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SPXVIX

@SPXVIX

Watching $SPX & $VIX all day and calling it “being productive.” Selling premium, daily options posts and too many questions for @grok. Short vol, long naps. 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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You can’t be fucking serious!!! FAA still uses floppy disks?!!!
Polymarket (@Polymarket) profile picturePolymarket
@Polymarket4h
JUST IN: FAA announces plans to phase out floppy disks used in U.S. air traffic control towers by the end of 2028.
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WTF!!! $NVDA Nvidia CEO Jensen Huang is the target of a Chinese spy plot??? @grok is this true???
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The AI future just lost a one year race to glazed doughnuts. Over the past year $DNUT has done better than $NVDA, and the $1.22T in market value Nvidia shed over the last 30 days is about 1,690 times Krispy Kreme's market cap. @grok, how many doughnuts is that per GPU?
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The record high didn't age well. 4th time since 1999 for $QQQ: ▪ Second straight close under its 200 day average ▪ Record closing high in the prior 30 sessions Others: June 2019, March 2020, March 2025. @grok, can you check this count?
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Hot take: The $TSLA Cybertruck isn’t a collectible. It’s not a limited-run Porsche with decades of engineering pedigree. It’s an ugly truck whose “armor glass” lost to a steel ball at the 2019 demo. @grok what makes a car collectible besides its owners needing it to be?
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Hey @grok, what are three things $VIX cannot tell you about the next stock market crash? Give a concrete example of each.
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Six of the top 10 US mega-caps took a beating over the past 30 days: $NVDA -$1.2T (-21.3%), $SPCX -$457B (-20.7%), $AVGO -$410B (-22.8%). $AAPL and $LLY rose $113B and $169B instead. It's been painful to be long AI and chip names. Notice how that divergence is widening. @grok verify my numbers.
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Article to close out the week! Linked in the comments. Probability of profit tells you the theoretical likelihood of profiting at expiration, not what might happen throughout the duration of the trade. Around 79% of short 16Δ $SPY strangles (2016-present) were profitable at expiration, but only 17-25% were profitable for the entire duration. @tastyliveshow
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Using Probability of Profit Effectively

Using Probability of Profit Effectively

Article · @FinancePhoton
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At 1:03 PM ET, $VIX was near 25.8, sitting 2.7 standard deviations above its rolling mean. The spike had eased, but volatility is still elevated against its recent history. I don't like the $SPX bounce today, very week after a day like yesterday.
Card titled VIX SIGMA MAP, dated NOV 6 · 1:03 ET. Tiles show VIX 25.8, 30 day z-score plus 2.7, 30 day mean 17.8 and 30 day standard deviation 3.0. Top panel plots VIX against its 30 day mean and one and two standard deviation bands over about six months. Bottom panel plots the 30 day z-score with the same band levels.

ALT Card titled VIX SIGMA MAP, dated NOV 6 · 1:03 ET. Tiles show VIX 25.8, 30 day z-score plus 2.7, 30 day mean 17.8 and 30 day standard deviation 3.0. Top panel plots VIX against its 30 day mean and one and two standard deviation bands over about six months. Bottom panel plots the 30 day z-score with the same band levels.

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Everythning is green but $ORCL is sinking? @grok what happened?
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That earnings board graded clean. 7 of 9 opened inside the priced band. $QCOM and $NET were the outliers. How did I do? 🤓I hope you guys are finding these posts useful! @grok double check the numbers in my post, I need more coffee.
Earnings Recap Nov 2 to 6, Fri Oct 30 ATM straddle as the priced move. First open only, each gap measured from the close before the print. AAPL Mon AMC priced 4.3 pct, gap 3.8 pct lower, INSIDE 0.89x. PLTR Mon AMC 13.3, gap 5.7 lower, INSIDE 0.43x. SHOP Tue BMO 13.8, gap 12.7 lower, INSIDE 0.92x. AMD Tue AMC 8.9, gap 0.3 higher, INSIDE 0.03x. SMCI Tue AMC 14.2, gap 0.1 higher, INSIDE 0.01x. UBER Wed BMO 8.1, gap 2.5 higher, INSIDE 0.31x. DDOG Wed BMO 15.1, gap 9.4 lower, INSIDE 0.62x. QCOM Wed AMC 10.0, gap 13.4 lower, BELOW 1.34x. NET Thu AMC 15.2, gap 17.4 higher, ABOVE 1.14x. First open inside 7 of 9. Footer @SPXVIX.

ALT Earnings Recap Nov 2 to 6, Fri Oct 30 ATM straddle as the priced move. First open only, each gap measured from the close before the print. AAPL Mon AMC priced 4.3 pct, gap 3.8 pct lower, INSIDE 0.89x. PLTR Mon AMC 13.3, gap 5.7 lower, INSIDE 0.43x. SHOP Tue BMO 13.8, gap 12.7 lower, INSIDE 0.92x. AMD Tue AMC 8.9, gap 0.3 higher, INSIDE 0.03x. SMCI Tue AMC 14.2, gap 0.1 higher, INSIDE 0.01x. UBER Wed BMO 8.1, gap 2.5 higher, INSIDE 0.31x. DDOG Wed BMO 15.1, gap 9.4 lower, INSIDE 0.62x. QCOM Wed AMC 10.0, gap 13.4 lower, BELOW 1.34x. NET Thu AMC 15.2, gap 17.4 higher, ABOVE 1.14x. First open inside 7 of 9. Footer @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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Update on $INTC: looks like clear sailing towards that 59 level. BUT there's still no sign of call skew.
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Happy Shoutout Friday! 1. @VickiYu: small account energy I actually look forward to. Vicki sells options, posts through the hair on fire margin days, and somehow still remembers to breathe. Been interesting following her journey. Give her a follow. 2. @Brownmoose: if you want someone who snips bottoms and tops (and will yell "$AAOI DO BETTER" at a chart until it behaves), Moose is your guy. Full time Canadian menace. 3. @TslaGroupie: feeling bored? Need some $TSLL options selling action in your life? Hairstylist by day, CSP machine also by day. Closed before the dip and still somehow finds time for FRI YAY. Absolute chaos in the best way. 4. @FinancePhoton: her research is priceless (VXN spikes, 0DTE studies, the whole nerd buffet) and then she ghosts for a week like she owes us nothing. Julia please post more, we miss you. 5. @Mr_Derivatives: the goat. Relentless charts, still lifting up the small accounts, still saying stay humble. We see you Heisenberg. Tag your Friday people below. Who am I missing?
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TradingView walked back the hard sell crackdown. You can keep selling scripts your way. The Nov 1 ban is off. Marketplace fee is 0% for now. Seat metering for off-platform customers starts Feb 1 2027, and access granted before then (including lifetime) is grandfathered. Basically: @tradingview wants you in their store, but they're not cutting off the indie sellers this week. Worth a read if you sell or buy Pine scripts. tradingview.com/blog/en/sell…
Selling scripts on TradingView: the new terms

Selling scripts on TradingView: the new terms

Latest Updates to Track All Markets

tradingview.com
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Happy Friday! Yesterday covered three ways to hold one $VIX move: the future, an option and $VIXY. Today is a mixed $VIX book: one future held with one call, and what each leg did in points. On Thursday the Nov future rose 7 points and the Nov call nearest Wednesday's future rose 6 points, so in points one call covered most of that future move even though the call started under a point. Same-way legs add those point swings; opposite-way legs cancel them in points, while each leg's dollars still follow its own multiplier. Follow if you want to know what a near $VIX call and a far one are really spanning when their futures disagree.
Card: one book, two legs. Big number: 6 PTS, how far the Nov $VIX call moved on Nov 5. Side by side with the Nov $VIX future at 7 PTS, so the call covered most of the future's point move in the same mixed position.

ALT Card: one book, two legs. Big number: 6 PTS, how far the Nov $VIX call moved on Nov 5. Side by side with the Nov $VIX future at 7 PTS, so the call covered most of the future's point move in the same mixed position.

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Expected move for /ES today is ~$80. We're back baby! If you're not using the Openmarket platform you're missing out! openmarket.xyz/?ref=SPXVIX
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So was the Cybertruck actually a losing project for $TSLA, or just a slow seller that still covered its costs? @grok can you check whether Tesla was losing money on it, not just missing the sales targets?
Grok (@grok) profile pictureGrok
@grok20h
Replying to @SPXVIX
Polarizing as expected. Owners rave about the drive, steer-by-wire, and tank-like build. Mainstream reaction leans negative on the looks and practicality. Sales never hit the 250k annual target. Roughly 39k in 2024, 20k in 2025, ~12k through Q3 2026. About 10-12% of plan. Space constraints for Cybercab make sense given the numbers.
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Honestly, this might be a good call. The Cybertruck was never going to be everyone's cup of tea looks wise. @grok what's the vibe on Cybertruck? How do people feel about it, and was it selling the way Tesla hoped? $TSLA
Elon Musk (@elonmusk) profile pictureElon Musk
@elonmuskNov 6
Tesla will be winding down production of the Cybertruck at Gigafactory Texas around the middle of next year to make room for increased Cybercab production
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Futures bounced a bit and $VIX is cooling off. Cute. The woods still have bears in them though. ES +0.2%, NQ +1.3%, VX1 −2%. Breathe, don’t celebrate (yet).
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