OptionDecay
Region: BR
Wednesday 26 August 2026 22:57:20 GMT
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asc :
Wdym by true auction market theory?
2026-08-27 00:10:08
0
yan :
you might find that the valuable information content from aggregating the data into a single full normalized variable which does in fact strip more noise than signal. This is a crude description but specifically transform your dealer gamma into a single time series such that it reflects the aggregated $ amount of net buying/selling given a +/- 1 day return (normalized by implied vol, then Normalized again as as a % of trailing volume . Accounts for both dealer positioning/reaction in proportion to available liquidity. Probably explained it dumb but it's been running reasonably well out of sample directional predictor since 2014
2026-08-28 08:25:28
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𝕂𝕒𝕚 :
amt + gex = holy edge 👌🏻👌🏻👌🏻
2026-08-26 22:59:56
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Selim💲 :
Is charm really that good?
2026-08-27 08:36:41
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Edward :
AMT + Volume profile + Order Flow
2026-08-27 09:26:43
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xavierxlll :
As long as it’s at a VAL/VAH it’ll probably be green
2026-08-27 05:57:12
1
Lyon Nais :
Gex tells u only the volatility or amplitude of dealers hedging, the real directional edge is only is real-time delta and the iv skew in realtime. Gex levels are just a key levels of interest
2026-08-27 09:23:05
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BillyDinku :
Opra data 😂😂
2026-08-27 01:46:55
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ethan :
gex data has been used for decades yet barely any large institutions/fund managers have constantly outperformed s and p 500 by using these options charms/gex. implied and true volatility affects these
2026-08-27 10:56:46
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𝒮 :
Can you explain in short version how you backtested 5 years? With a algo or how
2026-08-26 23:15:50
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Benji :
And how is your opinion about iv walls how where they effecting the hedging effect combined with gex,chex,dex
2026-08-26 23:14:57
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. :
gex levels get respected at the right gex levels not just all gex levels alot dont get respected but flips and major strikes and strike walls do get respected because they are tied to the etfs and indices and indexes which is the actual stock of the future and iv walls are gex its implied volatility of the index or etf etc. itsself which are levels price reacted off volatility wise.
2026-08-27 03:18:29
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Tyson.ES :
What is Charme ?
2026-08-27 08:40:41
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JoshJTradez :
I mean from what I’ve seen major interest walls get respected more than anything (price action levels , volume profile etc)
2026-08-26 23:36:55
1
M.Hafizlan :
what about Vanna? do Vanna brings more significant use especially nearby odte?
2026-08-27 08:51:55
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Beni Alexandre :
that's right
2026-08-27 13:57:58
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asc :
Absolute masterpiece
2026-08-27 00:09:41
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Yonatan𖣂 :
so gex doesn't work?
2026-08-27 14:13:32
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pram :
this is in line with matteo conti research about gex levels
2026-08-27 10:45:43
0
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