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Market Analysis•9 min read•2026-08-17

A Five-Box Daily Vol Note, Written on SPY

张无忌wepoets publishes the same five boxes every day: gamma pin, skew, VRP, expiry OI, and a named print. This article follows that 冰火岛 note, then fills the boxes on SPY in Rank Symbols and on the tape.

Market Analysis•6 min read•2026-08-16

The Last Tape Said OTM. The Official Close Exercised the QQQ $731 Calls.

On August 14, 2026, QQQ’s last option-tape print sat at $730.24—below the $731 strike. The official close was $732.10. OCC auto-exercise follows the close, not the last tick.

Market Analysis•7 min read•2026-08-15

Not Every Rally Has Flow Behind It: How I Read Top Gainers — Flow Confirmation on TradingFlow

TradingFlow scored 63 single-name gainers on Aug 14 — 50 confirming, 13 neutral, zero diverging. The single biggest mover of the day wasn't one of the confirming names. Here's a real session and what that gap actually means.

Market Analysis•7 min read•2026-08-15

Before Anyone's Talking About It: How I Read OI Accumulation on TradingFlow

Every morning before I look at anything else, I open TradingFlow's Pre-Move Positioning screen. Here's a real session — three PCG call strikes building open interest at once — and exactly how far that pattern gets you, and where it stops.

Market Analysis•6 min read•2026-08-15

$3.2 Billion in One Name Wasn't a Bullish Bet: How I Read Daily Option Flow on TradingFlow

TradingFlow's Daily Option Flow scanner showed $20B in single-name option premium on Aug 14 — and 16% of it landed in one name, SNDK. The size looked bullish. The biggest individual tickets said something messier. Here's how I actually read a session's tape.