A post on 0DTE and gamma exposure.
AI-enabled 0DTE Decision Support System Achieved: Claude provides synchronized summaries of Cboe-sourced market-maker hedging flow data ... within seconds of the data's appearance on a live, running…
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Threads and posts where creators explain how they trade, most saved by readers first. Each shows its opening; read the whole thing on X.
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A post on 0DTE.
Category: 0DTE Options Charting Milestone It, literally, took me years and over 500 lines of Thinkscript to figure out how to plot 0DTE SPX options premium (top four highest values for calls and…
A post on VWAP and gamma exposure.
Monday I'm handing a bot $10,000 and letting it trade $SPY 0DTEs by itself. I don't touch it. I don't approve trades. It decides. Here's what it watches every single minute: SPEED. $SPY has to be…
A post on gamma exposure.
Signal Sigma Data AI-Integration 1. Signal Sigma, give me the top 100 assets within the S&P 500 that possess price supportive/vol dampening GEX values. 2. Claude, take that data, over a six month…
A post on gamma exposure.
Why it's the AI-Human Hybrid ... the Centaur. You ... the human ... you count. Humans Matter. Today, I gave Claude Live Market Maker-Informed options data ... not the Thinkorswim options chain export…
A post on 0DTE.
Continuing on two themes: 1. Your Thinkorswim platform informs and when combined with AI-driven decision support ... the two are your secret weapon (spelled edge). 2. The options data sitting right…
A post on 0DTE and gamma exposure.
We just dropped Gexa Academy 101: GEX & VEX explained in 9 minutes 🎓 ▪️ Why market makers MUST hedge — and why that makes them predictable ▪️ Yellow absorbs, purple amplifies — the only two colors…
A post on gamma exposure and options flow.
I think one of the biggest mistakes traders make with options flow is believing that flow itself moves the market. It doesn’t. Options are derivatives. Their value is derived from the underlying…
A 3-post thread on gamma exposure.
GEX tells you how dealers re-hedge when price moves. VEX tells you how they re-hedge when implied volatility moves. 🧵
A 6-post thread on gamma exposure.
GEX = gamma exposure. It estimates how much stock or futures dealers would buy or sell to stay hedged as price moves, strike by strike. Big GEX at a strike = heavy hedging there. 🧵
A 4-post thread on CPI, FOMC and NFP and gamma exposure.
Price moving on a calm day? Watch GEX. Big event (CPI, FOMC, earnings) with IV about to move? Watch VEX. On event days, watch both. 🧵
A post on 0DTE.
When $VIX hits 20%, that's a double signal for me. And I'll be honest, I don't think the BIG sell is here yet. I'm not holding a perma bias in either direction. I'm just being real with you. I see…
A post on gamma exposure.
How to read a Gexa chart: two layers, one picture: 🟡🟣 GEX nodes = dealer gamma. Yellow levels are magnets (price gets pinned), purple are acceleration zones (moves speed up), and the flip line…
A 3-post thread on gamma exposure.
Positive dealer gamma: buy dips, sell rips. Hedging can calm moves. Negative dealer gamma: buy rises, sell falls. Hedging can amplify moves. Check the estimated regime before interpreting a level.…
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