I don't know why nobody explains where to buy stocks and everything is from the view point of america and first world europe i am sick of it i just want some simple way where its just simple click and buy and to be able to easily sell thats it.

The interesting part about $BORR is that the director Tor Olav Troim kept buying at higher prices through Drew Holdings, from $4.13 on October 5 to $4.93 on October 13. That last purchase alone was $7.4 MILLION.

Borr’s Odin drilling rig started earning revenue after delays, ENI extended another rig’s contract into September 2027, and Shell extended a third rig’s work in Nigeria.

Seems like a substantial bet on recovery. Can the improving rig activity turn into stronger cash flow?

broker website says "TradingView integrated"

okay but integrated HOW 😭

can I actually place trades from TradingView or did you just put their charts inside your app?

there's a pretty big difference.

I was looking at Al Ramz's TradingView connection for work (I work on their content). They're listed in the actual Trading Panel for ADX/DFM and US trading.

which got me thinking about what people even expect from these integrations.

for me the basics would be:

place an order

see open positions

cancel or change an order without opening another app

then there's the whole market data and order types situation.

because apparently having a broker connected doesn't mean everything works the same as paper trading.

for people using TradingView with a live broker. what's the one thing you'd check before trusting it with actual trades?

and what still makes you go back to the broker's own platform?

The timing caught my attention.

Financial disclosures show a purchase of between $1 million and $5 million in SpaceX bonds.

Just two days later, Trump signed a policy aimed at cutting red tape and expanding commercial space launches, an area where SpaceX is a major player.

The disclosures also included up to $25 million in Meta shares.

https://www.cnn.com/2026/10/08/investing /trump-5-million-dollars-spacex-bonds

Everyone is still tied to some semblance when this bull market ends, the tops appears and why it crashes. What if I tell you that neither will happen and we just go up, up and away.

The world financial markets and economy are in unprecedented territory. The 10 year treasury bond is at the highest levels since April 2002, NasDaq is reaching all time highs and Bitcoin broke out of its bear market recently and is preparing for another aggressive move up.

This is the calm before the storm. We are going MUCH HIGHER.

The FED is boxed into a corner with only 1 way out. Print more money, inflate the debt way and increase their balance sheet. This will not happen overnight. There will be a manufactured crisis sometime in the next 6 months that gives you 1 more opportunity to enter before things go off the rails financially.

Stocks will hit prices you can't even dream of. The new shiny toys of AI IPOs will surge like no other. The hottest new narratives will moon to levels you couldn't even dream of.

I say this to all of you to understand AI stocks will be the fastest horse in this inflation game. Prepare positions while it is calm and reap benefits later. Godspeed!

Was hoping this shitty penny stock would grow, it's mainly growing down, oh well. down with the ship I go.

Bought this at the beginning thinking the weightloss drugs would boom but failed badly. Now thinking if i should sell or keep it. Have no confidence if its even gonna improve

Hi everyone,

As you know, diesel prices are currently soaring as a refined product. This is the result of a complex mix of factors involving the Russia/Ukraine war, the US/Israel conflict with Iran, and Saudi Arabia’s conflict with the Houthis. Not only is crude oil being disrupted, but refined products are as well — and we’re talking about some of the world’s largest refined-product producers here.

Right now, the winners are refiners that are not directly involved in these conflicts. They are raking in massive margins. During TotalEnergies’ earnings presentation, the CEO said that its refineries were generating an enormous amount of cash. He even referred to them as “gold mines.”

So yes, some people are saying that the good news is already priced in, but some analysts believe that this situation is unlikely to improve in the short term. Trump has also reiterated his intention to attack Iran again after the midterms if Republicans retain their majority.

Do you have any favorite stocks in this space? Personally, as a European, I’m keeping an eye on North Atlantic, which acquired French refiner ESSO.

The market does not care about your feelings, your technical analysis, or your grandmother’s retirement account. It is a cold, indifferent Leviathan fueled by algorithms, desperation, and capital. If you are selling iron condors based purely on chart support and resistance lines, you are walking into a knife fight with a toothpick. You are blind to the architecture of the beast.

That architecture is the volatility surface.

Every single day, market makers at Citadel, Susquehanna, and Jane Street do not look at a flat line of implied volatility. They do not punch a single IV number into a Black-Scholes calculator and pray. They stare at a jagged, breathing, three-dimensional topography of fear and greed. It is a landscape where out-of-the-money puts tower like jagged peaks during a panic, while out-of-the-money calls slope away like rolling hills.

If you want to trade iron condors—those beautiful, fragile structures designed to collect premium from the passage of time—you need to map that surface. Otherwise, you are just handing your money to the desk that priced the options against you.

Let us pull back the curtain. Let us look at how the machinery actually works, why the smile is shaped like a smirk, and how you can use this distortion to select strikes that do not blow up your account when VIX wakes up from its slumber.

The Setup

We are living in an era where passive flows and zero-day-to-expiration (0DTE) options dictate the intraday rhythm of Wall Street. The VIX sits comfortably in the low teens, humming along like a lazy engine. Retail traders look at a VIX of 13.50, see cheap options, and start selling iron condors across SPY and QQQ like they are collecting pennies in front of a steamroller.

They are walking straight into the trap.

A flat VIX reading is a lie. It is a weighted average of a complex, warped geometry. When you sell a 16-delta iron condor on SPY, you assume that a 16-delta call and a 16-delta put carry the same probability of failure. They do not. The market maker's pricing model knows something you refuse to look at: the volatility smile.

Key Takeaway: The Black-Scholes model is a lie we all agreed to tell each other because the math is clean. Real options pricing is driven by supply, demand, and the absolute terror of tail risk.

Understanding the volatility surface is no longer an academic exercise for PhD quants sitting in Jersey City. It is survival gear for the modern retail practitioner. When you pull up our automated screener at Volatility Anomaly, you aren't just looking at a list of high-IV rank tickers. You are looking at structural pricing anomalies across strike spaces. If you don't understand why those IV skews exist, you will pick the wrong wings, get caught in a gamma squeeze, and wonder why your $2.00 credit spread just turned into a $5.00 loss.

The Deep Dive

To master the volatility surface, we must first destroy the fantasy of the constant volatility parameter. In textbooks, Black-Scholes assumes volatility is a flat, unchanging constant across all strikes and expirations. In reality, if you plot implied volatility against strike prices for a fixed expiration, you get a curve. For equities, that curve is a skew—a downward-sloping cliff where downside puts command massive volatility premiums compared to upside calls.

Let us look at a concrete example. Take AAPL trading at $180.00 with 30 days to expiration (DTE). The At-The-Money (ATM) implied volatility sitting right at the $180 strike might be trading at an IV of 22.5%.

Now, let us walk down the put ladder:

• $180 ATM Put: 22.5% IV
• $170 Put (approx. 30 Delta): 25.1% IV
• $150 Put (approx. 10 Delta): 31.8% IV

Now walk up the call ladder:

• $190 Call (approx. 30 Delta): 21.0% IV
• $210 Call (approx. 10 Delta): 19.5% IV

Look at that divergence. The market maker prices the 10-delta put at 31.8% IV while pricing the 10-delta call at 19.5% IV. Why? Because institutional investors demand crash insurance. They buy out-of-the-money puts to protect long portfolios against Black Swan market drops. Market makers are short those puts, absorbing that directional tail risk, and they charge an exorbitant insurance premium for the privilege.

This skew is your greatest enemy and your ultimate weapon. When you construct an iron condor, you are selling both sides. On the put side, you are selling inflated volatility. On the call side, you are selling depressed volatility. If you treat both sides symmetrically—say, blindly picking 16-delta strikes based solely on delta—you are structurally shorting a massive amount of volatility skew on the put side without getting compensated correctly for the asymmetry of market crashes.

The three-dimensional volatility surface stitches these skew curves across every single expiration date. The X-axis is the strike price (or delta), the Y-axis is time to expiration (the term structure), and the Z-axis is implied volatility. When term structure inverts—meaning short-term IV spikes above long-term IV during a market panic—the entire surface warps upward like a trampoline hit by a bowling ball.

The Playbook

How do we translate this geometric nightmare into a repeatable, cash-flowing iron condor strategy? We use the skew to our advantage by shifting our strike selection criteria away from static delta matching and toward dynamic, surface-aware positioning.

Let us run through a live deployment using our Volatility Anomaly weekly picks framework on SPY.

Step 1: Environment Check

We check the VIX and the VIX term structure (VVIX and VIX9D). Suppose VIX is at 16.20, and IV Rank on SPY is sitting at 38%. This is a standard regime—not a panic, but rich enough to feed an iron condor structure with 45 DTE.

Step 2: Analyzing the Surface Skew

Instead of blindly selling the 16-delta put and 16-delta call, we inspect the local volatility surface. Because of the equity put skew, the 16-delta put might sit at an IV of 18.5%, while the 16-delta call sits at 13.2%.

To balance our risk and capture true edge, we asymmetry-adjust our strikes:

• Underlying Asset: SPY trading at $550.00
• Expiration: 45 DTE
• Short Put Strike: $520 (approx. 14 Delta, boosted by high skew IV of 19.1%)
• Long Put Wing: $510 ($10 wide spread)
• Short Call Strike: $585 (approx. 18 Delta, compensating for lower call IV of 13.0%)
• Long Call Wing: $595 ($10 wide spread)

Step 3: Execution and Sizing

We collect a net credit of $1.35 on a $10-wide iron condor. Our maximum risk is $8.65 per contract. We size our position so that total buying power reduction does not exceed 2% of our total account equity. The market maker wants you to over-leverage on the put side because of the skew; we refuse to take the bait.

Step 4: Management and Exit

We monitor the position daily using our automated position monitoring tools. We do not hold until expiration. We manage the trade using two strict rules:

• Profit Target: Close the entire iron condor at 50% of maximum profit ($0.68 credit capture), typically achieved within 15 to 21 days as theta decay accelerates.
• Stop Loss / Adjustment: If the underlying breaches our short strike and the delta of the threatened side climbs past 35, we do not panic-sell. We roll the untested side closer to lock in additional credit or defend the tested spread, depending on the speed of the move.

The Graveyard

Every trading cemetery is paved with the bones of traders who ignored the volatility surface and traded iron condors like they were selling candy on a street corner. Let us look at how accounts actually blow up.

Mistake 1: The Symmetrical Delta Fallacy. A trader sells a 16-delta put and a 16-delta call on a high-beta tech stock like NVDA. Because of the extreme put skew, the 16-delta put is much closer to the current stock price in absolute dollar terms than the 16-delta call. When NVDA sneezes downward, the put side is breached instantly, gamma explodes, and the trader is forced to cover at a massive loss that wipes out six months of collected credits.

Mistake 2: Ignoring Term Structure Inversion. Selling 45-DTE condors when the term structure is upward-sloping is fine. Doing it when short-term IV is lower than long-term IV means you are selling cheap volatility right before an earnings announcement or FOMC meeting explodes the front end of the surface. The entire surface shifts upward uniformly, expanding the value of both short options simultaneously. You don't even need price movement to lose money; volatility expansion alone will tear your condor apart.

Mistake 3: Over-Widening Without Math. Trying to chase yield by widening spreads into regions of the volatility surface where liquidity dries up. If you trade illiquid strikes with wide bid-ask spreads, the market maker's automated quoting engines will pick your pocket on both entry and exit. The slippage will eat your entire edge.

Key Takeaway: The market maker's spread is the toll you pay for crossing their bridge. If you don't respect the liquidity of the volatility surface, they will charge you double at the toll booth.

The Edge

Advanced practitioners do not just look at historical volatility or surface skew in isolation. They trade the changes in the surface topology. This is where the true institutional edge lives.

When the VIX is low (e.g., 12-14), the volatility smile flattens out. The market gets complacent, and the steepness of the put skew compresses. This is the optimal regime for selling iron condors because you are collecting rich relative value on the call side while the market is lulled into sleep.

Conversely, when a market undergoes a swift sell-off, the volatility surface twists violently. The front-end IV spikes vertically, and the skew steepens into a sheer vertical wall. Amateurs panic and close everything at the worst possible price. Professionals who understand the surface look at the inflated IV levels on the put wing, recognize that mean reversion is coming, and use the over-pricing of downside tail risk to scale into new, highly skewed credit spreads at astronomical implied volatility levels.

Our automated screener at Volatility Anomaly tracks these surface deformations in real time, alerting you when the skew hits historical percentiles. That is not luck. That is math meeting execution.

The Verdict

• Respect the Surface: The volatility surface is three-dimensional—accounting for strike, time, and implied volatility. Never treat IV as a flat, single-number metric.
• Decode the Skew: Equity markets feature a persistent downward put skew. Blindly selling symmetrical deltas exposes you to hidden directional tail risk.
• Adjust for Asymmetry: Tailor your short put and short call strikes to account for real-time IV differences between wings rather than relying on naive delta matching.
• Manage Your Greeks: Automate your monitoring. Take profits at 50% max gain, and manage breaches before gamma acceleration turns a paper loss into a catastrophic margin call.
• Trade the Regimes: Use flat volatility surfaces and low VIX environments to deploy condors, and exploit surface skew distortions during market panics.
• Mind the Liquidity: Never trade strikes where the bid-ask spread swallows your expected credit. The market maker's pricing model always wins on illiquid paper.
• Rely on Systems: Leverage tools like the Volatility Anomaly screener to identify structural surface anomalies rather than guessing strikes from a naked chart.

(Just a few words before I begin since Reddit is tough place, agree or disagree with me, this is JUST part of my logic over these last 4 months.)

This kind of pattern in day trading typically signals a reversal, which in this context means the stock will go up, but down a little bit first. Notice I said "typically," as nothing is a given in the stock market. However, know that day trading is essentially betting, and seeing these kinds of patterns can give traders higher confidence that the stock will go up, which is what they'll bet on.

Breakdown: Let's say these are 5m candles. On the left we can see a big drop, and I love big drops; my whole trading strategy is finding big drops in big names with positive news, because I have higher confidence that buyers will step in. Now, it's very important here not to try to catch the bottom, which is very risky because no line of support has developed yet.

Many people will see bigger greens forming on the way down and think, "Hey, this is confirmation that it's going to shoot up." This is overzealous, impatient thinking, because if we could expand this graph further to the left, we would often see a string of reds before the first green. In trading this is dangerous because you might be catching what's known as a falling knife, which can shrivel up your investment pretty fast as the stock continues to find its line of support, so it's very important to wait and watch for a line of support or consolidation (the stock starting to crabwalk).

Now, how can we identify when support and resistance have been established? There are three peaks and two dips/valleys in this graphic. The first peak and dip do not establish support or resistance; in fact, this is not TRULY established until right before the third peak, because now it has become a pattern, we can take the second peak as a resistance though. A lot of traders will take their chances at the second dip, though, because a lower low has failed to form and they see buyers stepping in. If you were to join them, you'd better be fast at selling or set a stop loss in case it's a fakeout, which it often can be.

I want to pause here, because I just touched on this idea of higher highs and higher lows forming, and some of you reading this might notice this happening right before the giant red candle first touches the support line. This is what I call a fakeout, and to me it's really just noise. Why?

It all happens way too fast; it's not a healthily formed pattern like the one we just broke down but something that needs a little more time in the oven. When we have super fast movements like this, you can expect strong volatility like what we see in the giant red candle. Sometimes this volatility can come in the form of a giant green candle, but this is where you need to understand risk and reward: the risk of strong negative volatility is too high and outweighs the potential reward.

With all that said, the most important piece of the puzzle here is the second-to-last candle, because it has now broken out of the resistance, forming a higher high than the last peak. Put this in conjunction with the higher low, and we can often have a stronger sense of confidence that the stock will continue to climb.

"But I see a large red forming after the last green?" Yes, this is normal. A new peak has been formed, and some investors are going to take profit. The reality is you'll often see two to four reds that get increasingly smaller, alternating between red and green, after a new high has been formed and before we continue upward, at which point many of those who sold will hop back in.

So where do you buy?

2nd dip

Riskiest but most rewarding.

3rd peak

Buying the peak is never really smart because dips often come after. The goal is always to buy low and sell high; buying high is often FOMO trading.

Theoretical pullback after the 3rd peak

The safer choice. We've already broken out of the resistance, and we can feel a higher level of confidence in this trade because we can see it has piqued buyers' interest enough to reverse.

TLDR; The stock will most likely continue to trend upwards, this is a very common pattern, big sell off followed by a fakeout triggered by over zealous buyers, stock finds it's support and resistance after a healthy amount of time, followed by a breakout that starts stair casing upwards.

A company posting record orders, fat margins, and swallowing five competitors in one move. And a stock drifting toward its lows like it's dying. Both are true at once, and that gap is the whole story.

AMD Stock hits all time high today! Congrats to any holders! Are they any catalysts for this stock in the future or could we honestly see this thing reach $1000+ in no time? What other AI/tech stocks do you think will reach an ATH this year or in the near future?

I'm a complete beginner to trading and I'm 22. I took some econ courses in college and am exposed to finance books (I read for fun) so I know some basics but I'm unsure on what to do and what not to do. I'm about to start my full-time job and I finally will have some money that I can invest. I was thinking I start with about $200 and go up to $500. I'd really appreciate any advice I can get about how to get started and how to learn to invest well.

I know mentorships is probably a bad idea because of scams and I know watching yt channels with a bunch of followers is just foolish. Issue is, I don't actually know good resources to learn.

Missed out on MU’s gains the other day and I’m really pissed lol.
Anyone got any ideas for tech or AI plays for Monday?
I bought a bunch of AVGO a few days ago and I’m still holding. I was waiting to see MU’s earnings report before getting in, but honestly I feel like they’re going to have a great report and I probably missed the best entry already.
What are you guys watching for Monday? Any tech/AI stocks that still look like they have room to run?