OptionsDelta

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    • OptionsDeltaOptionsDelta
      ·01:11

      Squeeze the Shorts, Continue Range-Bound

      Positive news from OpenAI, with monthly growth rate recovering by 10%, directly ignited a short squeeze on Monday, crushing the bears. However, subsequent market action will likely continue with sector rotation. $NVDA$ Both large bullish and bearish single-leg orders appeared (not a spread): $NVDA 20260220 175.0 PUT$ , 64,000 contracts opened. $NVDA 20260220 207.5 CALL$ , 78,000 contracts opened. Based on the overall opening activity, the price is highly likely to continue oscillating within the large 170-190 range from this week into next. Therefore, the 207.5 call is quite intriguing; currently, it seems difficult for the price to break above 200 even
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      Squeeze the Shorts, Continue Range-Bound
    • OptionsDeltaOptionsDelta
      ·02-07

      Brace for Next Week's Storm

      Checked the 300k contract VIX 35 call position $VIX 20260318 35.0 CALL$ , it's still open, suggesting the correction is not yet over. $NVDA$ Next week continues the search for a bottom. A large bearish order opened: the weekly expiry 157.5 put $NVDA 20260213 157.5 PUT$ , with 60,000 contracts for a total notional of over $6 million. Therefore, tonight's rally is more suitable for selling calls. Consider strikes above 190: $NVDA 20260213 190.0 CALL$  I noticed institutions opened a 177.5–182.5 call spread for next week $NVDA 20
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      Brace for Next Week's Storm
    • OptionsDeltaOptionsDelta
      ·02-05

      The Plunge Arrived Ahead of Schedule

      You probably remember the 300k contract VIX call orders we mentioned a couple of days ago: $VIX 20260218 35.0 CALL$  $VIX 20260318 35.0 CALL$ . Unexpectedly, the sell-off has begun so quickly. Currently, it looks like a bottom will be formed before mid-March, presenting a great buying opportunity at that time. $NVDA$ Regarding this collective pullback in the AI sector, there's not much to elaborate on. The fact that there are fewer investable assets in the market is not a good sign. Looking back to 2025, it was a vibrant market where one could pick winners with ease—that was the best environment, not just for investing but for AI development itself. Althou
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      The Plunge Arrived Ahead of Schedule
    • OptionsDeltaOptionsDelta
      ·02-03

      Massive 300k Contract VIX Order Opened, Guard Against Sudden Plunge

      $VIX$ Another massive bullish volatility order has appeared. The March 18th expiry 35 call $VIX 20260318 35.0 CALL$  traded 300,000 contracts for a total notional value of over $20 million. Opened around the same time was the February 18th expiry 35 call $VIX 20260218 35.0 CALL$ , trading 250,000 contracts. Based on SPY's option activity, the probability of a major decline this week seems low. However, historical patterns suggest a non-negligible chance of a correction starting in late February. $GOOGL$ Google now enjoys the privilege of Monday & Wednesday weekly expiry options, though none expire on its actual earnings day. As the current undisputed l
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      Massive 300k Contract VIX Order Opened, Guard Against Sudden Plunge
    • OptionsDeltaOptionsDelta
      ·02-03

      Observing Short-Dated Option Activity

      $NVDA$ This week marks the launch of Monday and Wednesday weekly expiry options. For these new short-dated contracts, we'll observe for a week before formulating strategies. Overall, NVDA's price is expected to remain below 195 this week. Institutions continue selling the 195 call $NVDA 20260206 195.0 CALL$ , hedged by buying the 200 call $NVDA 20260206 200.0 CALL$ . The lower bound is more nuanced. 170 remains a potential target, but stability around 190 cannot be ruled out. Analyzing open interest for the Feb 2nd and Feb 4th expiries suggests the possibility of a minor pullback in NVDA following earnings from AMD or Google. $AMD$ The rise of agentic
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      Observing Short-Dated Option Activity
    • OptionsDeltaOptionsDelta
      ·01-30

      Mega $10M+ Order Sells Calls on Gold ETF, Signaling a Potential Top

      $GLD$ Today, scanning large orders, I was startled to see a massive call buy on the Gold ETF: $GLD 20260213 505.0 CALL$ , with 80,000 contracts traded for a total notional value of $71.33 million. Later, I discovered an equally large sell call order. Placed simultaneously, they likely constitute a paired, combination order—specifically, a Bear Call Spread: Sell Call $GLD 20260213 495.0 CALL$ , Buy Call $GLD 20260213 505.0 CALL$ . This positions for GLD to be below 495 by February 13th, with the long 505 call serving as protection. At this stage, the conviction behind a sell call order c
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      Mega $10M+ Order Sells Calls on Gold ETF, Signaling a Potential Top
    • OptionsDeltaOptionsDelta
      ·01-28
      $TSLA$ Tesla reports earnings after the market closes on Wednesday. Currently, anxiety outweighs expectations. There might be little news on autonomous driving, but 2026 delivery figures may not be very optimistic, likely slightly higher than 2025 deliveries. The expected trading range is between 400 and 465. If the stock price drops after earnings tomorrow, it would be more suitable for selling puts. $MSFT$ Earnings prospects are not particularly optimistic. The focus is on cloud business growth, Copilot monetization, and capital expenditures. The latter two have a probability of being underwhelming. If Microsoft's capex disappoints, it could weigh on other tech and chip stocks. Of course, a pullback also presents an opportunity. The weekly expiry 445 call
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    • OptionsDeltaOptionsDelta
      ·01-28

      It's Time to Buy the Dip in Apple

      $AAPL$ Apple has seen a large bullish call order. The May 15th expiry 285 call $AAPL 20260515 285.0 CALL$  had 69,000 contracts opened, with a total notional value of approximately $34+ million. Although I believe Apple's performance this year may still be weighed down by high memory prices, this doesn't prevent the market and large investors from perceiving a potential bottom. With earnings this week, selling the 250 put is an option: $AAPL 20260130 250.0 PUT$ . $FXI$ Regarding the large bearish China ETF orders, I discovered someone shared my analysis in a group, causing some panic. However, a massive, deep out-of-the-money bearish order like
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      It's Time to Buy the Dip in Apple
    • OptionsDeltaOptionsDelta
      ·01-26

      Summary of Large Orders

      Last Thursday saw several unusually large bearish orders opened, with the direction for most being somewhat ambiguous: $NVDA 20260130 165.0 PUT$  opened 126.6k contracts$AMD 20260130 220.0 PUT$  opened 59.5k contracts$SMH 20260130 370.0 PUT$  opened 57.9k contracts$AVGO 20260130 297.5 PUT$  opened 48k contracts$ORCL 20260130 152.5 PUT$  opened 44.4k contracts$TSM 20260130 295.0 PUT$  op
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      Summary of Large Orders
    • OptionsDeltaOptionsDelta
      ·01-22

      Massive 230k Contract Deep Out-of-the-Money China ETF Put Order

      $FXI$ The March 20th expiry 33 put saw a massive purchase of 230,000 contracts over Tuesday and Wednesday. Although the trade price was only around $0.17, the sheer volume resulted in a total notional value exceeding $3 million. The current FXI price is $39. The delta for the 33 strike is only 0.069. Trades at this level are typically bets on a "black swan" event, with notional values in the tens of thousands. Spending millions on this is essentially throwing money away. Therefore, the trader either has genuine insider knowledge of a major impending negative event or holds an enormous long portfolio and needs to hedge against a potential flash crash. In either case, it signals expectations of a significant volatility spike. The profit mechanism for such deep OTM options isn't just the pric
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      Massive 230k Contract Deep Out-of-the-Money China ETF Put Order
       
       
       
       

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