from @VolSignals & @Trading_closed... streaming microstructure daily
them there swaps
Joined December 2024
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TRACKING NON-OPTIONS MARKET MAKERS
xitter.cf/i/broadcasts/1pKkOXvqo…
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VIX settlement this morning.
the August book cash-settles to the opening print at 9:30- and it's the biggest expiring call position of the summer
~446k of net customer call length goes out with it
dealers (MMs, firms, broker-dealers) carry the other side
what settles today, what the inventory implies for the print, what's behind it in September, and the flows that show up EVERY cycle-
(short thread)
ALT VIX August 19 2026 expiring dealer positions by strike as of 8:00 AM ET (dealers = market makers plus firms plus broker-dealers, the mirror of customers): short calls at 18 through 26 with the 20 strike the largest short at minus 129k, short the 14.5 and 15 puts, long the 16 puts; walls at 15 and 20 marked.
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PSA - RTM Trials moving to biweekly
Sign up for Monday or wait til May 11th
>> volsignals.com/rtm
UPDATE FOR NEW SUBSCRIBERS
We’re incredibly grateful for the continued growth in RTM subscribers — genuinely.
With that growth, it’s no longer feasible for us to offer weekly trials.
For now, RTM trials will run on the 2nd and 4th Monday of each month.
As before, each trial runs for 5 trading days — serving both as an evaluation period and onboarding.
Pricing remains unchanged under the RTM 5.0 model.
The next price increase is currently scheduled for Q3.
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What is RTM?
RTM captures institutional order flow.
Flow large enough to actually move indexes.
It's not dealer hedging flow, but there are similarities
(and it pairs really, really well with VS3D hedging data)
Here's what RTM is >>
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At 8am we go live
This is a condensed version of our onboarding-
with a free morning meeting
that means:
1. Dealer hedging flows >> how, what and why?
2. Gamma >> defines behavior
3. Charm >> biases direction
4. Positions >> more info than you realize
5. Trading with the data
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When I call out range high at the weekly level 6898-6902, @VolSignals calls out the downside risk if a sell catches momentum, and then @return2mean prints the world in sell signals, there's only 1 thing to do.
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This takes the guesswork and individual variance out of your futures exit, if you're playing d1 alone
and this type of analysis opens up the door to a variety of option strategies to fine tune your risk/reward or premium at risk
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When you leave market making, you can't help but wish for your old tools.
Imagine having market-maker quality tools to analyze the dealer position & its market influence
Every single contributing hand
...literally a former market maker
or institutional developer, engineer
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a chat today reminded me that the crucial first step in any successful trader’s journey is to…
stop doing really dumb shit.
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It's official-
tomorrow at 7:00 PM (8PM ET)
come see what RTM is all about
us06web.zoom.us/j/8517072586…
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If you’d like to get up to speed on the current trends and themes we’re watching, you can subscribe to CitriniResearch at a 20% discount for $99/month or $999/year during the next year by using this link:
citriniresearch.com/summer25
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UPDATE FOR TRIALS & NEW SUBSCRIPTIONS:
The transition to the updated RTM Model (3.0) has gone even smoother than expected. We're really grateful to all those that worked on the update. Thanks!
This does mean that we are now ready to move into our next generation with a new Subscription and Trial Fee.
Starting from MONDAY 7 JULY, RTM rates will move to:
$375 8-day Trial
$1175 Monthly Subscription
As always, all previous members will continue to be grandfathered in at their original Sub Fee and retain that price.
The Final Trial Cohort at the current rate will be MONDAY JUNE 9.
There are still spots available for that one. Use all the regular points of contact if you wish to sign up for that.
Thanks again to all our current friends and we look forward to seeing everyone else in the markets.
