Market Makers don't manipulate price— we're trapped by our own hedging requirements. When SPX drifts between long and short strikes, our systems start buying and selling futures in ways that create predictable paths. (short thread)

Gm

they are exactly what I described in the original post. They are derived from a specific set of exchange-signed positions (not inference, not assumptions) then I visualize a path through them based on a standard assumption of straddle decay as well as an understanding of- empirically- how markets behave at expiring hedge levels from the customer book the result is a guide to navigate the trading day and we discuss optimal structures for exploiting these key influences in the server daily

today's VS Pro levels were unconscionably accurate remember these come from ONE of at least [4x5!] ways to construct the market maker position dotted lines are "tests" - range boundaries. solid lines are "balance points" - pin targets, consolidation points

decisions, decisions

The more valuable the content- the less interest in it. Funny how that works

Stop complaining about manipulation and figure it tf out

this is your competition:

"SKEW WAS CRUSHED" the truth about skew pricing and what it means when you see it change piped.video/2xT8gYugSxQ