Floor trader → ran derivatives desks → 25+ yrs in options. LTCM, Dotcom, 08, Flash Crash, Volmageddon...
Earth → SPX 0DTE
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$SPX 0dtes - Full guide below 🧵 in the tread
A lot of you asked how to actually read the daily card - how to use it and lean on it intraday, not just look at it. So I made a little guide.
It goes through the card block by block, with the Sep 11 SPX card as the example, then grades it against how Friday really printed.
Keep in mind -what's on the card is maybe a tenth of what goes into it. Every level sits on a real engine running behind the scenes - hours go into each one. And this part stays with me...
Implied moves, GEX and walls are the surface everyone's marketing now. This runs on a lot more.
Read the map. Trade the edges.
nitter.net/GammaGirlLab/status/20…
$SPX Fri 9/11 0DTE: negative gamma, no pin, coiled under a stacked ceiling - 7684 flip into the 7700 wall. Personally leaning upside into CPI, but it's all on the number. Clear 7684/7700 and it calms; lose 7550 and the air pocket to 7500 opens. Fat tail's still down if the print runs hot.
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$MU Oct 2 1150-1200-1250 Call fly
$MU update into tomorrow's print:
Options are still pricing about ±8%, so roughly 985 to 1,155 by Friday.
The big change since last week is that the 1,000 calls holding things up mostly cleared out, and OI piled into 1,100 and 1,200 instead. 1,100 is now the biggest level on the board.
Puts also got pricier, so the downside is being bid harder, and there's less cushion under 1,000 than there was on Friday.
nitter.net/GammaGirlLab/status/21…
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closed $MSTR fly +30%
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Gamma Lab Girl 🧪 retweeted
Fed's Goolsbee: We have to get evidence that inflation is coming back down.
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Gamma Lab Girl 🧪 retweeted
FED'S WILLIAMS SAYS THAT IF THE ECONOMY MEETS EXPECTATIONS, ONE FURTHER HIKE IS LIKELY THIS YEAR, THOUGH HE SEES 'NO NEED FOR URGENCY' AFTER THE SEPTEMBER RATE HIKE AND SAYS MORE DATA WILL HELP THE FED DECIDE WHAT'S NEXT, WITH POLICY RESPONDING TO THE DATA.
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$MU update into tomorrow's print:
Options are still pricing about ±8%, so roughly 985 to 1,155 by Friday.
The big change since last week is that the 1,000 calls holding things up mostly cleared out, and OI piled into 1,100 and 1,200 instead. 1,100 is now the biggest level on the board.
Puts also got pricier, so the downside is being bid harder, and there's less cushion under 1,000 than there was on Friday.
nitter.net/GammaGirlLab/status/21…
$MU Sep 30 earnings map:
Deep long-gamma (+$0.72B/1%), spot ~20% above the ~873 flip,
call-walled at 1,100–1,200. ±8% priced sits right at MU's typical move → the vol crush (78%→~40%) is the edge, not the direction.
Skew call-side, downside too cheap to sell.
Magnets, cone & tail plays inside the thread 👇
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Gamma Lab Girl 🧪 retweeted
Last Friday, I joined @FrankCNBC on @CNBCClosingBell to discuss our bond upgrade (from underweight to benchmark) and how that flows into equities.
Link below:
cnbc.com/video/2026/09/25/fe…
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nitter.net/GammaGirlLab/status/21…
sold +25%
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Gamma Lab Girl 🧪 retweeted
BofA's Hartnett (Flow Show) lays out three paths into the Nov 3 midterms with bonds the key variable: "quickest way to end US boom is surge in bond yields."
🟢 Bull Case — "Peace, Goldilocks, & Gridlock": "Trump ends Iran war, WTI oil falls to $80/barrel, inflation expectations & Fed hike expectations peak, and bond yields reverse lower keeping booms in K-shape consumer and AI capex intact; Trump holds Senate."
🔵 Base Case — "Debasement & Duration": "nibble at 'peak yield' plays" — the 30-year, Mag-7, biotech, small caps, REITs, HK property; "risk assets hold until midterms."
🔴 Bear Case — "Bonds & Voters": "DEMs take Senate & win tightening Texas Governor race… bond tantrum deepens" (10-yr +128bps since Feb). History rhymes — "+200bps ended Nifty Fifty in '73, +230bps ended Japan bubble in '89, +260bps ended tech bubble in 2000."
The midterms are the "most likely catalyst for +/-10% stocks into '27."
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$SPX Sep 29 0dte
ES −0.26% puts the open near 7665, right on the 7650–7660 floor and below the 7715 switch, in negative gamma.
Lose the floor → 7625, then 7600;
clear 7720 → 7750, then 7800
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The passenger sitting next to me on the flight kept getting up to use the restroom.
Not once.
Not twice.
Every 15–20 minutes.
By the fourth time, the flight attendant started noticing too.
The man would quietly unbuckle his seat belt, lean over me, and whisper, “Sorry.”
Then he’d disappear down the aisle.
The third time, I finally asked, “Are you okay?”
He smiled.
“Yeah. Just a nervous flyer.”
I laughed.
“Then you picked the wrong place to sit.”
He laughed too.
But about an hour into the flight, he got up again.
This time, he looked pale…
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