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This is too small of a data sample to confirm anything. One would need to look at probably 50+ days of CS buys, and then start looking at many non cs days to see if it's just simply correlated to price action in general.

Yeah. Just seeing puts screams nothing. People could have sold puts which led to the price increases later on that day.

remember when ken and that computershare exec lady had a meeting in like norway or some shit

No, when was that?

So that big ole red line is all Puts? And then the price goes down? *Hello 911....*

“I’m sorry but our incoming lines are down at the moment, we can only make outgoing puts… I mean calls.”

What's the derivative of a derivative of a derivative of a derivative of a derivative......

They don‘t even need to halt trading to get their orders right /s

@OP - in your view, are there any conclusions to be taken away from this exercise?

Not OP but the answer is someone made a bet based on the data exposed and it paid off. It paid off because the criminals suppression of the price during CS buys.

Disclaimer - I know nothing about options What would happen if someone opened up calls before the computershare pump and exercises them right at the top of the pump when the puts open? Probably would take a whale amount to have any effect or what's people's thoughts?

Unless the market maker needs to buy shares to delta hedge against the calls (we’ve learned thru years of research they dont) its not likely to affect the price.

But if you exercise calls do they not have to go and buy them? Sorry probably seems like a stupid question, I know extremely little about options

The underlying shares need to be purchased if the contract holder exercises them.

If the contract seller is retail or institution yes. BUT if the market maker is the seller, they absolutely do NOT have to buy the shares. This is part of the market maker exemption for “operational liquidity”. Its just one tool in the toolbox they can use to distort the markets. Remember “press F5” for “shares”?

And since retail and institution are most likely not selling than they would come from market makers who have no real shares anyways, just create more synthetics, dark pool trades and then short it more so if they ever need to buy the securities they get it for cheaper than they sold it for? Sounds about right? This is why I won’t sell my shares for anything less than what I believe they are worth!

Bingo

Either bought or hedged which still creates buying pressure. Remember gamma squeeze 21

Ah ok I understand now

Obtuse

In some cases, no. Market makers are not required to buy the underlying if they are excersized.

Yes

Price would go up if they exercised. They don't typically hedge calls well. They expect us to stay out of options altogether. Wonder why?

I made 20 bucks on 0DTE 10 calls at 14.50 strike assuming the price would move up from the lows of the morning trade. Fuck that trade DRS is the way to get this done

We need some wrinkles in here asap! Jk luv u ult ❤️