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.
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.
$27.1B in single-name premium, 27% bullish versus 24% bearish. MU led at $2.8B Bullish; SPX GEX was −$13.69B.
$17.9B in single-name premium, 25% bullish versus 27% bearish. MU led at $2.0B Bearish; SPX GEX was −$105.30B.
$16.9B in single-name premium, 22% bullish versus 24% bearish. MU led at $3.0B Bearish; SPX GEX was +$103.41B.
$14.2B in single-name premium, 22% bullish versus 24% bearish. MU led at $1.5B Mixed; SPX GEX was +$61.43B.
$15.4B in single-name premium, 23% bullish versus 23% bearish. MU led at $1.5B Bearish; SPX GEX was +$54.45B.
$18.6B in single-name premium, 22% bullish versus 26% bearish. MU led at $1.7B Bearish; SPX GEX was −$35.43B.
$14.1B in single-name premium, 24% bullish versus 24% bearish. MU led at $2.1B Bullish; SPX GEX was +$13.34B.
$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.
$16.4B in single-name premium, 24% bullish versus 23% bearish. MU led at $1.5B Bearish; SPX GEX was +$61.13B.
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.
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.