minnow (@skewbot) header
minnow (@skewbot) profile picture

minnow

@skewbot

bet moar life is risk and then you die

Joined January 2024
  • Tweets472
  • Following74
  • Followers392
363Media
Photo by minnow (@skewbot)Photo by minnow (@skewbot)Photo by minnow (@skewbot)Photo by minnow (@skewbot)Photo by minnow (@skewbot)Photo by minnow (@skewbot)Photo by minnow (@skewbot)Photo by minnow (@skewbot)Photo by minnow (@skewbot)Photo by minnow (@skewbot)
docs.skewbot.com/docs/
introduction

introduction

Low-latency volatility surface decomposition and normalization.

docs.skewbot.com
1
2
1
21
3,226
Image from minnow (@skewbot)
1
2
12
1,143
spx skew was particularly bearish off the open but normalized around 10:34am ET so despite a hard fade of the open drive at 10am we've settled back into rotation (so yes selling rips still easier than bids but don't be expecting a break of IBL towards OVNL or any some such)
Image from minnow (@skewbot)
minnow (@skewbot) profile pictureminnow@skewbotNov 6
i know everybody's all horny for some rally off the bottom after the sell yesterday, but today has just been a day of selling rips (in terms of the easier trade)
Image from minnow (@skewbot)
2
6
723
i know everybody's all horny for some rally off the bottom after the sell yesterday, but today has just been a day of selling rips (in terms of the easier trade)
Image from minnow (@skewbot)
2
1
11
1,402
1dte skew + atm vol nfp tmrw
Image from minnow (@skewbot)
5
379
it's not chop, anon. you just can't see the sharks on the tape.
Image from minnow (@skewbot)
7
423
sure we're going "up". still very much a fade rip regime (jacked call skew --> incentive to scalp short call vols --> local reversions in underlying spot price as we "ramp")
Image from minnow (@skewbot)
1
3
368
Image from minnow (@skewbot)
112
it's a trend day. don't be an idiot
Image from minnow (@skewbot)
1
3
1
12
1,499
inb4 we get the 10:30 ET bounce and someone comes complaining that i bottom ticked the tr*nd day
1
193
midterms event vol.
Image from minnow (@skewbot)
1
3
478
this is saying anytime today after midday for NDX and after 3pm ET for SPX you would have gotten a great deal on 1dte otm put vol.
1
217
minnow retweeted
9 (@voltradoor) profile picture
9
@voltradoorNov 3
trade recap 10/29 with @skewbot
3
3
51
2,278
again and again and....
Image from minnow (@skewbot)
minnow (@skewbot) profile pictureminnow@skewbotOct 29
purple to bid cyan to offer
Image from minnow (@skewbot)
6
515
up, down, up
Image from minnow (@skewbot)
1
6
494
maybe worth a bid here, 380s nq
Image from minnow (@skewbot)
1
2
393
not much relative to ...well any measure really though. would just be fishing
Image from minnow (@skewbot)
1
181
call flex just slowly grinding ndx down into the dirt.
Image from minnow (@skewbot)
2
287
Image from minnow (@skewbot)
minnow (@skewbot) profile pictureminnow@skewbotOct 30
skew has not been conducive towards any knife catching all day. in fact SPX call skew regime --> find brief ramps for short continuation entries
Image from minnow (@skewbot)
1
5
1,474
skew has not been conducive towards any knife catching all day. in fact SPX call skew regime --> find brief ramps for short continuation entries
Image from minnow (@skewbot)
2
2
12
3,189
even on an hyperlocal basis (right now, off 310s NQ)
Image from minnow (@skewbot)
4
448
Load more