Jun 11, 01:31 PM

S&P 500, NASDAQ 100, Dow 30, MAG 7 Show Large Negative Market-On-Close Imbalances and Bearish Options Delta on June 11

Between June 10 and June 11, 2025, major U.S. equity indices experienced notable market-on-open (MOO) and market-on-close (MOC) imbalances. On June 10, the S&P 500 recorded a MOO imbalance of 114.5 million shares and a MOC imbalance of 672.8 million shares, while the NASDAQ 100 showed a negative MOO imbalance of 25.9 million shares but a positive MOC imbalance of 142.0 million shares. The Dow 30 had a MOO imbalance of 7.7 million shares and a MOC imbalance of 272.5 million shares. The MAG 7 stocks exhibited negative MOO imbalances of 7.1 million shares and a positive MOC imbalance of 119.2 million shares. On June 11, the S&P 500’s MOO imbalance increased to 129.3 million shares, but the NASDAQ 100, Dow 30, and MAG 7 showed negative or near-zero MOO imbalances. Notably, the MOC imbalances on June 11 were sharply negative across all indices, with the S&P 500 at -1,062.5 million shares, NASDAQ 100 at -379.6 million shares, Dow 30 at -620.2 million shares, and MAG 7 at -161.6 million shares. Additionally, net options delta positions for the $QQQ and $SPY ETFs were negative by 5.4 million and 5.9 million shares respectively on June 11, indicating bearish sentiment in options markets. These imbalances suggest significant selling pressure at market close on June 11 across major U.S. indices and large-cap technology stocks.

#NASDAQ #Dow

Written with ChatGPT (GPT-4).

S&P 500, NASDAQ 100, Dow 30, MAG 7 Show Large Negative Market-On-Close Imbalances and Bearish Options Delta on June 11

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