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SPXVIX

@SPXVIX

I price where options are rich, cheap, and lying. VRP · Skew · Earnings implied vs realized · Risk · and way too many questions for @grok Premium seller. NFA

 Left tail of the skew
linktr.ee/premiumseller
Joined April 2020
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SPXVIX
@SPXVIXNov 1
You might want to bookmark this post 😉 Busy earnings week: $AAPL $AMD $PLTR $SHOP $QCOM $NET and more. Every name shows this week's priced move, its 8 print average, and where shares opened after each report. Pooled together, 52 of 72 first opens stayed within what was priced. All eyes on $AAPL to save the day!
Table called Earnings Week Nov 2 to 6, nine companies in report order. For each: Oct 30 close, the straddle's priced move for the coming report, mean implied move across its 8 prior prints, a count of how those 8 first opens fell (under, within or over each straddle's range), and its mean absolute close move on those prints. AAPL Mon after close 344.63, 4.3%, 4.0%, 1 7 0, 2.5%. PLTR Mon after close 184.11, 13.3%, 12.1%, 0 4 4, 14.8%. SHOP Tue pre open 157.49, 13.8%, 12.4%, 0 5 3, 11.6%. AMD Tue after close 504.80, 8.9%, 8.2%, 2 5 1, 8.8%. SMCI Tue after close 32.95, 14.2%, 15.4%, 2 6 0, 13.6%. UBER Wed pre open 65.25, 8.1%, 7.3%, 1 7 0, 5.5%. DDOG Wed pre open 235.27, 15.1%, 11.3%, 1 5 2, 12.2%. QCOM Wed after close 164.79, 10.0%, 6.9%, 1 6 1, 6.3%. NET Thu after close 280.70, 15.2%, 11.7%, 1 7 0, 10.1%. Footer @SPXVIX.

ALT Table called Earnings Week Nov 2 to 6, nine companies in report order. For each: Oct 30 close, the straddle's priced move for the coming report, mean implied move across its 8 prior prints, a count of how those 8 first opens fell (under, within or over each straddle's range), and its mean absolute close move on those prints. AAPL Mon after close 344.63, 4.3%, 4.0%, 1 7 0, 2.5%. PLTR Mon after close 184.11, 13.3%, 12.1%, 0 4 4, 14.8%. SHOP Tue pre open 157.49, 13.8%, 12.4%, 0 5 3, 11.6%. AMD Tue after close 504.80, 8.9%, 8.2%, 2 5 1, 8.8%. SMCI Tue after close 32.95, 14.2%, 15.4%, 2 6 0, 13.6%. UBER Wed pre open 65.25, 8.1%, 7.3%, 1 7 0, 5.5%. DDOG Wed pre open 235.27, 15.1%, 11.3%, 1 5 2, 12.2%. QCOM Wed after close 164.79, 10.0%, 6.9%, 1 6 1, 6.3%. NET Thu after close 280.70, 15.2%, 11.7%, 1 7 0, 10.1%. Footer @SPXVIX.

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Hey @grok what are the odds of Trump facing a third impeachment?
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There’s no way Texas turns Blue!!! @grok what are the latest numbers in that state?
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Well, damn. $AAPL closed down 1.9% as big tech ripped: ▪ $MSFT up 2.7% ▪ $NVDA up 2.3% ▪ $AMZN up 2.1% ▪ $META up 2.4% Apple down 1%+, all four up 1%+: 6 times since 2012. Apple was higher 20 sessions later in 4 of the 5 before, 2 back to back. @grok, how rare is that?
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Odd one in small caps. $IWM closed under its 50 day average for a 47th straight session. Every earlier run that long in the fund's history came with it more than 10% below its record close. This one finished less than that off the top. Hey @grok, how rare is that for $IWM?
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Hey @grok, Congress is up for grabs tonight. In past midterms where control changed hands, which sectors led the market over the next three months and which ones lagged?
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Hey @grok, $AMD is surging after earnings on AI demand. List the biggest post-earnings jumps in the stock's history and say whether it held those gains a month later.
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Hey @grok, what usually separates a healthy bull market from a late cycle one, and which of those signs does the US stock market show today?
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$SPY puts cost 1.37 times the matching calls a month out, steeper than any of the 20 big stocks ranked on this card, which average 1.09.
Image from SPXVIX (@SPXVIX)
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I've been experimenting with the X algo to understand how impressions work. Yesterday I got a total of 1,501,856 impressions but only 99,440 were verified. That's 6.6% only!!! Is no one paying for verification anymore? @grok what's the % of verified users on X?
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Yo @grok, answer @Mr_Derivatives question: "75% probability Democrats take control of both House and Senate…. Now the real question is, if this happens, how will stocks react???"
Heisenberg (@Mr_Derivatives) profile pictureHeisenberg
@Mr_Derivatives19h
75% probability Democrats take control of both House and Senate…. Now the real question is, if this happens, how will stocks react???
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Unfollow anyone panicking about earnings moves, especially $SHOP. The expected move I had calculated was 13.8% and the 8Q average was 12.4% (check my pinned post). It opened today at 136.43, down -12.67% from yesterday's close. Well inside its expected move and inline with its 8Q avg. Filter out the noise and follow @SPXVIX, this fellow knows what he's talking about. @grok verify my claims.
Image from SPXVIX (@SPXVIX)
SPXVIX (@SPXVIX) profile pictureSPXVIX
@SPXVIXNov 1
You might want to bookmark this post 😉 Busy earnings week: $AAPL $AMD $PLTR $SHOP $QCOM $NET and more. Every name shows this week's priced move, its 8 print average, and where shares opened after each report. Pooled together, 52 of 72 first opens stayed within what was priced. All eyes on $AAPL to save the day!
Table called Earnings Week Nov 2 to 6, nine companies in report order. For each: Oct 30 close, the straddle's priced move for the coming report, mean implied move across its 8 prior prints, a count of how those 8 first opens fell (under, within or over each straddle's range), and its mean absolute close move on those prints. AAPL Mon after close 344.63, 4.3%, 4.0%, 1 7 0, 2.5%. PLTR Mon after close 184.11, 13.3%, 12.1%, 0 4 4, 14.8%. SHOP Tue pre open 157.49, 13.8%, 12.4%, 0 5 3, 11.6%. AMD Tue after close 504.80, 8.9%, 8.2%, 2 5 1, 8.8%. SMCI Tue after close 32.95, 14.2%, 15.4%, 2 6 0, 13.6%. UBER Wed pre open 65.25, 8.1%, 7.3%, 1 7 0, 5.5%. DDOG Wed pre open 235.27, 15.1%, 11.3%, 1 5 2, 12.2%. QCOM Wed after close 164.79, 10.0%, 6.9%, 1 6 1, 6.3%. NET Thu after close 280.70, 15.2%, 11.7%, 1 7 0, 10.1%. Footer @SPXVIX.

ALT Table called Earnings Week Nov 2 to 6, nine companies in report order. For each: Oct 30 close, the straddle's priced move for the coming report, mean implied move across its 8 prior prints, a count of how those 8 first opens fell (under, within or over each straddle's range), and its mean absolute close move on those prints. AAPL Mon after close 344.63, 4.3%, 4.0%, 1 7 0, 2.5%. PLTR Mon after close 184.11, 13.3%, 12.1%, 0 4 4, 14.8%. SHOP Tue pre open 157.49, 13.8%, 12.4%, 0 5 3, 11.6%. AMD Tue after close 504.80, 8.9%, 8.2%, 2 5 1, 8.8%. SMCI Tue after close 32.95, 14.2%, 15.4%, 2 6 0, 13.6%. UBER Wed pre open 65.25, 8.1%, 7.3%, 1 7 0, 5.5%. DDOG Wed pre open 235.27, 15.1%, 11.3%, 1 5 2, 12.2%. QCOM Wed after close 164.79, 10.0%, 6.9%, 1 6 1, 6.3%. NET Thu after close 280.70, 15.2%, 11.7%, 1 7 0, 10.1%. Footer @SPXVIX.

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$INTC you poor thing. 200 EMA sits at 86.68 and its 2 sigma expected move by December 4th is 82.70. This means it needs a giant move greater than 2 sigma just to catch up with its 200 EMA. Anyone buying this pos here?
Image from SPXVIX (@SPXVIX)
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Happy Tuesday! Yesterday was how $VIXY and $VIXM lose money in different ways. Today is how a call and a put at the same strike tell you where the market is pricing $SPX. The call price minus the put price, plus the strike, gives the index level those two prices agree on, so the pair works as a quote for the index itself. In the last minute of Monday's same-day $SPX options, 18 strikes had both a call and a put trade, and 16 of them landed inside the range $SPX itself traded in that minute. Follow if you want to know how many $VIX options it takes to match one $VIX future.
Card: a call and a put at the same strike. Big number: 16, the strikes whose implied index level landed inside the range $SPX traded in the last minute of Monday. Dot chart of each strike's implied index level against a shaded band for that $SPX range, green dots inside and orange dots outside. Bottom tile: 18 strikes with both a call and a put trade.

ALT Card: a call and a put at the same strike. Big number: 16, the strikes whose implied index level landed inside the range $SPX traded in the last minute of Monday. Dot chart of each strike's implied index level against a shaded band for that $SPX range, green dots inside and orange dots outside. Bottom tile: 18 strikes with both a call and a put trade.

SPXVIX (@SPXVIX) profile pictureSPXVIX
@SPXVIXNov 2
Happy Monday! Yesterday was how to judge a $VIX reading against its own history. Today is how $VIXY and $VIXM lose money in different ways. $VIXY holds the nearest $VIX futures and $VIXM holds futures months out. On the calm days of the past year, when $VIX barely moved, $VIXY slipped far more per day than $VIXM, because the closest futures drift down toward spot the fastest. On the days $VIX jumped more than 10%, $VIXY rose 6.4% on average and $VIXM rose 1.6%, and $VIXY outran it on each of those days. So $VIXY bleeds quickly between scares and jumps hard on them, while $VIXM bleeds slowly and moves far less on those days. Follow if you want to know how an $SPX call and a put at the same strike tell you where the market is pricing the index.
Card: long $VIX funds. Big number: 6.4%, the average daily gain in $VIXY on the days $VIX rose more than 10% over the past year. Bar chart of each of those days in order, an orange $VIXY bar next to a shorter green $VIXM bar every time. Bottom tile: 1.6%, the average $VIXM gain on the same days.

ALT Card: long $VIX funds. Big number: 6.4%, the average daily gain in $VIXY on the days $VIX rose more than 10% over the past year. Bar chart of each of those days in order, an orange $VIXY bar next to a shorter green $VIXM bar every time. Bottom tile: 1.6%, the average $VIXM gain on the same days.

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$SHOP dropping to levels not seen since September 2026 🤣 the expected move was ~14%. Get it together people!
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Good morning to everyone who used to play Minesweeper on Windows 95. What was your first computer?
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SPXVIX retweeted
Stock Mom™ (@stockmom) profile picture
Stock Mom™
@stockmom23h
Quote of the day 💚 "Price is what you pay. Value is what you get." — Warren Buffett
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Immediate GEX numbers: 7500, 7510, 7535 on the lower side. 7555 is the number that the bulls need to stay above to move higher.
Image from ConvexSwan (@vighnaraj2022)
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Election Day, and the tape has to price a result nobody knows yet. Hey @grok, how have $SPX and $VIX usually behaved in the days around past midterms, and does the fear tend to get bid into the vote and sold once results land? Which surprises the market more, one party taking both chambers or a split Congress?
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$SPX Nov 3 0dte 7510 and 7520 are Tuesday’s biggest gamma strikes. Under it, the stops are 7460, 7450 and 7400. A slide to 7500 forces about $32B of selling, a 1% drop about $68B. Up needs 7555, then the 7600-7605 cap.
Image from Gamma Lab Girl 🧪 (@GammaGirlLab)
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Late night thoughts. Hey @grok, if AI ends up doing most entry level desk work, a big chunk of income tax quietly disappears with those paychecks. Where does the money for schools, roads and pensions come from then? Give me 3 realistic scenarios, and which one hits the stock market hardest?
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