Author
@options_insight options_insight
grade Ax.com/options_insight ↗
Vol-surface trader who reads dealer gamma and skew to time structured options trades
Trades and teaches options/volatility, expressing regime vie
trader score
+0.23
hit rate
40%
mean α
+0.06%
signals 14d
84
Grade = how their written analysis reads (A best). Trader score = how their last-20 timestamped calls performed vs SPY.
Their picks, scored
Across their last 20 scored bets: 40% hit rate, +0.06% mean alpha, trader score +0.23. Their last-14d mentions, direction-adjusted, have moved +0.8% since posting (mean over 12 mentions with price data).
Recent signals15receipts included
| date (PT) | ticker | author | sent | what they said | since then | receipt |
|---|---|---|---|---|---|---|
| 2026-08-28 | · | @options_insight | · | Explains using put-call parity and the liquid mirror option to value illiquid deep-ITM options. | · | tweet ↗ |
| 2026-08-28 | · | @options_insight | · | Argues protective puts are costly and worthwhile mainly for investors prepared to monetize volatility spikes. | · | tweet ↗ |
| 2026-08-28 | · | @options_insight | · | Warns outright puts can lose despite correct direction when implied volatility and time decay fall against them. | · | tweet ↗ |
| 2026-08-28 | · | @options_insight | · | Argues cross-index protective puts should be compared by delta rather than percentage moneyness. | · | tweet ↗ |
| 2026-08-27 | · | @options_insight | · | Author highlights the AI-crypto intersection as an important investment theme. | · | tweet ↗ |
| 2026-08-27 | · | @options_insight | · | Framework argues earnings direction is near-random, while asymmetric option structures can create positive expectancy. | · | tweet ↗ |
| 2026-08-27 | NVDA | @options_insight | +0.75 | Author says crowded calls raise the hurdle for earnings reactions but concludes NVDA smashed expectations again. | -4.6% | tweet ↗ |
| 2026-08-27 | VIX | @options_insight | +0.35 | Forecasts VIX spot rising toward October futures and quantifies election premium at 1–1.5 volatility points. | · | tweet ↗ |
| 2026-08-27 | · | @options_insight | · | Endorses using convex options exposure as a hedge because large moves were underpriced. | · | tweet ↗ |
| 2026-08-27 | NVDA | @options_insight | +0.55 | Says Jensen Huang saved the day on the conference call, expressing a positive NVIDIA reaction. | -4.6% | tweet ↗ |
| 2026-08-26 | · | @options_insight | · | Explains why post-event dealer hedging differs between indices and call-heavy single stocks. | · | tweet ↗ |
| 2026-08-26 | VIX | @options_insight | +0.70 | Add long VIX exposure for October and November using a covered-call ladder. — Advocates a delta-heavy covered-call ladder for long VIX exposure into October and November. | · | tweet ↗ |
| 2026-08-26 | · | @options_insight | · | Added downside hedges after the market rally. — Author states that downside hedges were newly added after a sharp rally. | · | tweet ↗ |
| 2026-08-26 | · | @options_insight | · | Identifies biotech volatility as mispriced, with realized vol near 38 versus implied vol around 23. | · | tweet ↗ |
| 2026-08-26 | NVDA | @options_insight | +0.15 | Explains Nvidia's bullish skew and conditional dealer buying or vanna selling after earnings. | +3.8% | tweet ↗ |
Grade is our human read-worthiness rating; trader score is a rolling 20-bet hit-rate/alpha composite — different things, often disagreeing. “Since then” is direction-unaware in the table; the summary line above adjusts for which way they leaned.