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.
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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.
TradingFlow's Cookbooks turn a live options-flow session into a guided report. Daily Market Recap walks eight chapters — tone, money flow, timing, DEX/DEI, volatility, GEX, movers, and a headline name — each with real evidence next to the explanation, not baked-in prose.
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$16.9B in single-name option premium, 71% calls, but balanced 23% bullish versus 23% bearish. MU led at $1.5B in the leaders table; SPX GEX was +$95.75B.
Five Daily Market Recap sessions and three Rank reads. MU carried the most option premium every day, $1.6B to $3.5B. SPX index GEX stayed Negative for four sessions, reached −$37.95B on Thursday, and printed +$19.74B on Friday. SPY closed on its $764 0DTE top Thursday and between $769 and $770 Friday.
Daily Market Recap on the completed October 2 session printed $16.8B of single-name premium, 69% in calls, with tone balanced at 24% bullish vs 23% bearish. MU led a sixth session at $1.9B (Bearish). All six index GEX rows turned Positive, and Rank showed SPY and SPXW closing between their 0DTE put wall and 0DTE top.
Daily Market Recap on the completed October 1 session printed $17.1B of single-name premium, 60% in calls, with tone balanced at 23% bullish vs 23% bearish. MU led a fifth session running at $3.5B (Bullish). SPX GEX was Negative at −$37.95B, with SPY and QQQ Negative too, and Rank showed SPY closing on its $764 0DTE top.
Daily Market Recap on the completed September 30 session printed $14.0B of single-name premium, 67% in calls, with tone leaned bullish at 24% bullish vs 22% bearish. MU led a fourth session running at $2.3B, now tagged Bullish. SPX GEX was Negative at −$17.39B while QQQ flipped to Positive; Rank's all-expiration SPY book was Negative with the close under the flip.
Daily Market Recap on the completed September 29 session printed $14.4B of single-name premium, 63% in calls, with tone leaned bearish at 24% bullish vs 26% bearish. MU led a third session running at $1.7B (Bearish), with four 11:16 call prints worth $141M. SPX GEX was Negative at −$14.56B.
Daily Market Recap on the completed September 28 session printed $14.8B of single-name premium, 64% in calls, with tone leaned bearish at 23% bullish vs 25% bearish. MU led again at $1.6B (Bearish). SPX GEX was Negative at −$14.54B, one session after +$80.06B.
Daily Market Recap on the completed September 25 session printed $15.6B of single-name premium, 70% in calls, with tone balanced at 22% bullish vs 23% bearish. MU led at $1.7B (Mixed). SPX GEX was Positive at +$80.06B, and Rank showed SPY and SPXW closing between their 0DTE put wall and 0DTE top.
Daily Market Recap on the completed September 18 session printed $20.8B of single-name premium, 74% in calls, with tone leaned bullish at 24% vs 19% bearish. META absorbed $3.7B. SPX GEX was Negative at −$63.48B.
Daily Market Recap on the completed September 17 session printed $23.3B of single-name premium, 50% calls / 50% puts, with tone balanced at 23% bullish vs 23% bearish. AMD, SPCX, and MU each absorbed $1.7B. SPX GEX was Negative at −$23.11B.
Daily Market Recap on the completed September 14 session printed $17.5B of single-name premium, 67% in calls, with tone balanced at 21% bullish vs 21% bearish. MU absorbed $2.0B mixed. SPX GEX was Negative at −$87.61B.
Rank Symbols on the completed September 9 session shows SPY closing 762.40 on the $762 0DTE put wall, under the $763 top. SPXW opened at the high, never retook it, and closed 7636.40 on the 7635 0DTE top. Both books were negative.
Four Rank sessions, one corridor. SPY closed 761.60 on September 1, sat on 765 then 773, and finished the week on the $770 0DTE top. SPX tagged 7757 Thursday and closed Friday under 7720. Friday GEX was negative, and 0DTE was 42.9% of SPY gross.
Rank Symbols on the completed September 3 session shows SPY tagging the $774 0DTE call wall and closing on the $773 top. SPXW 0DTE ran to 7757, then sat under the 7750 top. GEX is prior-close structure (T+1); the OHLC is the session.
Rank Symbols on the completed September 2 session shows SPY closing on the $765 put wall. SPXW 0DTE tagged 7681, then sat on the 7670 top. GEX is prior-close structure (T+1); the OHLC is the session.
TradingFlow's July 24 daily market recap: persistent short gamma, cooler options activity, semiconductor-led premium, Tesla's non-directional DEI magnitude, and Nvidia's positive signed DEX.