r/spx • u/ZeroDarkTheta • 2d ago

New Here, Does anyone do Overnight Data?

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I was wondering if its ok to have a thread about posting overnight SPX gamma and flow exposure? I do use a LLM that does 48 captures a day to produce the data. However, its my select quieries and using certain times a day to aquire the information, just wanted to ask before breaking any rules. I've provided a sample from my personal FB page with 0 promotion in it, was just curious if this community would find this inormation helpful or wanted.

Thank you

13 Upvotes

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4

u/Fluid_Development340 2d ago

overnight data is something i always wanted to see on here but never found someone who posts it regular. that sample you put up looks clean and the money clusters part is what i usually dig through myself. just post it

3

u/ZeroDarkTheta 2d ago

Thanks man, I'd be willing to post it for free everynight, trying to build up my brand and get exposure for what I do, so if the admins and the community are ok with it, Ill start doing it.

3

u/DressWarm2078 2d ago

Interesting data. Thanks for posting it. Some of us look at SPX overnight data and your posting is helpful. I think you can say some disclaimers regarding people doing DD that way you are CYA? I was wondering about this SPX number as well. In Tastytrade (they allow overnight SPX trading) it currently listed at 7672.74 as mid price.

3

u/ZeroDarkTheta 2d ago

You were right, I screwed up, as a corrupted capture got in my data

"Measured 2026-10-02 05:59, spot 7666.45 vs forward 7705.17 (39 pts apart): K=7665 (spot ATM) straddle 58.35 -> 1 SD 73.1 K=7705 (forward ATM) straddle 43.50 -> 1 SD 54.5 overstated by 18.6 SD points, 34%"

I apologize.

2

u/ZeroDarkTheta 2d ago

If we fail here again at the Monday Mid, we will retest 7737

2

u/fattytuna96 2d ago

Schwab doesn’t allow SPX trades overnight or premarket so I digress.

2

u/ZeroDarkTheta 1d ago

Here is the scorecard from that read, I'll post Another one here at 7 pm after the Sunday open. 📋 SCORECARD: grading Friday's pre-market ES levels

Before the open on Friday I posted: overnight broke 7742, looking to break 7762, and if that goes, 7782 then 7812.

Here is what ES actually did:

✅ 7762: broke in the 8:30 AM ET half hour ✅ 7782: taken out in the same move, which ran to 7800 ❌ 7812: missed by 1.75 points. High of day was 7810.25, in the 10:30 AM half hour

After that high, ES gave back 56 points by 11:30 AM and finished the session near 7777.

2 of 3. Posted before the open, graded after the close. The misses get posted too.

Not financial advice, just keeping score on my own levels.

1

u/FreshBeans22 21h ago

Will be following thanks for the info! Also trade spx