0DTE, Explained: Why Intraday Vanna Can Steamroll Price-Action Signals
Understand how 0DTE flows reshape intraday price action, why intraday vanna can dominate, and how to build a repeatable execution plan.
Read Article →Trading Intelligence Blog
Institutional-level insights into market mechanics, options flow, and the mathematics of profitable trading.
CPI/FOMC Weeks: Charm Decay, Vol Crush, and the Post-Event Play
How to trade CPI/FOMC weeks using options microstructure: charm decay, vol crush, vanna tailwinds, and the post-event drift. A practical, rules-based playbook.
Read Article →Vanna vs Charm vs Gamma Exposure (GEX): How Dealer Flows Move Markets
Learn how vanna, charm, and gamma exposure (GEX) drive dealer hedging and intraday price action—especially with 0DTE and weekly expirations. Practical checklists and playbooks inside.
Read Article →OPEX Week: How Dealer Positioning Creates Pin Risk and Monday Drift
Understand why monthly OPEX and weeklies often pin prices on Friday—and why positioning resets can fuel Monday drift. A practical playbook using GEX, vanna, and charm.
Read Article →Why 95% of Traders Fail (And It's Not What You Think)
The real reason most traders fail isn't risk management or strategy. It's fighting invisible market forces and losing to their own emotions. Learn what institutional traders know.
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