⚡ AllWallSt Institutional Terminal Suite
Quantitative Derivatives & Market Structure
Dealer Gamma & Options Pinning Matrix
Institutional options market structure, dealer delta-hedging gravitational zones, Put/Call support walls, and 30-day 1-sigma expected channels across 57 covered securities.
🎯 Max Pain Pinning
17 / 57
Equities pinned within ±2.5% of strike
🌊 Gamma Regime Balance
29 POS / 11 NEG
51% Portfolio in Volatility Dampening
⚡ Median Implied Vol
51.1%
Coverage Basket 30-Day ATM IV
⚖️ Aggregate Put/Call OI
0.95
Systemic Institutional Hedging Skew
🎯 Tightest OPEX Gamma Pins
Mean-Reversion
🚀 Call-Skew & Vol Squeeze
Breakout Gamma
| Security & GICS Sector ↕ | Spot & Daily IV ↕ | Max Pain Strike ↕ | Dealer Gamma Regime ↕ | Put Wall / Spot / Call Wall | 30D 1-Sigma Band ↕ | Put/Call & Open Interest ↕ | Research |
|---|---|---|---|---|---|---|---|
|
JPM
HOLD
JPMorgan Chase & Co.
Financial Services • Diversified Banking
|
$339.83
IV: 27.1% (±1.7%/d)
|
$340.00 🎯 PINNED (+0.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $320Spot $339.83Call $350 |
$313.32 – $366.34
±$26.51 (±7.8% 30D)
|
1.00 (Balanced)
154.4K OI (77.1KC / 77.3KP)
|
Audit Note → |
|
MSFT
HOLD
Microsoft Corporation
Technology • Software Infrastructure
|
$533.04
IV: 25.3% (±1.6%/d)
|
$532.50 🎯 PINNED (-0.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $500Spot $533.04Call $560 |
$494.13 – $571.95
±$38.91 (±7.3% 30D)
|
0.88 (Balanced)
222.9K OI (118.8KC / 104.1KP)
|
Audit Note → |
|
MS
HOLD
Morgan Stanley
Financial Services • Investment Banking
|
$184.78
IV: 43.0% (±2.7%/d)
|
$185.00 🎯 PINNED (+0.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $170Spot $184.78Call $200 |
$162.05 – $207.51
±$22.73 (±12.3% 30D)
|
0.96 (Balanced)
91.1K OI (46.5KC / 44.5KP)
|
Audit Note → |
|
AMD
BUY
Advanced Micro Devices, Inc.
Technology • Semiconductors
|
$448.11
IV: 95.0% (±6.0%/d)
|
$447.50 🎯 PINNED (-0.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $90Spot $448.11Call $510 |
$326.22 – $570.00
±$121.89 (±27.2% 30D)
|
0.61 (Call Skew)
318.3K OI (198.1KC / 120.2KP)
|
Audit Note → |
|
NVDA
HOLD
NVIDIA Corporation
Technology • Semiconductors
|
$191.84
IV: 59.8% (±3.8%/d)
|
$192.50 🎯 PINNED (+0.3%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $150Spot $191.84Call $220 |
$159.04 – $224.64
±$32.80 (±17.1% 30D)
|
0.66 (Balanced)
927.7K OI (559.6KC / 368.0KP)
|
Audit Note → |
|
HON
SELL
Honeywell International Inc.
Industrials • Diversified Industrials
|
$218.42
IV: 32.8% (±2.1%/d)
|
$217.50 🎯 PINNED (-0.4%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $190Spot $218.42Call $220 |
$197.89 – $238.95
±$20.53 (±9.4% 30D)
|
0.69 (Balanced)
12.7K OI (7.5KC / 5.2KP)
|
Audit Note → |
|
META
HOLD
Meta Platforms, Inc.
Technology • Internet Media
|
$619.04
IV: 36.8% (±2.3%/d)
|
$615.00 🎯 PINNED (-0.7%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $515Spot $619.04Call $660 |
$553.42 – $684.66
±$65.62 (±10.6% 30D)
|
0.71 (Balanced)
230.1K OI (134.9KC / 95.2KP)
|
Audit Note → |
|
SCHW
BUY
The Charles Schwab Corporation
Financial Services • Capital Markets & Brokerage
|
$92.72
IV: 36.6% (±2.3%/d)
|
$92.00 🎯 PINNED (-0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $90Spot $92.72Call $105 |
$82.98 – $102.46
±$9.74 (±10.5% 30D)
|
1.12 (Balanced)
83.1K OI (39.1KC / 43.9KP)
|
Audit Note → |
|
AAPL
HOLD
Apple Inc.
Technology • Consumer Electronics
|
$342.31
IV: 27.0% (±1.7%/d)
|
$345.00 🎯 PINNED (+0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $165Spot $342.31Call $360 |
$315.95 – $368.67
±$26.36 (±7.7% 30D)
|
1.33 (Defensive)
637.4K OI (273.2KC / 364.2KP)
|
Audit Note → |
|
TSLA
SELL
Tesla, Inc.
Consumer Discretionary • Auto Manufacturers
|
$361.11
IV: 38.1% (±2.4%/d)
|
$365.00 🎯 PINNED (+1.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $240Spot $361.11Call $400 |
$321.75 – $400.47
±$39.36 (±10.9% 30D)
|
1.08 (Balanced)
622.4K OI (298.8KC / 323.6KP)
|
Audit Note → |
|
EQIX
SELL
Equinix, Inc.
Real Estate • Data Center REITs
|
$1011.43
IV: 37.1% (±2.3%/d)
|
$1000.00 🎯 PINNED (-1.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $1000Spot $1011.43Call $1140 |
$904.22 – $1118.64
±$107.21 (±10.6% 30D)
|
2.88 (Defensive)
16.3K OI (4.2KC / 12.1KP)
|
Audit Note → |
|
GOOGL
HOLD
Alphabet Inc.
Technology • Internet Services
|
$288.26
IV: 36.2% (±2.3%/d)
|
$285.00 🎯 PINNED (-1.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $275Spot $288.26Call $300 |
$258.28 – $318.24
±$29.98 (±10.4% 30D)
|
0.37 (Call Skew)
264.0K OI (192.7KC / 71.3KP)
|
Audit Note → |
|
BAC
HOLD
Bank of America Corporation
Financial Services • Diversified Banking
|
$50.25
IV: 26.1% (±1.6%/d)
|
$51.00 🎯 PINNED (+1.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $50Spot $50.25Call $51 |
$46.48 – $54.02
±$3.77 (±7.5% 30D)
|
0.81 (Balanced)
402.4K OI (221.8KC / 180.6KP)
|
Audit Note → |
|
SLB
HOLD
SLB N.V.
Energy • Oilfield Services
|
$50.88
IV: 51.8% (±3.3%/d)
|
$50.00 🎯 PINNED (-1.7%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $45Spot $50.88Call $55 |
$43.30 – $58.45
±$7.58 (±14.9% 30D)
|
0.51 (Call Skew)
76.6K OI (50.9KC / 25.7KP)
|
Audit Note → |
|
RTX
HOLD
RTX Corporation
Industrials • Aerospace & Defense
|
$191.51
IV: 32.2% (±2.0%/d)
|
$195.00 🎯 PINNED (+1.8%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $165Spot $191.51Call $220 |
$173.89 – $209.13
±$17.62 (±9.2% 30D)
|
1.09 (Balanced)
70.7K OI (33.8KC / 37.0KP)
|
Audit Note → |
|
QCOM
BUY
QUALCOMM Incorporated
Technology • Semiconductors
|
$164.26
IV: 51.4% (±3.2%/d)
|
$167.50 🎯 PINNED (+2.0%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $155Spot $164.26Call $175 |
$140.11 – $188.41
±$24.15 (±14.7% 30D)
|
0.83 (Balanced)
224.7K OI (123.1KC / 101.6KP)
|
Audit Note → |
|
JNJ
BUY
Johnson & Johnson
Healthcare • Pharmaceuticals
|
$271.78
IV: 31.0% (±1.9%/d)
|
$265.00 🎯 PINNED (-2.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $260Spot $271.78Call $270 |
$247.59 – $295.97
±$24.19 (±8.9% 30D)
|
0.79 (Balanced)
58.8K OI (32.8KC / 26.0KP)
|
Audit Note → |
|
CARR
BUY
Carrier Global Corporation
Industrials • Building Products
|
$53.63
IV: 52.4% (±3.3%/d)
|
$55.00 ▲ PULL UP (+2.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $48Spot $53.63Call $59 |
$45.59 – $61.67
±$8.04 (±15.0% 30D)
|
5.67 (Defensive)
46.4K OI (6.9KC / 39.4KP)
|
Audit Note → |
|
GS
HOLD
The Goldman Sachs Group, Inc.
Financial Services • Investment Banking
|
$882.42
IV: 35.8% (±2.3%/d)
|
$905.00 ▲ PULL UP (+2.6%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $880Spot $882.42Call $950 |
$791.53 – $973.31
±$90.89 (±10.3% 30D)
|
0.82 (Balanced)
93.9K OI (51.4KC / 42.4KP)
|
Audit Note → |
|
LMT
BUY
Lockheed Martin Corporation
Industrials • Aerospace & Defense
|
$569.50
IV: 43.9% (±2.8%/d)
|
$585.00 ▲ PULL UP (+2.7%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $500Spot $569.50Call $700 |
$497.74 – $641.26
±$71.76 (±12.6% 30D)
|
0.85 (Balanced)
25.9K OI (14.0KC / 11.9KP)
|
Audit Note → |
|
XOM
HOLD
ExxonMobil Holdings Corporation
Energy • Oil & Gas Integrated
|
$165.25
IV: 43.1% (±2.7%/d)
|
$170.00 ▲ PULL UP (+2.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $160Spot $165.25Call $195 |
$144.76 – $185.74
±$20.49 (±12.4% 30D)
|
0.59 (Call Skew)
214.4K OI (135.0KC / 79.4KP)
|
Audit Note → |
|
NFLX
HOLD
Netflix, Inc.
Communication Services • Streaming & Entertainment
|
$64.05
IV: 35.8% (±2.3%/d)
|
$66.00 ▲ PULL UP (+3.0%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $60Spot $64.05Call $70 |
$57.45 – $70.65
±$6.60 (±10.3% 30D)
|
0.70 (Balanced)
771.1K OI (453.8KC / 317.3KP)
|
Audit Note → |
|
PFE
BUY
Pfizer Inc.
Healthcare • Pharmaceuticals
|
$29.11
IV: 39.8% (±2.5%/d)
|
$30.00 ▲ PULL UP (+3.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $25Spot $29.11Call $30 |
$25.79 – $32.43
±$3.32 (±11.4% 30D)
|
0.96 (Balanced)
361.1K OI (184.4KC / 176.7KP)
|
Audit Note → |
|
AMZN
BUY
Amazon.com, Inc.
Consumer Discretionary • Internet Retail
|
$263.23
IV: 34.4% (±2.2%/d)
|
$255.00 ▼ PULL DOWN (-3.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $250Spot $263.23Call $275 |
$237.17 – $289.29
±$26.06 (±9.9% 30D)
|
0.72 (Balanced)
345.9K OI (201.0KC / 144.9KP)
|
Audit Note → |
|
PLTR
HOLD
Palantir Technologies Inc.
Technology • Software Infrastructure
|
$162.18
IV: 54.0% (±3.4%/d)
|
$167.50 ▲ PULL UP (+3.3%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $100Spot $162.18Call $200 |
$137.04 – $187.32
±$25.14 (±15.5% 30D)
|
0.86 (Balanced)
848.1K OI (455.5KC / 392.6KP)
|
Audit Note → |
|
ABBV
BUY
AbbVie Inc.
Healthcare • Pharmaceuticals
|
$287.58
IV: 41.1% (±2.6%/d)
|
$277.50 ▼ PULL DOWN (-3.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $265Spot $287.58Call $290 |
$253.65 – $321.51
±$33.93 (±11.8% 30D)
|
0.98 (Balanced)
68.1K OI (34.4KC / 33.7KP)
|
Audit Note → |
|
PG
HOLD
The Procter & Gamble Company
Consumer Defensive • Household Products
|
$165.95
IV: 22.5% (±1.4%/d)
|
$160.00 ▼ PULL DOWN (-3.6%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $165Spot $165.95Call $168 |
$155.16 – $176.74
±$10.79 (±6.5% 30D)
|
0.69 (Balanced)
105.3K OI (62.2KC / 43.1KP)
|
Audit Note → |
|
V
HOLD
Visa Inc.
Financial Services • Credit Services
|
$420.52
IV: 25.5% (±1.6%/d)
|
$405.00 ▼ PULL DOWN (-3.7%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $240Spot $420.52Call $420 |
$389.82 – $451.22
±$30.70 (±7.3% 30D)
|
1.56 (Defensive)
123.8K OI (48.4KC / 75.4KP)
|
Audit Note → |
|
BA
SELL
The Boeing Company
Industrials • Aerospace & Defense
|
$173.35
IV: 35.3% (±2.2%/d)
|
$180.00 ▲ PULL UP (+3.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $165Spot $173.35Call $200 |
$155.84 – $190.86
±$17.51 (±10.1% 30D)
|
0.59 (Call Skew)
289.0K OI (181.4KC / 107.6KP)
|
Audit Note → |
|
GE
HOLD
GE Aerospace
Industrials • Aerospace & Defense
|
$324.26
IV: 40.5% (±2.5%/d)
|
$310.00 ▼ PULL DOWN (-4.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $280Spot $324.26Call $325 |
$286.65 – $361.87
±$37.61 (±11.6% 30D)
|
0.22 (Call Skew)
130.1K OI (106.8KC / 23.3KP)
|
Audit Note → |
|
COP
BUY
ConocoPhillips
Energy • Oil & Gas E&P
|
$136.11
IV: 57.7% (±3.6%/d)
|
$130.00 ▼ PULL DOWN (-4.5%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $130Spot $136.11Call $150 |
$113.65 – $158.57
±$22.46 (±16.5% 30D)
|
0.45 (Call Skew)
72.8K OI (50.2KC / 22.6KP)
|
Audit Note → |
|
TXN
BUY
Texas Instruments Incorporated
Technology • Semiconductors
|
$276.10
IV: 62.3% (±3.9%/d)
|
$290.00 ▲ PULL UP (+5.0%)
|
⚖️ BALANCED |
🎯 Put $240Spot $276.10Call $300 |
$226.68 – $325.52
±$49.42 (±17.9% 30D)
|
1.12 (Balanced)
61.3K OI (28.9KC / 32.4KP)
|
Audit Note → |
|
LLY
HOLD
Eli Lilly and Company
Healthcare • Pharmaceuticals
|
$1364.03
IV: 41.0% (±2.6%/d)
|
$1295.00 ▼ PULL DOWN (-5.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $610Spot $1364.03Call $1560 |
$1203.08 – $1524.98
±$160.95 (±11.8% 30D)
|
1.87 (Defensive)
114.8K OI (39.9KC / 74.8KP)
|
Audit Note → |
|
MA
SELL
Mastercard Incorporated
Financial Services • Credit Services
|
$653.64
IV: 35.2% (±2.2%/d)
|
$617.50 ▼ PULL DOWN (-5.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $615Spot $653.64Call $645 |
$587.62 – $719.66
±$66.02 (±10.1% 30D)
|
1.28 (Defensive)
44.6K OI (19.6KC / 25.0KP)
|
Audit Note → |
|
KO
HOLD
The Coca-Cola Company
Consumer Defensive • Beverages
|
$95.34
IV: 19.6% (±1.2%/d)
|
$90.00 ▼ PULL DOWN (-5.6%)
|
⚖️ BALANCED |
🎯 Put $90Spot $95.34Call $95 |
$90.00 – $100.68
±$5.34 (±5.6% 30D)
|
0.62 (Call Skew)
222.5K OI (137.3KC / 85.2KP)
|
Audit Note → |
|
MSTR
HOLD
MicroStrategy Incorporated
Technology • Enterprise Software & Treasury
|
$127.76
IV: 76.7% (±4.8%/d)
|
$135.00 ▲ PULL UP (+5.7%)
|
⚖️ BALANCED |
🎯 Put $75Spot $127.76Call $135 |
$99.65 – $155.87
±$28.11 (±22.0% 30D)
|
0.83 (Balanced)
830.8K OI (455.1KC / 375.7KP)
|
Audit Note → |
|
CRWD
HOLD
CrowdStrike Holdings, Inc.
Technology • Cybersecurity
|
$222.29
IV: 78.5% (±5.0%/d)
|
$235.00 ▲ PULL UP (+5.7%)
|
⚖️ BALANCED |
🎯 Put $200Spot $222.29Call $290 |
$172.27 – $272.31
±$50.02 (±22.5% 30D)
|
1.03 (Balanced)
206.5K OI (101.5KC / 104.9KP)
|
Audit Note → |
|
AMGN
HOLD
Amgen Inc.
Healthcare • Biotechnology
|
$458.98
IV: 40.7% (±2.6%/d)
|
$430.00 ▼ PULL DOWN (-6.3%)
|
⚖️ BALANCED |
🎯 Put $430Spot $458.98Call $505 |
$405.28 – $512.68
±$53.70 (±11.7% 30D)
|
0.63 (Call Skew)
51.0K OI (31.3KC / 19.7KP)
|
Audit Note → |
|
AVGO
HOLD
Broadcom Inc.
Technology • Semiconductors
|
$300.58
IV: 59.4% (±3.7%/d)
|
$320.00 ▲ PULL UP (+6.5%)
|
⚖️ BALANCED |
🎯 Put $275Spot $300.58Call $355 |
$249.48 – $351.68
±$51.10 (±17.0% 30D)
|
0.63 (Call Skew)
125.5K OI (76.8KC / 48.6KP)
|
Audit Note → |
|
TSM
BUY
Taiwan Semiconductor Manufacturing
Technology • Semiconductors
|
$374.98
IV: 56.2% (±3.5%/d)
|
$400.00 ▲ PULL UP (+6.7%)
|
⚖️ BALANCED |
🎯 Put $360Spot $374.98Call $460 |
$314.61 – $435.35
±$60.37 (±16.1% 30D)
|
0.89 (Balanced)
346.0K OI (182.9KC / 163.1KP)
|
Audit Note → |
|
SMCI
SELL
Super Micro Computer, Inc.
Technology • Computer Hardware
|
$29.00
IV: 79.5% (±5.0%/d)
|
$31.00 ▲ PULL UP (+6.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $20Spot $29.00Call $40 |
$22.39 – $35.61
±$6.61 (±22.8% 30D)
|
0.38 (Call Skew)
621.2K OI (448.9KC / 172.4KP)
|
Audit Note → |
|
COIN
HOLD
Coinbase Global, Inc.
Financial Services • Digital Asset Exchange
|
$135.65
IV: 82.0% (±5.2%/d)
|
$145.00 ▲ PULL UP (+6.9%)
|
⚖️ BALANCED |
🎯 Put $90Spot $135.65Call $170 |
$103.77 – $167.53
±$31.88 (±23.5% 30D)
|
0.82 (Balanced)
309.5K OI (170.5KC / 139.0KP)
|
Audit Note → |
|
HD
BUY
The Home Depot, Inc.
Consumer Discretionary • Home Improvement Retail
|
$344.38
IV: 36.7% (±2.3%/d)
|
$320.00 ▼ PULL DOWN (-7.1%)
|
⚖️ BALANCED |
🎯 Put $300Spot $344.38Call $340 |
$308.22 – $380.53
±$36.16 (±10.5% 30D)
|
0.77 (Balanced)
86.7K OI (49.1KC / 37.6KP)
|
Audit Note → |
|
CEG
SELL
Constellation Energy Corporation
Utilities • Nuclear Energy
|
$251.23
IV: 54.0% (±3.4%/d)
|
$270.00 ▲ PULL UP (+7.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $220Spot $251.23Call $300 |
$212.29 – $290.17
±$38.94 (±15.5% 30D)
|
1.49 (Defensive)
65.7K OI (26.3KC / 39.3KP)
|
Audit Note → |
|
ABT
SELL
Abbott Laboratories
Healthcare • Medical Devices
|
$111.37
IV: 46.0% (±2.9%/d)
|
$103.00 ▼ PULL DOWN (-7.5%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $95Spot $111.37Call $110 |
$96.67 – $126.07
±$14.70 (±13.2% 30D)
|
0.45 (Call Skew)
62.0K OI (42.7KC / 19.3KP)
|
Audit Note → |
|
ISRG
HOLD
Intuitive Surgical, Inc.
Healthcare • Medical Devices
|
$460.12
IV: 53.2% (±3.4%/d)
|
$420.00 ▼ PULL DOWN (-8.7%)
|
⚖️ BALANCED |
🎯 Put $350Spot $460.12Call $530 |
$389.72 – $530.52
±$70.40 (±15.3% 30D)
|
0.93 (Balanced)
26.4K OI (13.7KC / 12.7KP)
|
Audit Note → |
|
FCX
HOLD
Freeport-McMoRan Inc.
Basic Materials • Copper Mining
|
$59.61
IV: 53.8% (±3.4%/d)
|
$65.00 ▲ PULL UP (+9.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $50Spot $59.61Call $80 |
$50.43 – $68.79
±$9.18 (±15.4% 30D)
|
0.50 (Call Skew)
154.4K OI (102.9KC / 51.5KP)
|
Audit Note → |
|
FSLR
BUY
First Solar, Inc.
Energy • Solar Energy
|
$204.12
IV: 46.5% (±2.9%/d)
|
$185.00 ▼ PULL DOWN (-9.4%)
|
⚖️ BALANCED |
🎯 Put $165Spot $204.12Call $250 |
$176.97 – $231.27
±$27.15 (±13.3% 30D)
|
0.69 (Balanced)
93.1K OI (55.1KC / 38.1KP)
|
Audit Note → |
|
ASML
HOLD
ASML Holding N.V.
Technology • Semiconductor Equipment
|
$1425.76
IV: 58.6% (±3.7%/d)
|
$1560.00 ▲ PULL UP (+9.4%)
|
⚖️ BALANCED |
🎯 Put $1400Spot $1425.76Call $1900 |
$1186.23 – $1665.29
±$239.53 (±16.8% 30D)
|
0.89 (Balanced)
51.3K OI (27.1KC / 24.2KP)
|
Audit Note → |
|
MCD
BUY
McDonald's Corporation
Consumer Discretionary • Restaurants
|
$277.04
IV: 18.4% (±1.2%/d)
|
$250.00 ▼ PULL DOWN (-9.8%)
|
⚖️ BALANCED |
🎯 Put $250Spot $277.04Call $275 |
$262.36 – $291.72
±$14.68 (±5.3% 30D)
|
0.69 (Balanced)
106.9K OI (63.2KC / 43.7KP)
|
Audit Note → |
|
ARKK
SELL
ARK Innovation ETF
Thematic ETF • Disruptive Innovation ETF
|
$75.20
IV: 55.3% (±3.5%/d)
|
$83.00 ▲ PULL UP (+10.4%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $75Spot $75.20Call $85 |
$63.24 – $87.16
±$11.96 (±15.9% 30D)
|
1.96 (Defensive)
166.9K OI (56.4KC / 110.5KP)
|
Audit Note → |
|
ORCL
HOLD
Oracle Corporation
Technology • Software Infrastructure
|
$117.61
IV: 63.0% (±4.0%/d)
|
$130.00 ▲ PULL UP (+10.5%)
|
⚖️ BALANCED |
🎯 Put $105Spot $117.61Call $140 |
$96.32 – $138.90
±$21.29 (±18.1% 30D)
|
0.72 (Balanced)
874.7K OI (509.4KC / 365.4KP)
|
Audit Note → |
|
SNOW
HOLD
Snowflake Inc.
Technology • Cloud Data Platforms
|
$269.36
IV: 71.2% (±4.5%/d)
|
$300.00 ▲ PULL UP (+11.4%)
|
⚖️ BALANCED |
🎯 Put $270Spot $269.36Call $320 |
$214.41 – $324.31
±$54.95 (±20.4% 30D)
|
0.71 (Balanced)
89.6K OI (52.5KC / 37.1KP)
|
Audit Note → |
|
INTC
SELL
Intel Corporation
Technology • Semiconductors
|
$55.38
IV: 87.7% (±5.5%/d)
|
$65.00 ▲ PULL UP (+17.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $50Spot $55.38Call $130 |
$41.48 – $69.28
±$13.90 (±25.1% 30D)
|
0.32 (Call Skew)
1.51M OI (1.15MC / 361.4KP)
|
Audit Note → |
|
ARM
HOLD
Arm Holdings plc
Technology • Semiconductors
|
$173.91
IV: 75.8% (±4.8%/d)
|
$210.00 ▲ PULL UP (+20.8%)
|
⚖️ BALANCED |
🎯 Put $60Spot $173.91Call $200 |
$136.17 – $211.65
±$37.74 (±21.7% 30D)
|
0.75 (Balanced)
186.1K OI (106.5KC / 79.6KP)
|
Audit Note → |
|
IREN
HOLD
IREN Limited
Technology • HPC & AI Data Centers
|
$21.61
IV: 124.9% (±7.9%/d)
|
$27.00 ▲ PULL UP (+24.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $15Spot $21.61Call $40 |
$13.87 – $29.35
±$7.74 (±35.8% 30D)
|
0.58 (Call Skew)
954.4K OI (602.6KC / 351.8KP)
|
Audit Note → |
|
CRWV
HOLD
CoreWeave Inc.
Technology • AI Cloud Infrastructure
|
$45.65
IV: 190.0% (±12.0%/d)
|
$59.00 ▲ PULL UP (+29.2%)
|
⚖️ BALANCED |
🎯 Put $30Spot $45.65Call $75 |
$20.77 – $70.53
±$24.88 (±54.5% 30D)
|
0.75 (Balanced)
967.4K OI (551.3KC / 416.1KP)
|
Audit Note → |
📖 Institutional Derivatives Desk Guide: Reading the Matrix
Options market makers maintain delta-neutral books. To hedge options sold to retail and institutional desks, dealers actively buy or sell shares of the underlying equity. This programmatic hedging creates distinct structural gravitational forces:
1. Max Pain Gravitational Pinning
The Max Pain strike is the price where the largest dollar value of options expire worthless. As monthly OPEX approaches, market maker delta-unwinding creates gravitational drag pulling spot toward this price level.
2. Put Support & Call Resistance Walls
The Put Wall is the strike with the largest downside put open interest (acting as a dealer buy-back floor as vanna/charm decay). The Call Wall is the largest upside call strike where dealers hedge by selling stock or rolling strikes.
3. Daily vs. 30-Day 1-Sigma Implied Move
Daily 1-Sigma move is computed as ATM_IV / √252, while the 30-day channel is Spot × (ATM_IV × √(30 / 365)), establishing the 68.2% statistical band priced by options dealers.