As usual every morning i’m going to update my watchlist with flows metrics.. the IV SKEW is a formula between (OTM CALL IV - ATM IV) so a positive spread signals lower volatility ATM and bullish positioning, negative the opposite. Block trades are big transactions ($M) of flows tracked by bloomberg terminal, z-score is the standard deviation over 20D average to monitor the variation of block trades and you can see ETFs flow + RSI 14D z-score.
© 2024 Alessio Urban
Substack is the home for great culture