayhem4Markets

11 months

The S&P 500 is deeper in negative gamma territory this morning, with the gamma flip calculated all the way at $SPX 4,471. This 'chase' dynamic encourages dealers to sell dips and buy rips as they hedge their positioning. Thus catalyzing realized volatility. Be nimble, friends.

6

11

60

0

1

4

Options AI

@OptionsLearn

1 year

Earnings after the bell include $AAPL, $AMZN, $COIN, $SQ and $DKNG. Most recent expected moves from the options market. Compare to recent earnings moves at Via the Options AI app:

4

3

5

Options AI

@OptionsLearn

21 days

On the April '24 pullback, $VIX peaked just shy of 20. On the Sept '23 pullback, VIX peaked around 22. It is 17 now.

Options AI

@OptionsLearn

21 days

$QQQ are down nearly -6% in the past week, that's approaching the magnitude of the April '24 pullback (about -7%). If the selling were to continue to about -10% (roughly the correction in Sept '23), options are pricing that sort of expected move for Aug monthly expiry. IV

0

4

0

1

5

Options AI

@OptionsLearn

10 months

Expected moves for earnings after the close. $TSLA 5% $NFLX 7% $LCRX 5% $LVS 4% $ZION 5% full calendar with expected moves here:

2

3

5

Options AI

@OptionsLearn

6 months

With $SPX up nearly 1% (much more than options were pricing to start the day), the expected move into the close is about 0.3% putting an upper range around 4970 and a lower near 4930

1

5

Options AI

@OptionsLearn

8 months

$SPY expected move for tomorrow just 0.4% and around 11 IV. That’s about $2 in either direction. Holiday week vol.

0

5

Options AI

@OptionsLearn

1 year

$GME Gamestop is up 30%+ after hours on earnings. Options weren't even close pricing in just an 11% move Last 4 earnings moves had ranged just 4% to 11%. More here:

GameStop Corp. (GME) Earnings Report 9/4 | Options AI

Get the latest earnings reports with Options AI for GameStop Corp. (GME). GME next reports on Sep 4 with an expected move of 20.31% by Sep 6 expiration. Previous earnings saw -12.01% avg move on Jun...

tools.optionsai.com

1

0

5

Options AI

@OptionsLearn

4 months

How options are pricing expected moves for tomorrow's #CPI and implied levels $SPX $SPY $QQQ $IWM $TLT

0

3

5

Options AI

@OptionsLearn

4 months

Remember, it’s not a bottom until your entire feed is quotes from motivational posters. $SPY $QQQ

1

0

5

Options AI

@OptionsLearn

4 months

Income from Options Weekly. Premiums tried to compress a little on that opening print higher in $SPX but with subsequent weakness they are back up. Current 0DTE expected move is about 0.5% and for the week just shy of 1.5%. We look at credit spreads and levels above and below and

0

1

5

Options AI

@OptionsLearn

5 months

A failure at 5150 yesterday in $SPX and a gap lower this morning. On today’s Orbit we talk the potential short duration levels as well as some of the names showing the most intraday volatility like $NVDA and $SMCI. Hope you enjoy!

0

4

Options AI

@OptionsLearn

8 months

A look at how options are pricing potential market moves for tomorrow's Fed announcement and press conference, with ranges based on today's close. $SPX $SPY $IWM $QQQ #FOMC

0

5

Options AI

@OptionsLearn

6 months

Apple $AAPL options pricing about a 3.5% move for earnings. That compares to recent earnings that saw moves of -0.5% -4.5% +4.5 and +2.5%. The stock is down about 5% in the last week into the print. Weekly options at 86 IV are about triple what the Feb monthlies are at 27 IV.

0

5

Options AI

@OptionsLearn

6 months

$PLTR is up about inline with the expected move (so far, very early). If it does extend these gains, keep an eye on that $20 level which would mean a +20% move, not unheard of as it's moved at least 20% three out of four past earns. If it does find sellers or settle around $19

Options AI

@OptionsLearn

6 months

Palantir $PLTR options are pricing about a 14% move for earnings. Those levels correspond to about 14 and change on the downside, fairly inline with the lows the stock has made a couple of times since June '23. The bullish expected move near $19 is more or less inline with the

0

10

0

5

Options AI

@OptionsLearn

2 years

This Week: Expected Moves into 2023 and Record Put/Call Ratios. $SPY $QQQ $VIX #optiontrading

0

2

4

Options AI

@OptionsLearn

3 months

On today’s Income From Options, $SPX implied vols are very low. Especially the next three days. Premiums pick up Thursday and Friday to account for $NVDA earnings Wednesday after the close (reminder that $QQQ and $SPY options price Wednesday after hours in their premiums for

0

5

Options AI

@OptionsLearn

4 months

Last week on the Orbit we talked about the potential for a $SPX bounce after a 5-6% move lower from the highs with comparisons to last August. Today we look at how this bounce could play out and what levels to look at next, as well as what happens to option premiums. $VIX. We

0

5