Vanna Flowlive

Vanna Flow — sweeps, GEX, dark-pool prints, OI changes, and unusual activity.

as of 04:07:17 UTC

Vanna Flow cockpit

Options flow GEX Dark pool OI Δ SPY

Prints

865

Total premium

$145.8M

Bullish

43%

C/P ratio

1.79

Avg IV

27.6%

Largest

$15.3M

Net Δ

5,941

Net vega

-3,344

Premium by hour

Top tickers by premium

META
$180.3M
VIX
$134.8M
BA
$114.5M
RTX
$111.5M
NVO
$67.3M
SLV
$67.1M
TSLA
$58.1M
GD
$33.7M
AVGO
$21.2M
BAC
$15.8M

GEX by strike · SPY

Spot 612Flip 603

GEX by strike · SPY

Spot 612Flip 603

Expiration ladder

0DTE$110.5M

Weekly$187.7M

Monthly$162.2M

Quarterly$113.3M

LEAPS$156.4M

Skew · term · SPY

25Δ put-call skew (20 sessions)

IV term structure

Repeat-strike radar

USO76C11×
$3.4M
META700C10×
$7.8M
AMD174P8×
$6.4M
AVGO1785P7×
$1.9M
MSTR423P7×
$8.5M
META729C4×
$6.2M

Dark pool prints

13:50META419kFINRA TRF-0.46%

10:15LMT463kJPMS+0.38%

12:58AAPL380kJPMS-0.06%

9:40NVO180kFINRA TRF+0.33%

9:23UNH362kFINRA TRF+0.35%

14:47FXE321kCBOE-D+0.17%

14:20TSLA380kFINRA TRF-0.3%

12:58UUP416kJPMS-0.47%

12:34RTX357kIEX-D+0.37%

13:49NOC277kIEX-D-0.14%

News cross-ref

9:17META dark pool buyer detected Jefferies
10:40VIX downgraded at JPM
11:23BA guides above consensus JPM
12:33RTX added to focus list at Citi
13:59NVO upgraded at Citi

Live flow tape · 30

Time	Tkr	Side	Type	Strike	Exp	Size	Prem	IV	OIΔ	Agg	%OTM
15:40:44	NVDA	Call	Block	218	08/16	3000	$9.5M	48.3%	+36%	BID	+4.1%
12:53:06	SLV	Call	Split	34	LEAPS	4100	$9.2M	23.8%	0%	ASK	+4.9%
12:30:53	OXY	Call	Sweep	57	09/20	2400	$9.1M	89.9%	+81%	ASK	+8.8%
11:79:13	UNH	Call	Block	644	07/19	200	$8.8M	95.2%	+55%	BID	+5.2%
11:85:06	CVX	Call	Block	174	LEAPS	3900	$8.8M	23.4%	+81%	ASK	+7.1%
09:75:36	JPM	Call	Sweep	293	08/16	1600	$8.6M	65.1%	+25%	BID	+9.2%
14:66:49	TLT	Put	Block	91	0DTE	1400	$8.5M	51.4%	+41%	ASK	-5.6%
13:62:51	AMZN	Put	Block	201	08/16	4300	$8.2M	37.8%	-29%	BID	-10.5%
14:53:52	AMD	Put	Sweep	151	0DTE	500	$8.2M	74.4%	+49%	BID	-10.3%
13:78:57	GS	Call	Golden	619	LEAPS	3100	$8.1M	78.6%	-33%	BID	+1.1%
12:83:04	TLT	Call	Split	106	LEAPS	900	$8.1M	60.2%	-23%	MID	+10%
14:56:52	AMD	Put	Sweep	155	0DTE	2600	$7.9M	58.3%	+33%	ASK	-8%
13:66:15	TLT	Call	Block	108	09/20	4300	$7.9M	90.9%	+30%	MID	+12%
12:77:57	AMD	Call	Golden	183	07/19	4900	$7.7M	83.9%	-17%	ASK	+8.7%
14:42:56	PLTR	Call	Block	86	12/19	1900	$7.5M	20.4%	+4%	BID	+9.7%
12:72:13	GLD	Put	Golden	224	09/20	3900	$7.3M	98.6%	+54%	MID	-9.9%
09:38:30	TSLA	Put	Golden	258	0DTE	4500	$7.0M	63.3%	+22%	BID	-9.9%
15:59:51	USO	Call	Golden	82	LEAPS	2900	$6.9M	63.1%	-1%	ASK	+4.6%
11:62:54	PLTR	Call	Split	82	08/16	3600	$6.8M	73.9%	+67%	BID	+4.6%
13:35:04	GLD	Put	Sweep	230	07/19	300	$5.9M	89.2%	-29%	ASK	-7.5%
09:82:05	ARM	Call	Sweep	179	07/19	4600	$5.9M	40.6%	+18%	ASK	+10%
10:76:43	GLD	Call	Split	264	07/19	4200	$5.8M	95.1%	-30%	ASK	+6.2%
15:35:17	CVX	Call	Block	179	09/20	300	$5.5M	73.3%	+25%	BID	+10.2%
12:85:38	UNH	Call	Sweep	632	0DTE	3700	$5.5M	44.8%	-25%	ASK	+3.2%
11:39:39	SLV	Put	Sweep	31	08/16	1200	$5.4M	93.5%	-20%	ASK	-4.3%
11:70:06	COIN	Call	Split	326	LEAPS	1000	$5.0M	52.1%	-15%	BID	+4.4%
11:31:00	OXY	Call	Split	58	LEAPS	700	$4.8M	47%	+27%	MID	+10.7%
13:66:10	GD	Put	Sweep	302	09/20	600	$4.6M	99.4%	+80%	ASK	-0.9%
09:54:53	JPM	Call	Sweep	286	LEAPS	3400	$4.4M	49.8%	+36%	ASK	+6.6%
12:35:31	LLY	Put	Block	837	08/16	4800	$3.9M	88.2%	-13%	ASK	-6.4%

Quick alert

Sweeps overon