Trading Intelligence Guides

How the estimated gamma flip is calculated, why a crossing can be absent, and what the level cannot tell you about price direction.

A table of SEC transaction codes, why only P and S are counted, and how transaction dates, filing dates and buyer counts differ.

Registration statements, prospectus supplements and ATM programs: what a filing records and why it does not establish a completed sale.

The main types of material events, how each tends to show up in volume and positioning, and the risks specific to each.

What open interest, implied volatility and gamma exposure describe — and what they cannot tell you about direction.

What off-exchange trading is, how large a share of US equity trading happens away from the exchanges, and why public data shows it only after the fact.

How premarket movers form, how to read the event behind them before 9:30am ET, the specific risks of extended-hours trading, and how to prepare a morning watchlist.

How tone analysis, event classification and delivery pipelines turn raw text into classified events — and why direction is deliberately left out.

Gamma exposure estimated from the options chain and OCC open interest: walls, gamma flip and net GEX by strike, with the lag of the data shown.

Short interest as a share of float and days to cover, plus fails-to-deliver, with the settlement date on every row. It describes positioning in aggregate, not when it changes.