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Don here...
Implied volatility climbed alongside the S&P today.
That is the precise signal every options professional watches for before a gamma squeeze unwinds.
Two earnings butterflies closed for 200%-plus winners in my Earnings Flips service. 7 out of my last 9 have been winners.
The QQQ bear spread I bought afterward rests on the same volatility framework that flagged the exits.
In today's Live Trading Room session replay, you'll see:
- How to spot inverted implied volatility skew before the reversal. Intel calls at 86 vol. Apple's skew bending up on the call side. The exact pricing patterns that signal prop firms are about to walk away.
- The QQQ spread structure that solves the gamma squeeze pricing problem. A wide out-of-the-money spread for $1.09 risking a buck to make four. Why you must use spreads when implied vol is screaming.
- The earnings flip exits on Rocket Lab and CoreWeave. Both around $0.50 entries. Both filled near $1.55 inside the first 20 minutes. The decision framework for taking profits before the dance floor.
- The XLE roll setup for next week. A $2 wide spread rolled to similar strikes for a $0.30 credit. Extends the position 30 days while pulling risk off the table.
Six positions on the books. Two will likely bite the dust. The math still works because out-of-the-money winners pay multiples on the survivors.
The skew tells you when the squeeze is on the clock. I cannot time the exact crack. The framework still tells you when to position for it.
→ Watch the complete session showing the skew analysis, the QQQ spread construction, and the earnings flip exits
The prop firms have a formula. When the formula breaks, the squeeze breaks. Today the formula started bending.
To your success,
Don Kaufman
Chief Market Strategist, TheoTRADE
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