Andrew Hiesinger(@AndrewHiesinger) 's Twitter Profileg
Andrew Hiesinger

@AndrewHiesinger

Founder @quantdata.
Options Specialist @nasdaq.

Opinions expressed are my own. My tweets are not to be regarded as investment advice.

ID:1350935959999799299

linkhttp://quantdata.us calendar_today17-01-2021 22:40:13

13,4K Tweets

27,7K Followers

96 Following

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We're thrilled to preview Quant Data v3, where personalization meets performance. With the new theme customization feature, you can tailor the platform's appearance to your taste. While this sneak peek isn't the final layout, get ready for an unmatched level of customization…

We're thrilled to preview Quant Data v3, where personalization meets performance. With the new theme customization feature, you can tailor the platform's appearance to your taste. While this sneak peek isn't the final layout, get ready for an unmatched level of customization…
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1/20th of a second 💨

In Quant Data v3, data will be fetched and displayed faster than ever before: around 2x faster than the blink of an eye! Performance is not the only thing we're improving. Many updates are coming soon!

1/20th of a second 💨 In Quant Data v3, data will be fetched and displayed faster than ever before: around 2x faster than the blink of an eye! Performance is not the only thing we're improving. Many updates are coming soon!
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It’s here 🥳

After countless requests, we’ve implemented the Options Exposure (GEX, DEX, and VEX) tools on the Quant Data mobile app ahead of v3.

The mobile exposure tools update every 5 seconds throughout market hours on every optionable ticker, and allow you to choose between…

It’s here 🥳 After countless requests, we’ve implemented the Options Exposure (GEX, DEX, and VEX) tools on the Quant Data mobile app ahead of v3. The mobile exposure tools update every 5 seconds throughout market hours on every optionable ticker, and allow you to choose between…
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$3.3B+ was reported off-exchange on $SPY at $439.22, making it Friday's top DP level. Additionally, $3B+ was reported at $440.85 and $4.7B+ between $443.59-$443.60. It may be worth keeping an eye on these levels.

$3.3B+ was reported off-exchange on $SPY at $439.22, making it Friday's top DP level. Additionally, $3B+ was reported at $440.85 and $4.7B+ between $443.59-$443.60. It may be worth keeping an eye on these levels.
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Some intraday levels worth watching on $SPY:

R2: $440.85
R1: $439.22
S1: $438.36
S2: $436.75

The levels are subject to change based on pre-market activity.

Some intraday levels worth watching on $SPY: R2: $440.85 R1: $439.22 S1: $438.36 S2: $436.75 The levels are subject to change based on pre-market activity.
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Another day, another net positive exposure on $SPY. On the 0DTE expiry, the $445 strike holds the largest exposure, close to 1B. SPY is sideways on the day, but positive exposure is building over the $440s. We'll see how this exposure changes throughout the course of the…

Another day, another net positive exposure on $SPY. On the 0DTE expiry, the $445 strike holds the largest exposure, close to 1B. SPY is sideways on the day, but positive exposure is building over the $440s. We'll see how this exposure changes throughout the course of the…
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$4.8B+ was reported off-exchange on $SPY at $437.18, making it today's top level. Additionally, $2.6B+ was reported at $442.48. It may be worth keeping an eye on these levels.

$4.8B+ was reported off-exchange on $SPY at $437.18, making it today's top level. Additionally, $2.6B+ was reported at $442.48. It may be worth keeping an eye on these levels.
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Quant Data(@QuantData) 's Twitter Profile Photo

Some intraday levels worth watching on $SPY:

R2: $444
R1: $442.48
S1: $438.36
S2: $436.75

The levels are subject to change based on pre-market activity.

Some intraday levels worth watching on $SPY: R2: $444 R1: $442.48 S1: $438.36 S2: $436.75 The levels are subject to change based on pre-market activity.
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Quant Data(@QuantData) 's Twitter Profile Photo

Again today, $SPY has continued its run. The gamma exposure on SPY since the AM has been net positive, with the $442 strike holding the most exposure as of now for the 0DTE expiry. Across all strikes/expiries, the $440 strike holds the most net positive exposure.

Again today, $SPY has continued its run. The gamma exposure on SPY since the AM has been net positive, with the $442 strike holding the most exposure as of now for the 0DTE expiry. Across all strikes/expiries, the $440 strike holds the most net positive exposure.
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Some intraday levels worth watching on $SPY:

R2: $438.36
R1: $436.75
S1: $435.46
S2: $433.65

The levels are subject to change based on pre-market activity.

Some intraday levels worth watching on $SPY: R2: $438.36 R1: $436.75 S1: $435.46 S2: $433.65 The levels are subject to change based on pre-market activity.
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$3.7B+ was reported off-exchange on $SPY at $436.75, making it today's top level. Additionally, 3.7B+ was reported between $437.10-$437.18. It may be worth keeping an eye on these levels. 🧲

$3.7B+ was reported off-exchange on $SPY at $436.75, making it today's top level. Additionally, 3.7B+ was reported between $437.10-$437.18. It may be worth keeping an eye on these levels. 🧲
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Quant Data(@QuantData) 's Twitter Profile Photo

When the spot price on $SPY was at S2 ($433.65), there was minimal negative exposure present on $SPY. Matter of fact, positive exposure was actually rapidly increasing on $437. This options activity played out very well, with the spot price now at $437.

When the spot price on $SPY was at S2 ($433.65), there was minimal negative exposure present on $SPY. Matter of fact, positive exposure was actually rapidly increasing on $437. This options activity played out very well, with the spot price now at $437.
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Gamma exposure 5 minutes prior to FOMC on $SPY shows elevated negative exposure on the $435 strike and elevated positive exposure on the $440 strike for the 0DTE expiry. It will be interesting to see how this exposure changes as information is released.

Gamma exposure 5 minutes prior to FOMC on $SPY shows elevated negative exposure on the $435 strike and elevated positive exposure on the $440 strike for the 0DTE expiry. It will be interesting to see how this exposure changes as information is released.
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You can't make this up.

$SPY bounced near $436.65 on the pullback at the open, which happens to be one of yesterday's top levels that was posted yesterday evening. Currently, SPY is approaching $438.36, a historical top level.

You can't make this up. $SPY bounced near $436.65 on the pullback at the open, which happens to be one of yesterday's top levels that was posted yesterday evening. Currently, SPY is approaching $438.36, a historical top level.
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Quant Data(@QuantData) 's Twitter Profile Photo

30 minutes into the open, the gamma exposure on $SPY has a net positive exposure on the 0DTE expiry, with activity increasing on the $440 strike. Overhead resistance sits at $438.36. FOMC at 2 PM ET is a key event today. We'll see how GEX changes into FOMC.

30 minutes into the open, the gamma exposure on $SPY has a net positive exposure on the 0DTE expiry, with activity increasing on the $440 strike. Overhead resistance sits at $438.36. FOMC at 2 PM ET is a key event today. We'll see how GEX changes into FOMC.
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Quant Data(@QuantData) 's Twitter Profile Photo

Some intraday levels worth watching on $SPY include:

R2: $438.36
R1: $436.65
S1: $435.46
S2: $433.65

The levels are subject to change based on pre-market activity.

Some intraday levels worth watching on $SPY include: R2: $438.36 R1: $436.65 S1: $435.46 S2: $433.65 The levels are subject to change based on pre-market activity.
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Interestingly enough, $2B+ was reported at $436.65 today, just .04¢ away from $436.69, which was a top historical level that we posted as R2 yesterday evening. The spot price on $SPY currently sits around this level.

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$4.4B+ was reported off-exchange on $SPY at $433.65, making it today's top DP level. Additionally, $2.2B+ was reported at $436.65. It may be worth keeping an eye on these levels.

$4.4B+ was reported off-exchange on $SPY at $433.65, making it today's top DP level. Additionally, $2.2B+ was reported at $436.65. It may be worth keeping an eye on these levels.
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$SPY bounced off $435.46 around 2:30 PM ET almost perfectly. $435.46 was a previous top DP level and sits next to the $435 strike, which holds considerable gamma exposure on SPY. Currently, $436.69 is overhead resistance. It may be worth keeping an eye on these levels. 🧲

$SPY bounced off $435.46 around 2:30 PM ET almost perfectly. $435.46 was a previous top DP level and sits next to the $435 strike, which holds considerable gamma exposure on SPY. Currently, $436.69 is overhead resistance. It may be worth keeping an eye on these levels. 🧲
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