OptionsOnFutures 🛠️s (@quikstrike1) 's Twitter Profile
OptionsOnFutures 🛠️s

@quikstrike1

Futures options pricing, analysis and trade strategy creation, for all active @CMEGroup option products Everything you can't find all in one place!
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linkhttp://www.bantix.com/ calendar_today23-04-2011 21:43:28

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QuikStrike Fan Account (non-affiliated) (@quikcarp) 's Twitter Profile Photo

Intraday chart for ATM Volatility of EWU4, 0DTE 2nd picture: Intraday chart for ATM Volatility, on a delta basis. Only with QuikStrike @quikstrike1 $ES_F #ES_F $SPY #SPY $SPX #SPX

Intraday chart for ATM Volatility of EWU4, 0DTE

2nd picture: Intraday chart for ATM Volatility, on a delta basis.

Only with QuikStrike @quikstrike1 $ES_F #ES_F $SPY #SPY $SPX #SPX
CME Group Interest Rates (@interest_rates) 's Twitter Profile Photo

#SOFR options continue to see large inflows, with over 5.6M contracts of new open interest added in the 11 trading days since the Sep-24 quarterly expiry. Here are the most active strikes/expiries by OI change since September 13 👇

#SOFR options continue to see large inflows, with over 5.6M contracts of new open interest added in the 11 trading days since the Sep-24 quarterly expiry.

Here are the most active strikes/expiries by OI change since September 13 👇
QuikStrike Fan Account (non-affiliated) (@quikcarp) 's Twitter Profile Photo

Seasonality for the specific option contract, E1DV4, 0DTE Before and After 1 week statistics: Futures price movement ATM Volatility Straddle Price Can be done any options contract or DTE. Only with QuikStrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX

Seasonality for the specific option contract, E1DV4, 0DTE

Before and After 1 week statistics:

Futures price movement

ATM Volatility

Straddle Price

Can be done any options contract or DTE.

Only with QuikStrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX
QuikStrike Fan Account (non-affiliated) (@quikcarp) 's Twitter Profile Photo

Top 10 strikes for Volume along side their Change in Open Interest for E1DV4, 0DTE Only with QuikStrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX

Top 10 strikes for Volume along side their Change in Open Interest for E1DV4, 0DTE

Only with QuikStrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX
QuikStrike Fan Account (non-affiliated) (@quikcarp) 's Twitter Profile Photo

Strike-based comparison between volatility curves at settlement, today and yesterday. You can see from the mini panel above that ATM Volatility has been climbing for a few days. Only with Quikstrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX

Strike-based comparison between volatility curves at settlement, today and yesterday.

You can see from the mini panel above that ATM Volatility has been climbing for a few days. 

Only with Quikstrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX
QuikStrike Fan Account (non-affiliated) (@quikcarp) 's Twitter Profile Photo

Birdview Mini intraday charts of: ATM Volatility, ATM Straddle, ATM Strike, and Futures Price This tells me about SHIFT/SLIDE vol curve, whether Straddle is paying out, and <7DTE / >14DTE strike moves Only with QuikStrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX

Birdview

Mini intraday charts of: ATM Volatility, ATM Straddle, ATM Strike, and Futures Price

This tells me about SHIFT/SLIDE vol curve, whether Straddle is paying out, and &lt;7DTE / &gt;14DTE strike moves

Only with QuikStrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX
QuikStrike Fan Account (non-affiliated) (@quikcarp) 's Twitter Profile Photo

ATM Volatility Term Structure for ES Options of ES futures. Contracts chosen based on OI Changes Only with QuikStrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX

ATM Volatility Term Structure for ES Options of ES futures.

Contracts chosen based on OI Changes

Only with QuikStrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX
QuikStrike Fan Account (non-affiliated) (@quikcarp) 's Twitter Profile Photo

Option Volume per Change in Open Interest on Friday's contract. Higher DTE volatility curves are hedged with smaller DTE volatilty curves. Monday-Thursday hedge Friday. Only with QuikStrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX

Option Volume per Change in Open Interest on Friday's contract.

Higher DTE volatility curves are hedged with smaller DTE volatilty curves.

Monday-Thursday hedge Friday.

Only with QuikStrike @quikstrike1 #ES_F $SPY $SPX $ES_F #SPY #SPX
The Options Insider (@options) 's Twitter Profile Photo

🎉 TWIFO hits 450! 🎉 Join us for a special episode: "Addicted to Long Gamma in Nat Gas, Gold and more!" Hear what's moving volatility (CVOL) at CME Group with Nick Howard (OptionsOnFutures 🛠️s). On the full episode, we also have insights from Dan Gramza. Listen to the clip below and

OptionsOnFutures 🛠️s (@quikstrike1) 's Twitter Profile Photo

Want to see volatility outliers easily? Checkout our QuikDNA tool where over 30 indicators over 1 and 2 year periods can plotted and reviewed.

Want to see volatility outliers easily?
Checkout our QuikDNA tool where over 30 indicators over 1 and 2 year periods can plotted and reviewed.