Option Order Flow is Fundamental

This report is designed for traders with a time horizon of days or weeks.  It provides daily execution and exhaustion levels, gamma flip levels, volatility and skew measures, and several indicators and allocation models. This is a quantitative and qualitative look at risk from the perspective of the SPX options, the most important options market in the world.

This report is designed for traders who are actively managing their market positions each trading day.  It provides a visual representation of gamma exposure and key strike prices for SPX, SPY, NDX, QQQ, RUT, IWM and DIA.

This report is designed for swing traders of stocks and commodities. This tool includes a daily look at SPX re-hedging pressure, and also gamma and delta signals for gold (GC), crude oil (CL), natural gas (NG), grains (ZC, ZS & ZW) and 10-year treasury futures (ZN).