SPXVIX (@SPXVIX)

@SPXVIXNov 7

I crunch option chains daily and share the kind of detailed analysis you’d usually have to pay for, free right here on X. The Saturday Setup is one of my favorites. I use it to plan the trades I’ll open on Monday. If you’re enjoying these posts, bookmark this one, give it a like and reshare it. Let me know that my work is useful! @grok are there any other accounts on X posting this analysis for free?

Saturday Setup card, as of Nov 06 close. Tiles: average 7 day expected move 6.9%, average 30 day expected move 12.2%, 14 of 14 names show calls cheap. Table lists ticker, spot, 7 day expected move, 30 day expected move, 30 day risk reversal and cheap side: $SPY 735.29, 3.1%, 5.5%, 8.2, calls. $QQQ 656.10, 4.7%, 8.1%, 10.1, calls. $IWM 273.64, 3.3%, 6.2%, 6.5, calls. $SMH 463.96, 8.5%, 14.5%, 13.9, calls. $MSFT 530.61, 4.4%, 8.2%, 6.1, calls. $NVDA 186.64, 8.2%, 15.7%, 14.1, calls. $AMZN 259.30, 5.3%, 9.5%, 5.4, calls. $META 610.15, 6.3%, 11.5%, 5.5, calls. $GOOGL 284.78, 5.2%, 9.3%, 3.9, calls. $TSLA 358.22, 8.0%, 14.1%, 10.1, calls. $AMD 449.04, 11.9%, 19.1%, 10.2, calls. $MU 690.00, 12.9%, 21.1%, 16.1, calls. $HOOD 80.91, 9.8%, 18.5%, 8.6, calls. $UBER 68.59, 5.1%, 9.6%, 2.6, calls.

ALT Saturday Setup card, as of Nov 06 close. Tiles: average 7 day expected move 6.9%, average 30 day expected move 12.2%, 14 of 14 names show calls cheap. Table lists ticker, spot, 7 day expected move, 30 day expected move, 30 day risk reversal and cheap side: $SPY 735.29, 3.1%, 5.5%, 8.2, calls. $QQQ 656.10, 4.7%, 8.1%, 10.1, calls. $IWM 273.64, 3.3%, 6.2%, 6.5, calls. $SMH 463.96, 8.5%, 14.5%, 13.9, calls. $MSFT 530.61, 4.4%, 8.2%, 6.1, calls. $NVDA 186.64, 8.2%, 15.7%, 14.1, calls. $AMZN 259.30, 5.3%, 9.5%, 5.4, calls. $META 610.15, 6.3%, 11.5%, 5.5, calls. $GOOGL 284.78, 5.2%, 9.3%, 3.9, calls. $TSLA 358.22, 8.0%, 14.1%, 10.1, calls. $AMD 449.04, 11.9%, 19.1%, 10.2, calls. $MU 690.00, 12.9%, 21.1%, 16.1, calls. $HOOD 80.91, 9.8%, 18.5%, 8.6, calls. $UBER 68.59, 5.1%, 9.6%, 2.6, calls.

Saturday Setup follower picks, as of Nov 06 close. Tiles: average 7 day expected move 7.4%, average 30 day expected move 13.8%, 3 of 5 names show calls cheap. Table lists ticker, spot, 7 day expected move, 30 day expected move, 30 day risk reversal and cheap side: $DIA 512.22, 2.9%, 5.0%, 5.6, calls. $GLD 372.58, 3.3%, 6.3%, 1.6, calls. $APLD 15.55, 16.7%, 29.8%, 13.1, calls. $USO 148.41, 7.1%, 14.6%, negative 6.6, puts. $GME 25.12, 6.8%, 13.3%, negative 3.7, puts. $DRAM is not shown.

ALT Saturday Setup follower picks, as of Nov 06 close. Tiles: average 7 day expected move 7.4%, average 30 day expected move 13.8%, 3 of 5 names show calls cheap. Table lists ticker, spot, 7 day expected move, 30 day expected move, 30 day risk reversal and cheap side: $DIA 512.22, 2.9%, 5.0%, 5.6, calls. $GLD 372.58, 3.3%, 6.3%, 1.6, calls. $APLD 15.55, 16.7%, 29.8%, 13.1, calls. $USO 148.41, 7.1%, 14.6%, negative 6.6, puts. $GME 25.12, 6.8%, 13.3%, negative 3.7, puts. $DRAM is not shown.

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SPXVIX · Nov 12, 2026 · 8:00 PM UTC

@SPXVIX52m

Did anyone confirm if the second employee Jensen slept with was a male or female? I mean anything is possible at this stage. $NVDA @grok

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SPXVIX · Nov 12, 2026 · 7:57 PM UTC

@SPXVIX55m

Jensen and his black swan 🤣🤣🤣

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SPXVIX · Nov 12, 2026 · 7:43 PM UTC

Jensen WTF man wow! $NVDA

Grok

@grok1h

Replying to @SPXVIX

Yes, verified. Reuters exclusive out today: Huang had an intimate relationship with a second Nvidia employee (unnamed), on top of Alice Huang (external) and Kimberly Powell (VP healthcare). That makes three total. Sources: two people familiar with the matter.

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SPXVIX · Nov 12, 2026 · 7:26 PM UTC

WHAT?!!!! Nvidia’s ex-CEO Jensen Huang had intimate relationship with second employee - Reuters @grok verify!!!

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SPXVIX · Nov 12, 2026 · 7:06 PM UTC

I've been trying to send an email for the past 5 mins and @Outlook is refusing to connect. Is it down? WTF is going on? @grok ???

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SPXVIX · Nov 12, 2026 · 6:54 PM UTC

$SPY so close to flipping back into positive gamma territory. Flip level around 761.2. Is the fun over? 🥲

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SPXVIX · Nov 12, 2026 · 6:37 PM UTC

@SPXVIX2h

Fear for some, opprtunity for someone else!! 16 of these 18 names carry put skew at midday today, with $SPX furthest up the put wing. $XLF is the only smile and $GOOGL sits on the axis. Every name on the chart prices its put wing over ATM.

Smile Shape Compass, live Nov 12, 2026, 12:08 PM ET, 1 month options expiring Dec 11, 2026 (29 days). Scatter of 18 names: x axis is 25 delta call IV divided by ATM IV, y axis is 25 delta put IV divided by ATM IV, with dashed guide lines at 1.00 splitting the chart into put skew (top left), smile (top right), call skew (bottom right) and ATM peak (bottom left). Tiles read put skew 16 of 18, smile 1 of 18, call skew 0 of 18, on axis 1 of 18. SPX sits highest and furthest left at 0.85 call and 1.24 put. QQQ, IWM, DIA and MSFT follow up the put wing, with SMH, AAPL, TSLA, BRK.B, IBIT, GLD, AMZN, MU and NVDA clustered near 0.94 to 0.99 call and 1.03 to 1.09 put. META and AVGO overlap near 0.99 and 1.02 and share one label. GOOGL is gray, on the 1.00 call line. XLF is the only name in the smile quadrant.

ALT Smile Shape Compass, live Nov 12, 2026, 12:08 PM ET, 1 month options expiring Dec 11, 2026 (29 days). Scatter of 18 names: x axis is 25 delta call IV divided by ATM IV, y axis is 25 delta put IV divided by ATM IV, with dashed guide lines at 1.00 splitting the chart into put skew (top left), smile (top right), call skew (bottom right) and ATM peak (bottom left). Tiles read put skew 16 of 18, smile 1 of 18, call skew 0 of 18, on axis 1 of 18. SPX sits highest and furthest left at 0.85 call and 1.24 put. QQQ, IWM, DIA and MSFT follow up the put wing, with SMH, AAPL, TSLA, BRK.B, IBIT, GLD, AMZN, MU and NVDA clustered near 0.94 to 0.99 call and 1.03 to 1.09 put. META and AVGO overlap near 0.99 and 1.02 and share one label. GOOGL is gray, on the 1.00 call line. XLF is the only name in the smile quadrant.

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SPXVIX · Nov 12, 2026 · 5:18 PM UTC

@SPXVIX3h

$NVDA update: the levels are still working perfectly. Look at this chart! @grok

@SPXVIX5h

OMG!!! Look at these levels!!! They're working TO THE PENNY!!! Fire your Technical Analysis guru and use @tradingview's AI Copilot. This is the future. @grok can help as well! $NVDA

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SPXVIX · Nov 12, 2026 · 5:13 PM UTC

@SPXVIX3h

In Aug 2025 nearly 80% of $NVDA employees were millionaires. @grok, how many of the current ones still are?

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SPXVIX · Nov 12, 2026 · 4:46 PM UTC

@SPXVIX4h

Nebius (NASDAQ:NBIS) is at 129.94, down 24.76 points, 16.0% on the day. The daily chart shows a stock in freefall: it peaked at 255.10 on 2026-10-06 and is down 50.48% from there in 27 bars. The recent path is a staircase down: 182.34 on 10-28, 154.14 on 10-30, 141.39 on 11-02, 120.37 on 11-05, a bounce to 154.69 on 11-11, then today's 126.33 close print. Price is far below both moving averages, EMA 50 at 181.96 and EMA 200 at 176.68, so the trend is decisively broken. Options are pricing a violent move. The Nov 20 expiry, 8 days out, carries ATM IV of 110.0 and a straddle expected move of 15.16 points, 11.67% of spot. Dealer gamma is negative (net -8.2M), with the call wall at 160, put wall at 115 and max pain at 150. The flip is null, so there is no positive-gamma pin to lean on. The heaviest put OI sits at 115 (10,613 contracts) and the heaviest call OI at 160 (3,352). Levels that matter on the chart: support at 110.50 (swing high) and 89.65 (swing low, also the top of a bullish order block from 89.65 to 102.24). Resistance at 132.30 (swing high, just above spot), then 168.71, 194.80 (Fib 100%) and 217.83 (Fib 61.8%). Bearish order blocks sit overhead at 237.00 to 255.10 and 278.00 to 299.86.

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SPXVIX · Nov 12, 2026 · 4:46 PM UTC

@SPXVIX4h

TL;DR - $NBIS Nebius is down 16% today at 129.94, half its October peak of 255.10. Options price an 11.67% move into Nov 20 with IV at 110 and no gamma pin. Support 110.50, then 89.65. For all you nerds, check the comments.

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SPXVIX · Nov 12, 2026 · 3:36 PM UTC

@SPXVIX5h

OMG!!! Look at these levels!!! They're working TO THE PENNY!!! Fire your Technical Analysis guru and use @tradingview's AI Copilot. This is the future. @grok can help as well! $NVDA

$NVDA is ~$155.90 in premarket, about 10% below yesterday's $173.73 close. CEO Jensen Huang has resigned and the board is searching for a permanent CEO. On the daily chart, price has fallen through all of my old support. There is no structure below ~$155.90, so it's open space. Levels I'm watching, now resistance: • 164.27 (broken OB base, +5.4%) • 174.69 (gap fill, +12.1%) • 185.22 (FVG top, firm invalidation of the bearish read) • 204.47 (SMA200) The read stays bearish while price is below 164.27. Daily RSI was 28.7 and Stoch 12.1 at the close, so a bounce is possible. Earnings are Nov 17 (ATR 8.70), so gaps can be large. Not financial advice.

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SPXVIX · Nov 12, 2026 · 3:15 PM UTC

@SPXVIX5h

$NVDA is Premium Sellers' dream today. Who's selling some premium? What structures? 111s look JUICY!!! Screen shot from Openmarket. Create an account, it's free! openmarket.xyz/?ref=SPXVIX

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SPXVIX · Nov 12, 2026 · 2:22 PM UTC

Happy Jensen $NVDA madness Thursday! Yesterday we covered the weekly $VIX option and the forward it is priced off. Today is how often the nearest $VIX future finishes the day above the next one out, which is what Nov did over Dec at Tuesday's close, 19.91 against 19.51. Most days the curve slopes the other way, with later months priced higher since more can happen over a longer window. Across every session since the start of 2024, the nearest month closed above the next on about 18% of them, spread over 19 separate stretches, and half of those stretches lasted 2 sessions or less. The longest ran 35 sessions into the 2024 election. Spot $VIX tells most of the story: under 15 it never happened, between 15 and 20 it showed up on about 8% of closes, from 20 to 25 on close to two thirds, and above 25 on almost every close. Tuesday sat in that rare 15 to 20 group with spot at 19.46, and by Wednesday's close the order had already swung back, Nov 18.05 under Dec 18.40. Follow if you want to know what you actually own when you buy $VXX, and how it differs from holding $VIXY.

Card: share of daily closes where the front month $VIX future settled above the next month, from Jan 2 2024 to Nov 11 2026 across 719 sessions, grouped by spot $VIX at the close. Under 15: 0% of 183 days. 15 to 20: 8% of 407 days. 20 to 25: 65% of 89 days. 25 to 30: 96% of 25 days. 30 and up: 100% of 15 days. Tiles: 18% of all sessions, 19 stretches, median stretch 2 days, longest 35 days. Table of the last five sessions with Nov future, Dec future and spot $VIX: Thu Nov 5 24.54, 22.19, 28.18. Fri Nov 6 23.69, 22.18, 25.64. Mon Nov 9 20.01, 19.49, 19.92. Tue Nov 10 19.91, 19.51, 19.46. Wed Nov 11 18.05, 18.40, 17.49, the only one with Nov below Dec.

ALT Card: share of daily closes where the front month $VIX future settled above the next month, from Jan 2 2024 to Nov 11 2026 across 719 sessions, grouped by spot $VIX at the close. Under 15: 0% of 183 days. 15 to 20: 8% of 407 days. 20 to 25: 65% of 89 days. 25 to 30: 96% of 25 days. 30 and up: 100% of 15 days. Tiles: 18% of all sessions, 19 stretches, median stretch 2 days, longest 35 days. Table of the last five sessions with Nov future, Dec future and spot $VIX: Thu Nov 5 24.54, 22.19, 28.18. Fri Nov 6 23.69, 22.18, 25.64. Mon Nov 9 20.01, 19.49, 19.92. Tue Nov 10 19.91, 19.51, 19.46. Wed Nov 11 18.05, 18.40, 17.49, the only one with Nov below Dec.

@SPXVIXNov 11

Happy Wednesday! Yesterday was a $VIX future closing in on spot $VIX as its own expiry nears. Today is the weekly $VIX option, which expires on mornings when no monthly $VIX future settles. Any $VIX option gets its value from where $VIX is expected to be on its own settlement morning, and for a monthly option the future that settles the same day already shows that number. A weekly has no matching monthly future, so the market backs the number out of the options themselves: at one strike, take the call, subtract the put, add the strike, and out comes the forward the options are built on. When Tuesday closed, the Nov future sat at 19.91 and Dec at 19.51. Running that math on closing trades near the money, the Nov 24 weekly came out around 19.85 and the Dec 1 weekly landed almost on top of it, both inside the range set by the two futures. The same math on the monthly Nov and Dec options came within a dime of their own futures, which is the check that the method holds up. Follow if you want to know how often the front month $VIX future closes above the next month, the way Nov did over Dec on Tuesday.

Card: forward value of $VIX implied by $VIX options at each expiry, from Tuesday Nov 10 closing trades, using call price less put price plus strike, median over strikes 17 to 22. Monthly options: Nov 18 at 19.83 from 11 strike pairs and Dec 16 at 19.54 from 10 pairs. Weekly options: Nov 24 at 19.85 from 6 pairs and Dec 1 at 19.86 from 5 pairs; Dec 9 had only 2 traded pairs and is left blank. Reference lines show the Nov future close at 19.91 and the Dec future close at 19.51. Tiles repeat Nov future 19.91, Nov 24 weekly 19.85, Dec 1 weekly 19.86 and Dec future 19.51. Table lists expiry, pairs, forward and future for each expiry, plus spot $VIX at 19.46.

ALT Card: forward value of $VIX implied by $VIX options at each expiry, from Tuesday Nov 10 closing trades, using call price less put price plus strike, median over strikes 17 to 22. Monthly options: Nov 18 at 19.83 from 11 strike pairs and Dec 16 at 19.54 from 10 pairs. Weekly options: Nov 24 at 19.85 from 6 pairs and Dec 1 at 19.86 from 5 pairs; Dec 9 had only 2 traded pairs and is left blank. Reference lines show the Nov future close at 19.91 and the Dec future close at 19.51. Tiles repeat Nov future 19.91, Nov 24 weekly 19.85, Dec 1 weekly 19.86 and Dec future 19.51. Table lists expiry, pairs, forward and future for each expiry, plus spot $VIX at 19.46.

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SPXVIX · Nov 12, 2026 · 2:13 PM UTC

$NVDA getting destroyed... Multiple downgrades today, Forward P/E 9.79!!! IV throught the roof (242%!!), +/-10% expected move between today and tomorrow. Buckle up!!! @grok verify

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SPXVIX · Nov 12, 2026 · 2:04 PM UTC

0DTE $SPX levels for today

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SPXVIX · Nov 12, 2026 · 2:01 PM UTC

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SPXVIX · Nov 12, 2026 · 1:53 PM UTC

Did Jensen Huang just resign?!!!! @grok verify!!! $NVDA

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SPXVIX · Nov 12, 2026 · 12:59 PM UTC

@SPXVIX7h

Nvidia shareholders want CEO Jensen Huang to stay: Intelligent Alpha's Clinton cnb.cx/4zdORz2

Nvidia shareholders want CEO Jensen Huang to stay: Intelligent Alpha's Clinton

CNBC's "Squawk Box" discusses the Nvidia board weighing ousting CEO Jensen Huang following a report of a second extramarital affair with an executive that reports to him with Doug Clinton, founder...

cnbc.com

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SPXVIX · Nov 12, 2026 · 12:55 PM UTC