The Cart Leading the Horse: How Options Flow Is FORCING Stock Prices Higher

Don Kaufman here. 

Something fascinating happened yesterday.

Brandon Chapman (CMT) and I broke down how we're using a little-known market phenomenon to spot explosive moves BEFORE they happen.

I've been doing this for decades (from Chicago trading floors to building Thinkorswim), but this approach is different.

It's what I call "forensic order flow" 

Here's the thing most traders miss:

When retail buys calls, market makers MUST sell those calls and immediately buy stock to remain neutral. This forced buying drives prices higher, creating a feedback loop.

But not all option volume matters. Some 15,000 contract trades are meaningless, while others lead to 222% gains (like Brandon’s Plug Power trade).

In yesterday's training, we revealed:

→ How to spot the difference between random option volume and TRUE "squeeze bars"
→ The exact criteria Brandon uses to identify these setups (19 for 19 in 75 days)
→ Real examples like SILJ's 393% gain in FOUR DAYS
→ Two active squeeze bars happening RIGHT NOW that you can analyze

This isn't technical analysis - it's trading forensics. And it's how we've generated a 52.6% account surge in just 75 days.

If you want to see how this works (including the specific footprints we look for), watch the full training here:

LINK TO TRAINING

I've seen billions in order flow over my career, and I'm telling you - this is the edge most traders are missing.

To your success,

Don Kaufman

P.S. The options marketplace is now a cart leading the horse. Once you understand how this mechanism works, you'll never look at charts the same way again.