Demsei @_demsei

$SPX $ES_F $NQ_F Premarket · Bit bullish overnight with $SPY at +0,21%, $QQQ at +0,10%, $IWM at +0,44% and $DIA at +0,45% · Futures mixed with $ES at -0,01% sitting at 7 454,75, $NQ at -0,39%, $RTY at +0,48%, $YM at +0,30%, $GC at +0,10% and $CL at -3,54% · Vol channeling above 18 with $VIX at 18,58, $VXN at 28,06, $VVIX at 102,17, long-vol products giving back the pop with $UVXY at -1,48%, $VIXY at -1,74% and $VXX at -0,22%, $SVIX at +0,48% · Macro day : Verizon and Amex Q2 earnings at 13h00, S&P PMI Flash at 15h45, New Home Sales at 16h00, Trump speaks at 21h00 $SPX Map · Spot at 7421 with balance at 7405 · Upside : 7450 first test then resolving cleanly into our zone at 7465/7480 · Downside : 7405/7400 can be a good test and deeper test at 7370/7365 · Charm up above 7420 : as the straddle decays we collapse into a range that needs consistent futures buying and pushes higher, flips bearish if we lose range with longs below and shorts above · Gamma slightly positive : longer dated book very long gamma but now lives above spot with different regime where walls act as magnets on way up · 0DTE Straddle at $37,50, still wide for today than last days Interpretations are mine | Datas from @VolSignals

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$SPX $ES_F $NQ_F Premarket · Red overnight with $SPY at -0,84%, $QQQ at -1,29%, $IWM at -0,88% and $DIA at -0,92% · Futures with $ES at -0,94% sitting at 7469,75, $NQ at -1,25%, $RTY at -0,96%, $YM at -1,04%, $GC at -1,62% and $CL at +5,22% · Vol bid with $VIX at 18,65 (+12,08%), $VXN at 26,74 (+0,30%), $VVIX at 95,55 (-0,82%), long-vol products higher with $UVXY at +6,23%, $VIXY at +4,10%, $VXX at +3,99% and $SVIX at -3,96% · Macro day : Jobless Claims already out at 187k vs 210k expected, 10Y TIPS auction at 19h00, Trump speaks at 20h30 and 22h30, $INTC at 22h00 and $SAP at 22h20 $SPX Map · Spot at 7437 with our balance now at 7430 after 7465 was lost overnight and flagged unstable · Downside : below 7430 the 7400-7385 zone opens with 7392 as the straddle floor · Upside : reclaiming our test at 7455 opens the 7465-7480 zone where the profile changes hands · Charm bearish below 7475 : passive selling weighs on the index all session and points at 7430-7440 with no active bid to counter it · Gamma nearly flat after last week's long book rolled off, nothing left to absorb the moves so the range travels easily · 0DTE Straddle at 44,60 against 31 yesterday and widening from 50 to 60 bps since this morning Interpretations are mine | Datas from @VolSignals

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$SPX $ES_F $NQ_F Premarket (happy birthday boss! @VolSignals) · US indices mixed flat in premarket after yesterday's rally, $SPY at +0,03% and $QQQ at -0,27%, $IWM at +0,16%, $DIA at +0,27% · Futures followed with $ES at +0,01% sitting at 7586, $NQ at -0,33%, $RTY at +0,19%, $YM at +0,26%, $GC at -0,58% and $CL at +0,68% · Vol still bleeding : $VIX at 15,81 down -0,19%, $VVIX at 88,78 (-2,85%), long-vol products all lower with $UVXY at -1,00% and $VXX at -0,37%, $SVIX at +0,49% · Macro day : quiet, only IEA Monthly Oil Report on calendar $SPX Map · Spot near 7540 on balance but weak and unstable with no long anchoring, it's more levitation than true pin · Upside : 7550 test resolving unstable, if we cross 7565 opens charm push to 7580 · Downside : 7525 can be test of the day if we losing 7515 sets up a clean 7500 pin on a selloff · Charm supportive above spot and suppressive below, inflection around 7550 : cross 7565 turns it into a push toward 7580, otherwise reverting toward 7525 into close · Gamma net positive and large but grinding, price stuck in the broad 7500 range with contained moves · 0DTE Straddle at $31,05, compression continuing vs yesterday Interpretations are mine | Datas from @VolSignals

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$SPX La map du matin a fait le boulot avec une ouverture sur la balance, low pile sur notre zone basse et rebond puis rejet net sous notre zone haute Gamma qui se creuse autour du spot et desserre le range pendant que le charm glisse sa zone acheteuse jusqu'au prix. On a plus de mou pour bouger mais un repli se fait racheter par les dealers et non pas amplifier. FOMC Minutes dans notre sweet spot charm mais catalyseur de second rang, straddle écrasé sans risque pricé : repli racheté et pas de spike, bon read jusqu'ici!

яaph @lonelyRaph

2 months ago

$SPX $ES_F $NQ_F Premarket · US indices lower across board in premarket after an overnight selloff on Iran headline with ceasefire called off, $SPY at -0,57% and $QQQ at -0,79%, $IWM at -0,55%, $DIA at -0,79% · Futures followed $ES at -0,57% sitting at 7508, $NQ at -0,90%, $RTY

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$SPX Le premarket de ce début d'après-midi a bien été tenu : la balance qui a servi de niveau pivot puis après cassure, le prix est venu se poser pile sur notre zone de test à 7540 sans réel momentum vendeur Journée pas évidente à négocier malgré tout, beaucoup de frottement sur les poches de vente dealer autour de 7540 avec un gamma positif et charm à l'achat sous le prix du début à la fin, à demain!

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яaph @lonelyRaph

2 months ago

$SPX $ES_F $NQ_F Premarket · Tech leading the reopen after long weekend : $QQQ +1,23%, $SPY +0,44%, $IWM +0,14% while $DIA lags a bit at -0,09% · Futures follow this path too with $ES at +0,47%, $NQ ahead at +1,17%, $RTY +0,30%, $YM -0,09%. Commodities mixed with $GC +0,53% and

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$SPX $ES_F $NQ_F Premarket · Risk bid after PCE, tech out front with $QQQ at +2,27% and $SPY at +0,79% · Futures $ES up +0,20% and $NQ leading at +0,43%, commodities mixed with $GC at +0,31% and $CL soft at -0,74% · Vol bleeding lower : $VIX at 18,11 under 20 for a second day and $VVIX at 95,58. Protection is being unwound now the event risk is gone · Still ahead : 7-year auction at 19:00 and Fed's Williams at 21:40 so afternoon is not fully clear of headlines $SPX Map · Spot at 7412 parked just under heavy long anchor at 7450 dominant cluster on the profile and upside magnet · Upside : 7460 then the long cluster 7475-7490 above · Downside : 7377 then 7350 support beneath it · Charm flips bullish today clean shift from the last two sessions. Passive flow now leans to buying as the 0DTE decays which points price toward anchor · Gamma is supportive above spot but flips negative right beneath it and stays there all the way down. Price is balanced on that edge so upside is the contained side while a break lower amplifies · 0DTE Straddle at 42,00 in line with yesterday. A stable straddle is what lets charm drive Interpretations are mine | Datas from @VolSignals

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$SPX $ES_F $NQ_F Premarket · Indices flat to slightly green after yesterday's sell-off, $SPY at +0,29% and $QQQ at +0,42%. Tentative stabilization with no strong bid yet! · $ES flat around 7450 at +0,06% and $NQ unchanged, but real move is in commodities : $CL down -3,41% and $GC down -3,15% · Vol cooling off after yesterday's spike : $VIX back under 20 at 18,97 (-2,67%) and $VVIX at 99,50. · Light calendar today : New Home Sales at 16:00 with bigger flow later this week $SPX Map · Spot at 7377 after heavy flush sitting just under long anchor at 7400, magnet on upside if price can reclaim it · Upside : 7420 is top of straddle and first test then long cluster 7445-7460 above. Reclaiming 7400 cleanly is condition for any of that · Downside : 7335 is bottom of straddle then 7330 long support with 7360 first level on way down and 7280-7300 deeper floor · Charm leans bearish again today below 7400 with same shape as yesterday : passive flow tilts to selling as 0DTE decays and it builds on way down rather than fading. 7360 then 7330 are levels that come into play if tape leaks lower · Gamma is light today far less than yesterday with dealers close to flat across the range. Less cushion and looser moves, tape is not as contained as it was · 0DTE Straddle at 41,50 off yesterday but still elevated. Real move still priced in just looks smaller than yesterday! Interpretations are mine | Data from @VolSignals

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$SPX $ES_F $NQ_F Premarket · Risk-off open shaping up tech leading drop with $SPY at -1,39% and $QQQ at -2,95% in premarket · $ES down -1,45% around 7431, $NQ hit hardest at -3,06%, $GC also red at -1,97% and $CL at -0,63%. Clear derisking even gold is not bid · Vol finally waking up : $VIX jumping to 20,13 (+16%) and $VVIX at 91,72, $VVIX up only +3,7% though so it reads more like spot move than vol-of-vol panic · Data on tape today : S&P PMI Flash at 15:45 right after open then 2-year auction at 19:00. PMI lands early so open RTH could be jumpy $SPX Map · Spot down at 7368 after heavy overnight that ran 7480 to 7359, parked between 7390 short above and big long support at 285-300 below · Upside : 7390 is first short test to clear then 7400 long and 7420 top of the 0DTE straddle · Downside : 7316 is bottom of straddle then real story is cluster of long anchors stacking 7285-7300. That is where heavy gamma support sits into close · Charm leans bearish today with dealers passively selling as the 0DTE decays into settlement. But with $VIX at 20 it is a bias not a certainty : Vanna is back in play and vol pullback would flip part of that flow to buying · Gamma stays long but weight is below spot now thickening down toward 7285-7300 into close. Above spot it is thinner so less to lean on if we bounce · 0DTE Straddle at 51,90, way up from yesterday's. Market is finally pricing real move both ways Interpretations are mine | Datas from @VolSignals

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$SPX $ES_F $NQ_F Premarket · US indices a touch green in premarket with $SPY at +0,12% and $QQQ at +0,20%, small caps leading at +0,40% on $IWM · $ES flat to red around 7571 at -0,05% while $NQ holds +0,28%, $CL the outlier down -1,30% at 74,54 and $GC at 4220 · Vol drifting off in premarket : $VIX at 17,14 and $VVIX at 88,43 with the vol ETFs all red. No catalyst big enough to bid protection today · Quiet calendar today just Vance and Waller speaking. Bigger news is later this week so not much to move market before $SPX Map · Spot pinned right on 7500 sitting on biggest long anchor on the whole profile after quiet overnight. That is magnet for session · Upside : 7531 first then 7550 the dense short wall and the level I am watching most today. Clear it and 7590 opens the door higher · Downside : 7475 is the first soft test but it gets messy below with nothing clean to lean on. Structure keeps pointing back to 7500 · Charm pivot at 7500 : orange profile holds above it while magenta sits just under spot · Gamma solidly long and stable across the range so moves stay contained and mean-revert. One negative pocket sits up near 7550 into the close, that is where it could loosen · 0DTE Straddle at 33,70 still tight and well off last week's witching levels. Market is not pricing much for a quiet Monday after OPEX Interpretations are mine | Datas from @VolSignals

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$SPX $ES_F $NQ_F Premarket · US indices mixed in premarket ahead of Fed with $SPY at +0,12% and $QQQ at +0,65% : tech leading while the rest waits · Futures flat to slightly green with $ES at +0,14%, $NQ at +0,65% and $CL at +0,20%, everything frozen before the decision · Vol holding up into the event : $VIX at 16,36 and $VVIX at 87,69, no crash because biggest catalyst is still ahead · FOMC day : Retail Sales at 14:30 then the decision and Warsh at 20:30. Rate hold is already priced so move comes from tone and dots not the number. That is exactly why straddle is wider than yesterday $SPX Map · Market parked around 7520 this morning, spot just below equilibrium zone after tight 28 point overnight. · Upside : 7545 first test then 7580. Higher up, wall of long anchors near 7615-7625 becomes magnet if Fed surprises dovish · Downside : 7490 first test then 7450 below. Real pivot is 7500 : most massive long anchor on the profile, lose it and bias flips bearish · Charm swings around 7500 : above it flow leans supportive and below it flips into pressure. Big moves possible both ways once Warsh starts talking · Gamma still long so pre-decision session should stay contained and rangebound · 0DTE Straddle at 47,60 up sharply from yesterday. Market is positioned for a real move on decision Interpretations are mine | Datas from @VolSignals

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$SPX Journée d'attente avant le FOMC et le positionnement nous le disait déjà en premarket · MM en gamma positive et low straddle : dans cet environnement une baisse n'est pas un signal de panique mais d'absorption · Test de notre upside puis notre balance 7550 perdue devient une belle zone d'intervention avec un prix dérivant doucement vers notre downside Pas un marché faible mais prudent avant le FOMC sans vente agressive derrière

яaph @lonelyRaph

3 months ago

$SPX $ES_F $NQ_F Premarket · US indices flat to slightly green in premarket after yesterday's grind up with $SPY at +0,04%, $QQQ at +0,18% and $DIA at +0,15% · Futures barely moving with $ES at +0,10% around 7632, $NQ at +0,32% and $CL down at -3,99%, oil leg still bleeding ·

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$SPX $ES_F $NQ_F Premarket · US indices flat to slightly green in premarket after yesterday's grind up with $SPY at +0,04%, $QQQ at +0,18% and $DIA at +0,15% · Futures barely moving with $ES at +0,10% around 7632, $NQ at +0,32% and $CL down at -3,99%, oil leg still bleeding · Vol at the floor : $VIX at 16,14 and $VVIX at 87,58 with lowest readings in weeks. $UVXY at +0,66% but compression grind stays intact · Light macro : Housing Starts, Import Prices and Building Permits at 14:30, 20Y auction at 19:00. G7 still running $SPX Map · Moderate balance at 7550 vs monday at 7525, spot holding just above after another overnight push · Upside : 7565 first test then 7600. Crossing 7565 flips to strong balance at 7575 with big short cluster and straddle breakeven guarding the way to 7600 · Downside : 7535 first test then 7505 deeper. Reject either test and reverse back to balance · Charm bias supportive but soft today, strong tendency to anchor at 7570, clearly most influential level in this session · Gamma huge again : dealers long $10B+ and growing even heavier than Monday. Moves stay dampened and trapped, overnight range was a tiny ~20 points · 0DTE Straddle at 30,70 (crushed again from Monday), vol pricing very tight pinned session Interpretations are mine | Datas from @VolSignals

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$SPX 7550 était le premier test upside de ce début de session La zone une fois cassée en début de séance s'est inversée en plancher avec un beau reverse sur le +0,5 : le prix a passé l'après-midi à osciller dans cette zone sans jamais retester notre balance Cela reste cohérent pour une journée en gamma positif, le gap du week-end n'a donc pas été récupéré aujourd'hui!

яaph @lonelyRaph

3 months ago

$SPX $ES_F $NQ_F Premarket · US indices gapping up in overnight with $QQQ leading at +2,23%, $SPY at +1,33% and $IWM at +1,58%, tech is driving · Futures strongly green with $ES at +1,30%, $NQ outperforming at +2,11% and $CL collapsing at -4,51% · Vol getting crushed : $VIX

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$SPX $ES_F $NQ_F Premarket · US indices bouncing in premarket after Friday's selloff with $SPY at +0,79% and $QQQ at +1,52% leading the recovery, tech clearly outperforming · Futures up with $ES at +1,22% sitting at 7457, $NQ at +2,12% and $CL bouncing +1,52% · $VIX cooling at 18,79 (-12,65%) after the spike, vol products unwinding in overnight with $VXX at -2,86% and $UVXY at -4,60%. $VVIX still elevated at 102 · Watch out today for NY Fed 1Y Inflation Expectations at 17:00, very light macro day $SPX Map · Spot 7447 in lower third of straddle range 7401-7493, dealers sit in strong positive gamma above spot with rallies capped and dips supported · Upside : 7460 first short test then 7480 anchor and 7493 straddle ceiling. Above that, massive long cluster at 7520-7540 acts as a magnet but hedging dampens the move · Downside : 7425-7430 short test first then big wall at 7400 (large short put cluster) · Charm supportive above spot up to 7540 suppressive below toward 7400, biased to support the rebound today · 0DTE Straddle at 46,20 (0,62%) much wider than last week and expect tighter ranges as gamma takes over Interpretations are mine | Datas from @VolSignals

petite semaine off mais j’essayerai de partager quelques setups si le marché en donne, take care guys ☀️

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Que ce soit sur $ES $NQ $GC ou même $CL, mes niveaux fonctionnent de la même manière : des actifs aux dynamiques très différentes mais un même mécanisme derrière. Je n'étais pas devant mes charts aujourd'hui et pourtant j'avais déjà un contexte lisible sur ces 4 actifs. Avec le temps, je me rends compte que la vraie valeur c'est pas l'outil en lui même mais c'est d'avoir construit un système autour qui me cadre le marché même sans préparation, bon week-end all!

Session globex plutôt intéressante, voici les deux setups les plus notables de cette nuit : · $ES a donné une belle réaction à l'achat sur son -0,5 · $CL de son côté a flip son 1DMax assez rapidement puis a réintégré son expected move avec un rejet des +1,5 Si vous aviez un doute sur la pertinence des niveaux options avant même le début de la session US, d'autant plus aujourd'hui avec la session chargée qui nous attend

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$SPX $ES_F $NQ_F Premarket · US indices firmer in premarket with $SPY at +0,66% and $QQQ at +1,78% · Futures up with $ES at +0,26% sitting at 7552, $NQ at +0,73% and $CL collapsing at -5,20% · $VIX down at 16,78, vol products selling off in extended hours with $VXX at -1,64% and $UVXY at -1,69% · Watch out today for Trump Cabinet Meeting at 17:00, 5Y Note auction at 19:00 and Fed's Cook at 21:55, very light macro day like yesterday, tomorrow will be crucial $SPX Map · Spot 7540 sitting right on the charm flip, this is the pivot of the day · Upside : 7573 first then 7591 resistance. Major gamma wall at 7628-7630 (~8.8k short calls) caps the upside hard · Downside : 7528 and 7513 first then strong floor at 7475. Key zone 7450-7461 below · Charm supportive in the 7550-7620 channel and suppressive below 7535 down to 7450 · 0DTE Straddle at 29,40 (0,39%) : tighter than yesterday, light positive gamma means choppy contained price action Interpretations are mine | Datas from @VolSignals

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$SPX $ES_F $NQ_F Premarket · US indices down in premarket, $SPY at -0,38% and $QQQ at -0,61% after yesterday's bounce · Futures now pulling back with $ES at -0,19% sitting, $NQ at -0,28%, $CL up at +2,70% · $VIX up at +1,66%, $VVIX up at +1,94% signaling early hedging into PMI · Watch out for US PMI Flash at 15:45, Trump with EPA Admin at 17:00, Fed's Goolsbee at 17:20 & Fed's Barkin at 18:20 $SPX Map · Spot 7406 sitting between two long magnets : 7400 below and 7440 above, pinning zone into the data · Upside : 7454 as range ceiling then 7490-7500 short wall as the real fade zone · Downside : 7363 as range floor, real selling pressure would need a clean break to extend lower · Charm bias seller-friendly, dominant window expected after 19:30 FR · 0DTE Straddle at 45,45 (0,61%), tighter than this morning and higher than yesterday, clear vol bid into PMI prints Interpretations are mine | Data from @VolSignals

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$SPX $ES_F $NQ_F Premarket · US indices are up in premarket with $SPY at +0,48% and $QQQ at +0,76% · Futures are in green for overnight session with $NQ at +0,85% and $ES at +0,52%, $CL down at -2,31% · $VIX is now at 17,97 down at -0,50%. Volatility products pulling back with $VXX at -1,12% and $UVXY at -1,84% · Fed's Barr speaks at 15:15, EIA Crude Oil Inventories at 16:30, FOMC Meeting Minutes at 20:00 and Nvidia Q1 2027 Earnings at 22:30. $SPX Map · POLR : 7290 -7375 · $SPX in positive gamma environnement with Put/Call Ratio call-sided with 57,5k calls against 51,0k puts. Largest put strikes at 7300/7350 and largest call strikes at 7400/7410/7420 · 0DTE Straddle is priced at 35,4 at 0,48%, a moderate session expected today, take care Nvidia earnings after the bell. Interpretations are mine | Datas from @ConvexValue