According to @KobeissiLetter, U.S. retail investors were net buyers of equities in 21 of the last 24 weeks, while being net sellers in only 7 of 38 weeks in 2025, highlighting persistent dip-buying flows, source: @KobeissiLetter, Oct 2, 2025. Last week registered the largest buying imbalance since May 5, 2025, signaling strong buy-the-dip activity, source: @KobeissiLetter, Oct 2, 2025. Retail investors were net buyers of ETFs in 183 of 185 trading days year-to-date, underscoring sustained inflows into passive and thematic exposures, source: @KobeissiLetter, Oct 2, 2025. Last week was the second most bullish week of 2025 for options activity, and individuals posted 22 consecutive weekly net purchases of equity options, reflecting elevated risk-on positioning, source: @KobeissiLetter, Oct 2, 2025. The post frames retail appetite for risk as the strongest on record, a key sentiment datapoint that traders track for market tone; no crypto-specific impacts were mentioned in the source, source: @KobeissiLetter, Oct 2, 2025.

According to @KobeissiLetter, the 3-month average volume of US equity call options has reached approximately 34 million contracts, which is near an all-time high (source: @KobeissiLetter on X, Aug 21, 2025). According to @KobeissiLetter, call options volume has tripled over the last five years, highlighting a sharp acceleration in options market activity (source: @KobeissiLetter on X, Aug 21, 2025). According to @KobeissiLetter, the post also references a change in the 3-month average volume of equity put options, but the specific figures were not provided in the visible text and no crypto-asset implications were stated (source: @KobeissiLetter on X, Aug 21, 2025).