Quant Signals

Quant Signals

Share this post

Quant Signals
Quant Signals
SPX 0DTE Options Trade Plan 2025-05-27

SPX 0DTE Options Trade Plan 2025-05-27

Henry Zhang's avatar
Henry Zhang
May 27, 2025
∙ Paid

Share this post

Quant Signals
Quant Signals
SPX 0DTE Options Trade Plan 2025-05-27
Share

Join our Discord channel for live trading signals and discussions:

SPX 0DTE Analysis Summary (2025-05-27)

Model Summaries

Grok/xAI Report

Short-term EMAs on 1- and 5-minute charts signal bullish momentum, though price sits below the daily 200-EMA. RSI readings moderate bullish but not overbought. Bollinger Bands show price near upper bands—potential volatility ahead. MACD is bullish on 1- and 5-minute charts but shows short-term bearish divergence on daily. VIX elevated at 20.97, mixed news, call OI heavy near current strikes but max-pain at 5850 suggests downside pressure. Conclusion: Moderately bullish but low conviction; no trade.

Claude/Anthropic Report

Price above all key EMAs across 1-, 5-minute, and daily charts—bullish structure. RSI healthy but not extreme; MACD on 5-minute and daily shows weakening momentum. VIX rising, max-pain at 5850 (~1.08% below spot) exerts bearish pull. Heavy OI at put strikes 5900 and 5850. Conclusion: Moderately bearish; no trade.

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2025 Henry Zhang
Publisher Privacy ∙ Publisher Terms
Substack
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share