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The Daily Vol
A free email every US trading day, by QuantDaddy
One email after each US close that turns the day's options data into a short read: where dealer gamma sits, what the VIX curve and the SPX vol surface are pricing, and the levels to watch next session.
We'll send a confirmation email first; nothing is sent until you confirm. We use your email only to send this newsletter, through our email provider Resend. Every issue has a one-click unsubscribe link. See the privacy policy.
What's in each issue
- Scoreboard: SPX, NDX and the VIX family, VIX futures, VIX/VIX3M, 30-day ATM implied volatility and skew.
- The short version: what moved the market and what it means for volatility, in three points.
- Dealer gamma: the SPX gamma-by-strike chart, with spot versus the gamma flip and the call and put walls.
- What I'm watching: the levels and scheduled events that matter for the next session.
- A link to the full review with every chart: GEX profile, weekly and monthly expiries, the VIX curves, implied vs realized vol, the SPX smile and cross-asset Vol Sentiment.
Each issue is the email version of that day's Daily Market Review. Browse past reviews there to see what you'll get.
Charts come from the same data as the live tools on this site. For information and education only; not investment advice.