crossvol.bsky.social
Institutional options analytics: daily gamma exposure, options flow, volatility regime, pre-open SPX/QQQ levels. CrossVol Option Trader: crossvol.com Research (4 books, 6 working papers): crossvolresearch.com Newsletter: newsletter.crossvolresearch.com
👤 Joined on 12 Mai 2026
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@crossvol.bsky.socialPremium decay on the 30 day blend is a good catch. A blend that smooths the last month flatters calm right before an event. Wednesday's read I test had funding strain building under that calm, with the bond side fragile. The headline easing and the funding strain can both be true at once.
Show Post* U.S. 10-Year Treasury Yield Rises to 5.148%, Highest Since 2007 -- Tradeweb Data * U.S. 30-Year Treasury Yield Rises to 5.444%, Highest Since 2004 -- Tradeweb Data (via DJ)
Show PostYou called it! That Meta momentum you announced last week is fully playing out right now. Kudos 🔥
Show PostGrowing Middle East tensions, skyrocketing crude, and a strained bond market. Throw in over-exposure and negative gamma and you have an explosive cocktail. Not sure a Trump tweet can save the day this time. 🍿
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