Archive
SomerQuant Daily — Archive
Rebuilding on free-source pipelineDaily market structure note. Live cadence resumes within the next trading week on a fully reproducible, free-source data template. Past editions remain readable below.
Recent editions
SomerQuant Daily — Options Flow + Dark Pool, 14 May 2026
Risk-on tape: broad participation, conviction flow leans long. Call premium $45.61B vs put $19.12B (2.4:1 skew). NVDA dark pool +978% to $1.40B. Materials hogged the call book.
SomerQuant Daily — Options Flow + Dark Pool, 13 May 2026
Mixed tape with a slight risk-on lean. Call premium $40.11B, put premium $14.70B, EOD net call $436.5M. SPY dark pool $3.96B with 25 mega-prints.
SomerQuant Daily — Friday May 8, 2026
Friday May 8 recap: SPY $737.62, MPI 79 (Bull). Calls outpaced puts 3.7× by premium. Top tickers, sector tilt, block activity.
SomerQuant Daily — Options Flow + Dark Pool, 7 May 2026
Thursday May 7 recap: $4.63B premium, 9,043 rows. SPY/QQQ tone, sector tilt, top tickers by premium, dark pool blocks.
SomerQuant Daily — Options Flow + Dark Pool, 20 April 2026
Monday Apr 20 recap: $16.47B aggregate premium. SPY/QQQ tone, sector tilt, top tickers by premium, dark pool blocks.
What’s changing
Migrating to a public-source data template (yfinance EOD chains, FINRA OTC ATS, SEC EDGAR Form 4, our own MPI). Every chart and observation will be reproducible by any reader. Zero proprietary data dependency.
Cadence going forward
Resumes each trading day after the close. Every edition: MPI snapshot, regime read, observation-led commentary. Never recommendations, never investment advice.