#skew

A Five-Box Daily Vol Note, Written on SPY把五格波动率日报写在 SPY 上

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.张无忌wepoets 每天写同一套五格：Gamma 钉子、偏度、VRP、到期 OI、一笔具名成交。本文按那篇冰火岛笔记的顺序重写，再在 Rank Symbols 和成交带上用 SPY 把格子填上。