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.
9 articles
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.
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.
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.