A Five-Box Daily Vol Note, Run on SPY
An options writer publishes the same five boxes every day: gamma pin, skew, VRP, expiry OI, and a named print. TradingFlow can run that checklist on SPY — with different clocks, and without the trade call.
6 articles
An options writer publishes the same five boxes every day: gamma pin, skew, VRP, expiry OI, and a named print. TradingFlow can run that checklist on SPY — with different clocks, and without the trade call.
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.
OTM single-name packages go viral as lottery tickets. TradingFlow’s process is claim → exact filters → tape match → OI limits—before any narrative about intent.
Did Duan Yongping use SPCX put options to buy SpaceX at $91.80? TradingFlow checks the $2.32M premium, 1,000-contract claim, and tape evidence.
TradingFlow’s historical option tape matches the six contracts and $422,135 gross premium in a viral memory-stock put post—but not its one-month, 40%-drop narrative.
Live options flow tracker in TradingFlow: real-time tape, unusual options activity filters, sentiment, DEX, blocks, and premium flow after Rank shortlists.