SPX Implied Volatility Term Structure next 10 expiry previous 25 days 🟡today 🔴yesterday 🔵⚪️previous days -iv popped and looks to remain elevated today & tomorrow compared to the previous several weeks. -falls into next week then rebounds into contango lower than prior

SPY IV Skew next 12 expiry 20 delta 🔵put 🟡call 🔴skew ⚪️atm -volatility falls as skew narrows headed into early next week. 20 delta puts & calls & at the money iv is very tight suggesting indecision and a narrow range outlook. -next week iv rises with jobs & inflation

Market Flow Ratio top volume & value ranked by aggregate value red calls =🐻 green calls=🐂 red puts =🐂 green puts=🐻 s&p complex sits atop the pile today with tech & silver. most of the leaderboard has bearish volume and mixed premiums rn. lotsa downside protection and call

SPX Dealer Delta Surface ☎️ -Market Makers sell to hedge as price moves above current spot. down to roughly 5900 they buy to hedge their book deltas. below 5900, market makers sell to hedge and will assist any downside hustle but the intensity of hedging is less below 5900 than

Predictive Anylytic Models (PAM) Robert P. Balan Jun 5, 2025 5:42 PM CEST -- 2 hrs after NY open  Bullish, with early consolidation risks. June 5 0DTE likely to see SPX consolidate between 5950–6000, with a 40% chance of holding (MM support, call volume), a 25% chance of

SPX Option Scanner 0dte 📡 ranked by net sold volume - lotsa 5950-45-40 puts with net sold premiums in the previous 15 min. & the volume to match. those could be opening short put trades or the closing of what were originally long put trades. 🪜 Convex Value $spx $spy $es_f

SPX Dealer Delta Hedging Map📍 - spot sits inside a wide range with minimal dealer hedging requirement. price could move in either direction without the input of mechanical hedging flows. -to the downside we sit on a pile of 0dte negative gramma providing support. below 5940,

$TSLA 😬 Top volume for tomorrow's expiration on strike 300 puts. Top volume for June 6 on strike 200 puts. Command: joy tsla volm exp=1-4

$ES_F +9 Command: flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price

$NQ The following five days picture is mixed. 📌 Summary ✅ Structure remains top-heavy with large delta and charm decay pressures 🧨 Volatility expansion triggers dealer selling reflex ⚠️ Gamma support is limited to 21,600–21,700, a weak zone 🔮 Key theme: Options decay +

$ES_F +24 Command: flowchart /es:xcme cols=volm_call_bs,volm_put_bs,price

$SPX overnight 0dte volume: 5900 Puts 6025 Calls Command: joy spx volm exp=1 hb nm rng=5

$ES_F +45 Futures jump on NFP.

TSLA Open Interest Change overnight OI change for 6/6 expiry 🔵puts 🟡calls lotsa puts added across the chain from current spot on down and then up to 310. calls also added above spot and then down to 270 with 250 a standout itm strike. increased calls > increased puts

IBIT Open Interest Change overnight OI change for 6/6 expiry 🔵puts 🟡calls puts & calls added below spot. above spot, puts & calls taken off. decreased puts > decreased calls 1.3:1 🎃 Convex Value $ibit $btc 🍑

SPY Implied Volatility fixed strike iv smile 0dte -mostly call & put vols are intertwined with deep itm puts taking over above 605. -below current spot, both rise consistently down the chain and above spot they dip to 605 and then rise. 🎛️ Convex Value $spx $spy $es_f 🔌

SPX Delta Notional 0dte -calls dominate up & down the chain today. otm calls heavy up to 6050. itm puts begin to edge out thecalls at 6080. 6100 strike is balanced right now and sticks out. calls > puts 7.6:1 ⚱️Convex Value $spy $spx $es_f 🪦

SPY Net Flow net volume & net premium ⚪️price -put premiums & volume are net bought as calls premiums are deadlining net sold as volume chops with pa 📫 Convex Value $spx $spy $es_f 🏷️

Predictive Analytic Models (PAM) Robert P. Balan Jun 6, 2025 9:45 AM CET (Europe Open)  ESM25 June 6 0DTE Period Options Data Analysis: ESM25=5971.25 The extreme put dominance creates asymmetric risk/reward favoring upside, with multiple support mechanisms intact (theta time

SPX Dealer Delta Hedging Map📍 -there is a path of least resistance stretching 5975-6015. above 6020 dealer selling to hedge picks up with positive delta and gamma creating a resistive headwind. -if we fall thru the 0dte negative gamma pile currently atm, dealers commence