⚡ 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 61 covered securities.
🎯 Max Pain Pinning
19 / 61
Equities pinned within ±2.5% of strike
🌊 Gamma Regime Balance
24 POS / 17 NEG
39% Portfolio in Volatility Dampening
⚡ Median Implied Vol
12.8%
Coverage Basket 30-Day ATM IV
⚖️ Aggregate Put/Call OI
1.04
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 |
|---|---|---|---|---|---|---|---|
|
SLB
HOLD
SLB N.V.
Energy • Oilfield Services
|
$49.90
IV: 12.5% (±0.8%/d)
|
$50.00 🎯 PINNED (+0.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
$50 Floor $45Spot $49.90Ceiling $55 |
$48.10 – $51.70
±$1.80 (±3.6% 30D)
|
0.54 (Call Skew)
73.3K OI (47.6KC / 25.7KP)
|
Audit Note → |
|
AAPL
HOLD
Apple Inc.
Technology • Consumer Electronics
|
$348.51
IV: 12.5% (±0.8%/d)
|
$347.50 🎯 PINNED (-0.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$348 Floor $340Spot $348.51Ceiling $355 |
$335.96 – $361.06
±$12.55 (±3.6% 30D)
|
0.85 (Balanced)
412.2K OI (223.2KC / 189.0KP)
|
Audit Note → |
|
GS
HOLD
The Goldman Sachs Group, Inc.
Financial Services • Investment Banking
|
$910.19
IV: 12.5% (±0.8%/d)
|
$907.50 🎯 PINNED (-0.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$908 Floor $880Spot $910.19Ceiling $1000 |
$877.42 – $942.96
±$32.77 (±3.6% 30D)
|
0.90 (Balanced)
58.6K OI (30.8KC / 27.8KP)
|
Audit Note → |
|
MSFT
HOLD
Microsoft Corporation
Technology • Software Infrastructure
|
$533.16
IV: 12.5% (±0.8%/d)
|
$535.00 🎯 PINNED (+0.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$535 Floor $500Spot $533.16Ceiling $550 |
$513.97 – $552.35
±$19.19 (±3.6% 30D)
|
0.77 (Balanced)
227.1K OI (128.5KC / 98.6KP)
|
Audit Note → |
|
JPM
BUY
JPMorgan Chase & Co.
Financial Services • Diversified Banking
|
$342.07
IV: 12.5% (±0.8%/d)
|
$340.00 🎯 PINNED (-0.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$340 Floor $320Spot $342.07Ceiling $390 |
$329.76 – $354.38
±$12.31 (±3.6% 30D)
|
0.96 (Balanced)
106.8K OI (54.5KC / 52.3KP)
|
Audit Note → |
|
BAC
HOLD
Bank of America Corporation
Financial Services • Diversified Banking
|
$50.68
IV: 12.5% (±0.8%/d)
|
$51.00 🎯 PINNED (+0.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$51 Floor $50Spot $50.68Ceiling $55 |
$48.86 – $52.50
±$1.82 (±3.6% 30D)
|
0.71 (Balanced)
355.2K OI (207.2KC / 148.0KP)
|
Audit Note → |
|
NVDA
HOLD
NVIDIA Corporation
Technology • Semiconductors
|
$168.89
IV: 12.5% (±0.8%/d)
|
$167.50 🎯 PINNED (-0.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
$168 Floor $145Spot $168.89Ceiling $190 |
$162.81 – $174.97
±$6.08 (±3.6% 30D)
|
0.09 (Call Skew)
959.2K OI (880.7KC / 78.6KP)
|
Audit Note → |
|
CEG
BUY
Constellation Energy Corporation
Utilities • Nuclear Energy
|
$267.76
IV: 12.5% (±0.8%/d)
|
$270.00 🎯 PINNED (+0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$270 Floor $220Spot $267.76Ceiling $290 |
$258.12 – $277.40
±$9.64 (±3.6% 30D)
|
1.54 (Defensive)
63.8K OI (25.1KC / 38.7KP)
|
Audit Note → |
|
WFC
BUY
Wells Fargo & Company
Financial Services • Diversified Banking
|
$85.76
IV: 12.5% (±0.8%/d)
|
$85.00 🎯 PINNED (-0.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$85 Floor $72Spot $85.76Ceiling $92 |
$82.67 – $88.85
±$3.09 (±3.6% 30D)
|
1.13 (Balanced)
158.1K OI (74.2KC / 83.9KP)
|
Audit Note → |
|
TSM
BUY
Taiwan Semiconductor Manufacturing
Technology • Semiconductors
|
$396.48
IV: 12.5% (±0.8%/d)
|
$400.00 🎯 PINNED (+0.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$400 Floor $390Spot $396.48Ceiling $450 |
$382.21 – $410.75
±$14.27 (±3.6% 30D)
|
1.03 (Balanced)
340.3K OI (167.6KC / 172.8KP)
|
Audit Note → |
|
GOOGL
HOLD
Alphabet Inc.
Technology • Internet Services
|
$287.38
IV: 12.5% (±0.8%/d)
|
$290.00 🎯 PINNED (+0.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$290 Floor $270Spot $287.38Ceiling $300 |
$277.03 – $297.73
±$10.35 (±3.6% 30D)
|
0.38 (Call Skew)
214.1K OI (155.1KC / 58.9KP)
|
Audit Note → |
|
AMD
BUY
Advanced Micro Devices, Inc.
Technology • Semiconductors
|
$515.21
IV: 12.5% (±0.8%/d)
|
$510.00 🎯 PINNED (-1.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$510 Floor $250Spot $515.21Ceiling $510 |
$496.66 – $533.76
±$18.55 (±3.6% 30D)
|
4.97 (Defensive)
181.3K OI (30.4KC / 151.0KP)
|
Audit Note → |
|
SCHW
BUY
The Charles Schwab Corporation
Financial Services • Capital Markets & Brokerage
|
$93.03
IV: 12.5% (±0.8%/d)
|
$92.00 🎯 PINNED (-1.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$92 Floor $91Spot $93.03Ceiling $105 |
$89.68 – $96.38
±$3.35 (±3.6% 30D)
|
1.28 (Defensive)
86.3K OI (37.8KC / 48.5KP)
|
Audit Note → |
|
PFE
BUY
Pfizer Inc.
Healthcare • Pharmaceuticals
|
$29.36
IV: 12.5% (±0.8%/d)
|
$29.00 🎯 PINNED (-1.2%)
|
🟢 POSITIVE (Mean-Reverting) |
$29 Floor $25Spot $29.36Ceiling $30 |
$28.30 – $30.42
±$1.06 (±3.6% 30D)
|
1.12 (Balanced)
235.9K OI (111.4KC / 124.5KP)
|
Audit Note → |
|
TSLA
SELL
Tesla, Inc.
Consumer Discretionary • Auto Manufacturers
|
$379.78
IV: 12.5% (±0.8%/d)
|
$375.00 🎯 PINNED (-1.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$375 Floor $120Spot $379.78Ceiling $375 |
$366.11 – $393.45
±$13.67 (±3.6% 30D)
|
6.10 (Defensive)
386.6K OI (54.5KC / 332.2KP)
|
Audit Note → |
|
MS
HOLD
Morgan Stanley
Financial Services • Investment Banking
|
$187.56
IV: 12.5% (±0.8%/d)
|
$185.00 🎯 PINNED (-1.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$185 Floor $170Spot $187.56Ceiling $200 |
$180.81 – $194.31
±$6.75 (±3.6% 30D)
|
0.87 (Balanced)
71.7K OI (38.4KC / 33.3KP)
|
Audit Note → |
|
SNOW
HOLD
Snowflake Inc.
Technology • Cloud Data Platforms
|
$295.76
IV: 12.5% (±0.8%/d)
|
$300.00 🎯 PINNED (+1.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$300 Floor $290Spot $295.76Ceiling $350 |
$285.11 – $306.41
±$10.65 (±3.6% 30D)
|
0.75 (Balanced)
55.5K OI (31.8KC / 23.7KP)
|
Audit Note → |
|
QCOM
BUY
QUALCOMM Incorporated
Technology • Semiconductors
|
$173.53
IV: 12.5% (±0.8%/d)
|
$170.00 🎯 PINNED (-2.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$170 Floor $150Spot $173.53Ceiling $175 |
$167.28 – $179.78
±$6.25 (±3.6% 30D)
|
0.81 (Balanced)
172.8K OI (95.2KC / 77.6KP)
|
Audit Note → |
|
PLTR
HOLD
Palantir Technologies Inc.
Technology • Software Infrastructure
|
$168.82
IV: 12.5% (±0.8%/d)
|
$165.00 🎯 PINNED (-2.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$165 Floor $100Spot $168.82Ceiling $170 |
$162.74 – $174.90
±$6.08 (±3.6% 30D)
|
0.60 (Call Skew)
534.6K OI (334.5KC / 200.1KP)
|
Audit Note → |
|
RTX
HOLD
RTX Corporation
Industrials • Aerospace & Defense
|
$200.27
IV: 12.5% (±0.8%/d)
|
$195.00 ▼ PULL DOWN (-2.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$195 Floor $175Spot $200.27Ceiling $210 |
$193.06 – $207.48
±$7.21 (±3.6% 30D)
|
1.14 (Balanced)
63.3K OI (29.6KC / 33.7KP)
|
Audit Note → |
|
CVX
BUY
Chevron Corporation
Energy • Oil & Gas Integrated
|
$211.22
IV: 12.5% (±0.8%/d)
|
$217.50 ▲ PULL UP (+3.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$218 Floor $200Spot $211.22Ceiling $230 |
$203.62 – $218.82
±$7.60 (±3.6% 30D)
|
0.38 (Call Skew)
137.5K OI (99.4KC / 38.1KP)
|
Audit Note → |
|
NEM
HOLD
Newmont Corporation
Basic Materials • Gold Mining
|
$119.96
IV: 12.5% (±0.8%/d)
|
$116.00 ▼ PULL DOWN (-3.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
$116 Floor $105Spot $119.96Ceiling $155 |
$115.64 – $124.28
±$4.32 (±3.6% 30D)
|
0.48 (Call Skew)
46.1K OI (31.2KC / 15.0KP)
|
Audit Note → |
|
XOM
HOLD
ExxonMobil Holdings Corporation
Energy • Oil & Gas Integrated
|
$164.47
IV: 12.5% (±0.8%/d)
|
$170.00 ▲ PULL UP (+3.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
$170 Floor $160Spot $164.47Ceiling $185 |
$158.55 – $170.39
±$5.92 (±3.6% 30D)
|
0.58 (Call Skew)
194.5K OI (123.4KC / 71.1KP)
|
Audit Note → |
|
ASML
SELL
ASML Holding N.V.
Technology • Semiconductor Equipment
|
$1507.85
IV: 12.5% (±0.8%/d)
|
$1560.00 ▲ PULL UP (+3.5%)
|
🟢 POSITIVE (Mean-Reverting) |
$1560 Floor $1300Spot $1507.85Ceiling $1900 |
$1453.57 – $1562.13
±$54.28 (±3.6% 30D)
|
1.02 (Balanced)
50.7K OI (25.1KC / 25.6KP)
|
Audit Note → |
|
HON
SELL
Honeywell International Inc.
Industrials • Diversified Industrials
|
$228.22
IV: 12.5% (±0.8%/d)
|
$220.00 ▼ PULL DOWN (-3.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$220 Floor $190Spot $228.22Ceiling $230 |
$220.00 – $236.44
±$8.22 (±3.6% 30D)
|
0.62 (Call Skew)
11.7K OI (7.2KC / 4.5KP)
|
Audit Note → |
|
V
HOLD
Visa Inc.
Financial Services • Credit Services
|
$423.00
IV: 12.5% (±0.8%/d)
|
$407.50 ▼ PULL DOWN (-3.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$408 Floor $240Spot $423.00Ceiling $470 |
$407.77 – $438.23
±$15.23 (±3.6% 30D)
|
1.46 (Defensive)
114.6K OI (46.6KC / 67.9KP)
|
Audit Note → |
|
CARR
BUY
Carrier Global Corporation
Industrials • Building Products
|
$53.01
IV: 12.5% (±0.8%/d)
|
$55.00 ▲ PULL UP (+3.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$55 Floor $48Spot $53.01Ceiling $59 |
$51.10 – $54.92
±$1.91 (±3.6% 30D)
|
6.05 (Defensive)
45.8K OI (6.5KC / 39.3KP)
|
Audit Note → |
|
BA
SELL
The Boeing Company
Industrials • Aerospace & Defense
|
$173.38
IV: 12.5% (±0.8%/d)
|
$180.00 ▲ PULL UP (+3.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
$180 Floor $165Spot $173.38Ceiling $200 |
$167.14 – $179.62
±$6.24 (±3.6% 30D)
|
0.56 (Call Skew)
268.3K OI (172.5KC / 95.8KP)
|
Audit Note → |
|
AMZN
BUY
Amazon.com, Inc.
Consumer Discretionary • Internet Retail
|
$270.87
IV: 12.5% (±0.8%/d)
|
$260.00 ▼ PULL DOWN (-4.0%)
|
⚖️ BALANCED |
$260 Floor $250Spot $270.87Ceiling $270 |
$261.12 – $280.62
±$9.75 (±3.6% 30D)
|
0.68 (Balanced)
288.6K OI (171.7KC / 116.9KP)
|
Audit Note → |
|
CRWD
HOLD
CrowdStrike Holdings, Inc.
Technology • Cybersecurity
|
$225.76
IV: 12.5% (±0.8%/d)
|
$235.00 ▲ PULL UP (+4.1%)
|
⚖️ BALANCED |
$235 Floor $200Spot $225.76Ceiling $290 |
$217.63 – $233.89
±$8.13 (±3.6% 30D)
|
1.16 (Defensive)
147.6K OI (68.3KC / 79.3KP)
|
Audit Note → |
|
META
HOLD
Meta Platforms, Inc.
Technology • Internet Media
|
$641.39
IV: 12.5% (±0.8%/d)
|
$612.50 ▼ PULL DOWN (-4.5%)
|
🔴 NEGATIVE (Vol Squeeze) |
$612 Floor $615Spot $641.39Ceiling $685 |
$618.30 – $664.48
±$23.09 (±3.6% 30D)
|
0.11 (Call Skew)
108.3K OI (97.9KC / 10.4KP)
|
Audit Note → |
|
LMT
BUY
Lockheed Martin Corporation
Industrials • Aerospace & Defense
|
$603.12
IV: 12.5% (±0.8%/d)
|
$575.00 ▼ PULL DOWN (-4.7%)
|
⚖️ BALANCED |
$575 Floor $500Spot $603.12Ceiling $700 |
$581.41 – $624.83
±$21.71 (±3.6% 30D)
|
0.85 (Balanced)
22.9K OI (12.4KC / 10.6KP)
|
Audit Note → |
|
EQIX
SELL
Equinix, Inc.
Real Estate • Data Center REITs
|
$1050.00
IV: 28.5% (±1.8%/d)
|
$1000.00 ▼ PULL DOWN (-4.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$1000 Floor $950Spot $1050.00Ceiling $1140 |
$963.90 – $1136.10
±$86.10 (±8.2% 30D)
|
1.79 (Defensive)
17.4K OI (6.2KC / 11.1KP)
|
Audit Note → |
|
ABT
SELL
Abbott Laboratories
Healthcare • Medical Devices
|
$110.46
IV: 12.5% (±0.8%/d)
|
$105.00 ▼ PULL DOWN (-4.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$105 Floor $95Spot $110.46Ceiling $110 |
$106.48 – $114.44
±$3.98 (±3.6% 30D)
|
0.49 (Call Skew)
60.1K OI (40.4KC / 19.6KP)
|
Audit Note → |
|
FSLR
BUY
First Solar, Inc.
Energy • Solar Energy
|
$180.98
IV: 12.5% (±0.8%/d)
|
$190.00 ▲ PULL UP (+5.0%)
|
⚖️ BALANCED |
$190 Floor $170Spot $180.98Ceiling $200 |
$174.46 – $187.50
±$6.52 (±3.6% 30D)
|
0.64 (Call Skew)
70.8K OI (43.2KC / 27.6KP)
|
Audit Note → |
|
ARKK
SELL
ARK Innovation ETF
Thematic ETF • Disruptive Innovation ETF
|
$77.10
IV: 12.5% (±0.8%/d)
|
$81.00 ▲ PULL UP (+5.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$81 Floor $70Spot $77.10Ceiling $77 |
$74.32 – $79.88
±$2.78 (±3.6% 30D)
|
1.56 (Defensive)
149.8K OI (58.5KC / 91.3KP)
|
Audit Note → |
|
PG
HOLD
The Procter & Gamble Company
Consumer Defensive • Household Products
|
$168.66
IV: 12.5% (±0.8%/d)
|
$160.00 ▼ PULL DOWN (-5.1%)
|
⚖️ BALANCED |
$160 Floor $155Spot $168.66Ceiling $168 |
$162.59 – $174.73
±$6.07 (±3.6% 30D)
|
0.68 (Balanced)
104.6K OI (62.3KC / 42.3KP)
|
Audit Note → |
|
TXN
BUY
Texas Instruments Incorporated
Technology • Semiconductors
|
$300.52
IV: 12.5% (±0.8%/d)
|
$285.00 ▼ PULL DOWN (-5.2%)
|
⚖️ BALANCED |
$285 Floor $240Spot $300.52Ceiling $310 |
$289.70 – $311.34
±$10.82 (±3.6% 30D)
|
1.24 (Defensive)
41.8K OI (18.6KC / 23.1KP)
|
Audit Note → |
|
ABBV
BUY
AbbVie Inc.
Healthcare • Pharmaceuticals
|
$293.89
IV: 12.5% (±0.8%/d)
|
$277.50 ▼ PULL DOWN (-5.6%)
|
⚖️ BALANCED |
$278 Floor $265Spot $293.89Ceiling $290 |
$283.31 – $304.47
±$10.58 (±3.6% 30D)
|
1.06 (Balanced)
70.6K OI (34.2KC / 36.3KP)
|
Audit Note → |
|
JNJ
BUY
Johnson & Johnson
Healthcare • Pharmaceuticals
|
$280.78
IV: 12.5% (±0.8%/d)
|
$265.00 ▼ PULL DOWN (-5.6%)
|
⚖️ BALANCED |
$265 Floor $260Spot $280.78Ceiling $280 |
$270.67 – $290.89
±$10.11 (±3.6% 30D)
|
0.71 (Balanced)
50.1K OI (29.4KC / 20.7KP)
|
Audit Note → |
|
FCX
HOLD
Freeport-McMoRan Inc.
Basic Materials • Copper Mining
|
$60.31
IV: 12.5% (±0.8%/d)
|
$64.00 ▲ PULL UP (+6.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$64 Floor $50Spot $60.31Ceiling $80 |
$58.14 – $62.48
±$2.17 (±3.6% 30D)
|
0.49 (Call Skew)
156.1K OI (104.8KC / 51.3KP)
|
Audit Note → |
|
MA
SELL
Mastercard Incorporated
Financial Services • Credit Services
|
$658.84
IV: 12.5% (±0.8%/d)
|
$615.00 ▼ PULL DOWN (-6.7%)
|
⚖️ BALANCED |
$615 Floor $640Spot $658.84Ceiling $665 |
$635.12 – $682.56
±$23.72 (±3.6% 30D)
|
1.06 (Balanced)
38.7K OI (18.8KC / 19.9KP)
|
Audit Note → |
|
ISRG
HOLD
Intuitive Surgical, Inc.
Healthcare • Medical Devices
|
$450.04
IV: 12.5% (±0.8%/d)
|
$420.00 ▼ PULL DOWN (-6.7%)
|
⚖️ BALANCED |
$420 Floor $350Spot $450.04Ceiling $530 |
$433.84 – $466.24
±$16.20 (±3.6% 30D)
|
1.01 (Balanced)
24.4K OI (12.1KC / 12.3KP)
|
Audit Note → |
|
NFLX
HOLD
Netflix, Inc.
Communication Services • Streaming & Entertainment
|
$63.26
IV: 12.5% (±0.8%/d)
|
$67.50 ▲ PULL UP (+6.7%)
|
⚖️ BALANCED |
$68 Floor $60Spot $63.26Ceiling $80 |
$60.98 – $65.54
±$2.28 (±3.6% 30D)
|
0.66 (Balanced)
542.5K OI (326.1KC / 216.3KP)
|
Audit Note → |
|
CSCO
HOLD
Cisco Systems, Inc.
Technology • Networking Equipment
|
$98.15
IV: 12.5% (±0.8%/d)
|
$105.00 ▲ PULL UP (+7.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$105 Floor $80Spot $98.15Ceiling $105 |
$94.62 – $101.68
±$3.53 (±3.6% 30D)
|
0.53 (Call Skew)
156.2K OI (102.3KC / 53.9KP)
|
Audit Note → |
|
KO
HOLD
The Coca-Cola Company
Consumer Defensive • Beverages
|
$96.91
IV: 12.5% (±0.8%/d)
|
$90.00 ▼ PULL DOWN (-7.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$90 Floor $78Spot $96.91Ceiling $98 |
$93.42 – $100.40
±$3.49 (±3.6% 30D)
|
0.55 (Call Skew)
154.2K OI (99.6KC / 54.6KP)
|
Audit Note → |
|
HD
BUY
The Home Depot, Inc.
Consumer Discretionary • Home Improvement Retail
|
$351.00
IV: 12.5% (±0.8%/d)
|
$325.00 ▼ PULL DOWN (-7.4%)
|
⚖️ BALANCED |
$325 Floor $305Spot $351.00Ceiling $370 |
$338.36 – $363.64
±$12.64 (±3.6% 30D)
|
0.90 (Balanced)
80.7K OI (42.4KC / 38.3KP)
|
Audit Note → |
|
GE
HOLD
GE Aerospace
Industrials • Aerospace & Defense
|
$337.91
IV: 12.5% (±0.8%/d)
|
$312.50 ▼ PULL DOWN (-7.5%)
|
🔴 NEGATIVE (Vol Squeeze) |
$312 Floor $280Spot $337.91Ceiling $350 |
$325.75 – $350.07
±$12.16 (±3.6% 30D)
|
0.32 (Call Skew)
92.7K OI (70.2KC / 22.5KP)
|
Audit Note → |
|
AMGN
HOLD
Amgen Inc.
Healthcare • Biotechnology
|
$465.23
IV: 12.5% (±0.8%/d)
|
$430.00 ▼ PULL DOWN (-7.6%)
|
⚖️ BALANCED |
$430 Floor $350Spot $465.23Ceiling $505 |
$448.48 – $481.98
±$16.75 (±3.6% 30D)
|
0.64 (Call Skew)
48.0K OI (29.2KC / 18.8KP)
|
Audit Note → |
|
COP
BUY
ConocoPhillips
Energy • Oil & Gas E&P
|
$135.59
IV: 12.5% (±0.8%/d)
|
$125.00 ▼ PULL DOWN (-7.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
$125 Floor $130Spot $135.59Ceiling $150 |
$130.71 – $140.47
±$4.88 (±3.6% 30D)
|
0.42 (Call Skew)
63.8K OI (45.0KC / 18.8KP)
|
Audit Note → |
|
SMCI
SELL
Super Micro Computer, Inc.
Technology • Computer Hardware
|
$27.79
IV: 12.5% (±0.8%/d)
|
$30.00 ▲ PULL UP (+8.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$30 Floor $25Spot $27.79Ceiling $30 |
$26.79 – $28.79
±$1.00 (±3.6% 30D)
|
0.39 (Call Skew)
503.3K OI (362.0KC / 141.3KP)
|
Audit Note → |
|
LLY
HOLD
Eli Lilly and Company
Healthcare • Pharmaceuticals
|
$1432.29
IV: 12.5% (±0.8%/d)
|
$1295.00 ▼ PULL DOWN (-9.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$1295 Floor $640Spot $1432.29Ceiling $1560 |
$1380.73 – $1483.85
±$51.56 (±3.6% 30D)
|
1.56 (Defensive)
102.9K OI (40.2KC / 62.7KP)
|
Audit Note → |
|
AVGO
SELL
Broadcom Inc.
Technology • Semiconductors
|
$331.98
IV: 12.5% (±0.8%/d)
|
$300.00 ▼ PULL DOWN (-9.6%)
|
🔴 NEGATIVE (Vol Squeeze) |
$300 Floor $210Spot $331.98Ceiling $330 |
$320.03 – $343.93
±$11.95 (±3.6% 30D)
|
0.13 (Call Skew)
102.3K OI (90.4KC / 11.9KP)
|
Audit Note → |
|
MSTR
HOLD
MicroStrategy Incorporated
Technology • Enterprise Software & Treasury
|
$121.07
IV: 12.5% (±0.8%/d)
|
$133.00 ▲ PULL UP (+9.8%)
|
⚖️ BALANCED |
$133 Floor $80Spot $121.07Ceiling $135 |
$116.71 – $125.43
±$4.36 (±3.6% 30D)
|
0.82 (Balanced)
764.6K OI (420.4KC / 344.2KP)
|
Audit Note → |
|
INTC
SELL
Intel Corporation
Technology • Semiconductors
|
$58.13
IV: 12.5% (±0.8%/d)
|
$64.00 ▲ PULL UP (+10.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$64 Floor $50Spot $58.13Ceiling $130 |
$56.04 – $60.22
±$2.09 (±3.6% 30D)
|
0.38 (Call Skew)
1.37M OI (993.2KC / 376.4KP)
|
Audit Note → |
|
ORCL
HOLD
Oracle Corporation
Technology • Software Infrastructure
|
$117.98
IV: 12.5% (±0.8%/d)
|
$130.00 ▲ PULL UP (+10.2%)
|
⚖️ BALANCED |
$130 Floor $105Spot $117.98Ceiling $140 |
$113.73 – $122.23
±$4.25 (±3.6% 30D)
|
0.76 (Balanced)
689.3K OI (391.8KC / 297.4KP)
|
Audit Note → |
|
MCD
BUY
McDonald's Corporation
Consumer Discretionary • Restaurants
|
$282.17
IV: 12.5% (±0.8%/d)
|
$250.00 ▼ PULL DOWN (-11.4%)
|
⚖️ BALANCED |
$250 Floor $250Spot $282.17Ceiling $295 |
$272.01 – $292.33
±$10.16 (±3.6% 30D)
|
0.72 (Balanced)
68.8K OI (40.1KC / 28.7KP)
|
Audit Note → |
|
ARM
HOLD
Arm Holdings plc
Technology • Semiconductors
|
$181.49
IV: 12.5% (±0.8%/d)
|
$205.00 ▲ PULL UP (+12.9%)
|
⚖️ BALANCED |
$205 Floor $60Spot $181.49Ceiling $200 |
$174.96 – $188.02
±$6.53 (±3.6% 30D)
|
0.87 (Balanced)
159.6K OI (85.2KC / 74.4KP)
|
Audit Note → |
|
CRWV
SELL
CoreWeave, Inc.
Technology • AI Cloud Infrastructure
|
$48.73
IV: 12.5% (±0.8%/d)
|
$59.00 ▲ PULL UP (+21.1%)
|
⚖️ BALANCED |
$59 Floor $30Spot $48.73Ceiling $60 |
$46.98 – $50.48
±$1.75 (±3.6% 30D)
|
0.93 (Balanced)
1.06M OI (548.9KC / 510.1KP)
|
Audit Note → |
|
COIN
HOLD
Coinbase Global, Inc.
Financial Services • Digital Asset Exchange
|
$132.13
IV: 12.5% (±0.8%/d)
|
$160.00 ▲ PULL UP (+21.1%)
|
⚖️ BALANCED |
$160 Floor $120Spot $132.13Ceiling $170 |
$127.37 – $136.89
±$4.76 (±3.6% 30D)
|
0.78 (Balanced)
146.1K OI (82.2KC / 63.9KP)
|
Audit Note → |
|
IREN
HOLD
IREN Limited
Technology • HPC & AI Data Centers
|
$19.73
IV: 12.5% (±0.8%/d)
|
$26.00 ▲ PULL UP (+31.8%)
|
⚖️ BALANCED |
$26 Floor $20Spot $19.73Ceiling $40 |
$19.02 – $20.44
±$0.71 (±3.6% 30D)
|
0.65 (Balanced)
945.2K OI (571.3KC / 373.9KP)
|
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.
4. Reading the Channel Gauge
The top 🎯 Pin Badge marks the Max Pain magnet. The Cyan Band shows the 30-day 1-sigma expected range. The White Cursor tracks live Spot price, framed between the Emerald Put Floor (left) and Rose Call Ceiling (right).
★
My Book
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Terminal
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