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minnow

@skewbot

bet moar life is risk and then you die

Joined January 2024
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docs.skewbot.com/docs/
introduction

introduction

Low-latency volatility surface decomposition and normalization.

docs.skewbot.com
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spx skew was particularly bearish off the open but normalized around 10:34am ET so despite a hard fade of the open drive at 10am we've settled back into rotation (so yes selling rips still easier than bids but don't be expecting a break of IBL towards OVNL or any some such)
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minnow (@skewbot) profile pictureminnow@skewbotNov 6
i know everybody's all horny for some rally off the bottom after the sell yesterday, but today has just been a day of selling rips (in terms of the easier trade)
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i know everybody's all horny for some rally off the bottom after the sell yesterday, but today has just been a day of selling rips (in terms of the easier trade)
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1dte skew + atm vol nfp tmrw
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it's not chop, anon. you just can't see the sharks on the tape.
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sure we're going "up". still very much a fade rip regime (jacked call skew --> incentive to scalp short call vols --> local reversions in underlying spot price as we "ramp")
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it's a trend day. don't be an idiot
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inb4 we get the 10:30 ET bounce and someone comes complaining that i bottom ticked the tr*nd day
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midterms event vol.
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this is saying anytime today after midday for NDX and after 3pm ET for SPX you would have gotten a great deal on 1dte otm put vol.
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minnow retweeted
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@voltradoorNov 3
trade recap 10/29 with @skewbot
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again and again and....
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minnow (@skewbot) profile pictureminnow@skewbotOct 29
purple to bid cyan to offer
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up, down, up
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maybe worth a bid here, 380s nq
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not much relative to ...well any measure really though. would just be fishing
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call flex just slowly grinding ndx down into the dirt.
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minnow (@skewbot) profile pictureminnow@skewbotOct 30
skew has not been conducive towards any knife catching all day. in fact SPX call skew regime --> find brief ramps for short continuation entries
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skew has not been conducive towards any knife catching all day. in fact SPX call skew regime --> find brief ramps for short continuation entries
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even on an hyperlocal basis (right now, off 310s NQ)
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