⚡ 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 58 covered securities.
🎯 Max Pain Pinning
15 / 58
Equities pinned within ±2.5% of strike
🌊 Gamma Regime Balance
22 POS / 10 NEG
38% Portfolio in Volatility Dampening
⚡ Median Implied Vol
52.3%
Coverage Basket 30-Day ATM IV
⚖️ Aggregate Put/Call OI
0.99
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
|
$49.92
IV: 46.1% (±2.9%/d)
|
$50.00 🎯 PINNED (+0.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $45Spot $49.92Call $55 |
$43.33 – $56.51
±$6.59 (±13.2% 30D)
|
0.53 (Call Skew)
71.4K OI (46.8KC / 24.6KP)
|
Audit Note → |
|
MSFT
HOLD
Microsoft Corporation
Technology • Software Infrastructure
|
$530.61
IV: 32.7% (±2.1%/d)
|
$532.50 🎯 PINNED (+0.4%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $500Spot $530.61Call $550 |
$480.73 – $580.49
±$49.88 (±9.4% 30D)
|
0.66 (Balanced)
104.7K OI (63.0KC / 41.8KP)
|
Audit Note → |
|
PFE
BUY
Pfizer Inc.
Healthcare • Pharmaceuticals
|
$29.39
IV: 29.1% (±1.8%/d)
|
$29.50 🎯 PINNED (+0.4%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $25Spot $29.39Call $30 |
$26.95 – $31.83
±$2.44 (±8.3% 30D)
|
0.99 (Balanced)
278.4K OI (139.9KC / 138.6KP)
|
Audit Note → |
|
SCHW
BUY
The Charles Schwab Corporation
Financial Services • Capital Markets & Brokerage
|
$91.49
IV: 31.5% (±2.0%/d)
|
$92.00 🎯 PINNED (+0.6%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $80Spot $91.49Call $105 |
$83.26 – $99.72
±$8.23 (±9.0% 30D)
|
0.97 (Balanced)
70.9K OI (36.1KC / 34.8KP)
|
Audit Note → |
|
AMZN
BUY
Amazon.com, Inc.
Consumer Discretionary • Internet Retail
|
$259.30
IV: 38.9% (±2.5%/d)
|
$257.50 🎯 PINNED (-0.7%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $250Spot $259.30Call $260 |
$230.26 – $288.34
±$29.04 (±11.2% 30D)
|
0.86 (Balanced)
181.1K OI (97.2KC / 83.9KP)
|
Audit Note → |
|
AAPL
HOLD
Apple Inc.
Technology • Consumer Electronics
|
$342.37
IV: 28.1% (±1.8%/d)
|
$345.00 🎯 PINNED (+0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $330Spot $342.37Call $362 |
$314.64 – $370.10
±$27.73 (±8.1% 30D)
|
0.90 (Balanced)
201.1K OI (105.6KC / 95.5KP)
|
Audit Note → |
|
HON
SELL
Honeywell International Inc.
Industrials • Diversified Industrials
|
$220.05
IV: 41.3% (±2.6%/d)
|
$217.50 🎯 PINNED (-1.2%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $190Spot $220.05Call $220 |
$194.08 – $246.02
±$25.97 (±11.8% 30D)
|
0.66 (Balanced)
10.6K OI (6.4KC / 4.2KP)
|
Audit Note → |
|
EQIX
SELL
Equinix, Inc.
Real Estate • Data Center REITs
|
$1012.71
IV: 38.5% (±2.4%/d)
|
$1000.00 🎯 PINNED (-1.3%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $1000Spot $1012.71Call $1140 |
$901.31 – $1124.11
±$111.40 (±11.0% 30D)
|
2.88 (Defensive)
16.3K OI (4.2KC / 12.1KP)
|
Audit Note → |
|
LMT
BUY
Lockheed Martin Corporation
Industrials • Aerospace & Defense
|
$567.08
IV: 38.1% (±2.4%/d)
|
$575.00 🎯 PINNED (+1.4%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $500Spot $567.08Call $700 |
$505.27 – $628.89
±$61.81 (±10.9% 30D)
|
0.91 (Balanced)
20.8K OI (10.9KC / 9.9KP)
|
Audit Note → |
|
META
HOLD
Meta Platforms, Inc.
Technology • Internet Media
|
$610.15
IV: 44.5% (±2.8%/d)
|
$620.00 🎯 PINNED (+1.6%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $600Spot $610.15Call $700 |
$532.05 – $688.25
±$78.10 (±12.8% 30D)
|
0.71 (Balanced)
88.1K OI (51.6KC / 36.6KP)
|
Audit Note → |
|
JPM
HOLD
JPMorgan Chase & Co.
Financial Services • Diversified Banking
|
$334.49
IV: 30.5% (±1.9%/d)
|
$340.00 🎯 PINNED (+1.6%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $320Spot $334.49Call $350 |
$305.39 – $363.59
±$29.10 (±8.7% 30D)
|
0.95 (Balanced)
128.6K OI (66.1KC / 62.5KP)
|
Audit Note → |
|
GOOGL
HOLD
Alphabet Inc.
Technology • Internet Services
|
$284.78
IV: 37.7% (±2.4%/d)
|
$290.00 🎯 PINNED (+1.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $275Spot $284.78Call $300 |
$254.02 – $315.54
±$30.76 (±10.8% 30D)
|
0.48 (Call Skew)
117.6K OI (79.5KC / 38.0KP)
|
Audit Note → |
|
TSLA
SELL
Tesla, Inc.
Consumer Discretionary • Auto Manufacturers
|
$358.22
IV: 56.6% (±3.6%/d)
|
$365.00 🎯 PINNED (+1.9%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $290Spot $358.22Call $400 |
$300.19 – $416.25
±$58.03 (±16.2% 30D)
|
0.68 (Balanced)
260.2K OI (154.9KC / 105.3KP)
|
Audit Note → |
|
MS
HOLD
Morgan Stanley
Financial Services • Investment Banking
|
$181.44
IV: 41.0% (±2.6%/d)
|
$185.00 🎯 PINNED (+2.0%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $170Spot $181.44Call $200 |
$160.03 – $202.85
±$21.41 (±11.8% 30D)
|
0.93 (Balanced)
82.6K OI (42.7KC / 39.9KP)
|
Audit Note → |
|
XOM
HOLD
ExxonMobil Holdings Corporation
Energy • Oil & Gas Integrated
|
$165.87
IV: 33.6% (±2.1%/d)
|
$170.00 🎯 PINNED (+2.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $160Spot $165.87Call $200 |
$149.95 – $181.79
±$15.92 (±9.6% 30D)
|
0.71 (Balanced)
168.1K OI (98.5KC / 69.6KP)
|
Audit Note → |
|
QCOM
BUY
QUALCOMM Incorporated
Technology • Semiconductors
|
$165.41
IV: 59.9% (±3.8%/d)
|
$170.00 ▲ PULL UP (+2.8%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $150Spot $165.41Call $175 |
$136.96 – $193.86
±$28.45 (±17.2% 30D)
|
0.89 (Balanced)
144.4K OI (76.5KC / 67.9KP)
|
Audit Note → |
|
RTX
HOLD
RTX Corporation
Industrials • Aerospace & Defense
|
$189.53
IV: 36.6% (±2.3%/d)
|
$195.00 ▲ PULL UP (+2.9%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $175Spot $189.53Call $220 |
$169.63 – $209.43
±$19.90 (±10.5% 30D)
|
1.14 (Balanced)
58.0K OI (27.1KC / 30.9KP)
|
Audit Note → |
|
PG
HOLD
The Procter & Gamble Company
Consumer Defensive • Household Products
|
$165.40
IV: 24.8% (±1.6%/d)
|
$160.00 ▼ PULL DOWN (-3.3%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $165Spot $165.40Call $168 |
$153.66 – $177.14
±$11.74 (±7.1% 30D)
|
0.66 (Balanced)
91.0K OI (54.9KC / 36.1KP)
|
Audit Note → |
|
TXN
BUY
Texas Instruments Incorporated
Technology • Semiconductors
|
$277.36
IV: 54.9% (±3.5%/d)
|
$287.50 ▲ PULL UP (+3.7%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $240Spot $277.36Call $300 |
$233.81 – $320.91
±$43.55 (±15.7% 30D)
|
1.15 (Balanced)
51.2K OI (23.8KC / 27.4KP)
|
Audit Note → |
|
GE
HOLD
GE Aerospace
Industrials • Aerospace & Defense
|
$323.24
IV: 44.7% (±2.8%/d)
|
$310.00 ▼ PULL DOWN (-4.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $280Spot $323.24Call $350 |
$281.87 – $364.61
±$41.37 (±12.8% 30D)
|
0.29 (Call Skew)
92.1K OI (71.4KC / 20.7KP)
|
Audit Note → |
|
NVDA
HOLD
NVIDIA Corporation
Technology • Semiconductors
|
$186.64
IV: 58.4% (±3.7%/d)
|
$195.00 ▲ PULL UP (+4.5%)
|
⚖️ BALANCED |
🎯 Put $165Spot $186.64Call $230 |
$155.47 – $217.81
±$31.17 (±16.7% 30D)
|
0.85 (Balanced)
643.3K OI (347.6KC / 295.7KP)
|
Audit Note → |
|
GS
HOLD
The Goldman Sachs Group, Inc.
Financial Services • Investment Banking
|
$865.82
IV: 40.2% (±2.5%/d)
|
$910.00 ▲ PULL UP (+5.1%)
|
⚖️ BALANCED |
🎯 Put $880Spot $865.82Call $1000 |
$766.25 – $965.39
±$99.57 (±11.5% 30D)
|
1.03 (Balanced)
69.8K OI (34.5KC / 35.4KP)
|
Audit Note → |
|
V
HOLD
Visa Inc.
Financial Services • Credit Services
|
$422.65
IV: 28.6% (±1.8%/d)
|
$400.00 ▼ PULL DOWN (-5.4%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $240Spot $422.65Call $420 |
$387.99 – $457.31
±$34.66 (±8.2% 30D)
|
1.45 (Defensive)
100.4K OI (41.0KC / 59.5KP)
|
Audit Note → |
|
LLY
HOLD
Eli Lilly and Company
Healthcare • Pharmaceuticals
|
$1354.00
IV: 43.6% (±2.8%/d)
|
$1280.00 ▼ PULL DOWN (-5.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $640Spot $1354.00Call $1440 |
$1184.75 – $1523.25
±$169.25 (±12.5% 30D)
|
1.48 (Defensive)
79.2K OI (31.9KC / 47.2KP)
|
Audit Note → |
|
MSTR
HOLD
MicroStrategy Incorporated
Technology • Enterprise Software & Treasury
|
$128.93
IV: 81.6% (±5.1%/d)
|
$136.00 ▲ PULL UP (+5.5%)
|
⚖️ BALANCED |
🎯 Put $100Spot $128.93Call $135 |
$98.76 – $159.10
±$30.17 (±23.4% 30D)
|
1.20 (Defensive)
487.4K OI (221.2KC / 266.2KP)
|
Audit Note → |
|
ABBV
BUY
AbbVie Inc.
Healthcare • Pharmaceuticals
|
$291.31
IV: 33.8% (±2.1%/d)
|
$275.00 ▼ PULL DOWN (-5.6%)
|
⚖️ BALANCED |
🎯 Put $265Spot $291.31Call $290 |
$263.05 – $319.57
±$28.26 (±9.7% 30D)
|
0.98 (Balanced)
62.8K OI (31.7KC / 31.1KP)
|
Audit Note → |
|
AMD
BUY
Advanced Micro Devices, Inc.
Technology • Semiconductors
|
$449.04
IV: 86.0% (±5.4%/d)
|
$475.00 ▲ PULL UP (+5.8%)
|
⚖️ BALANCED |
🎯 Put $450Spot $449.04Call $500 |
$338.13 – $559.95
±$110.91 (±24.7% 30D)
|
0.71 (Balanced)
143.2K OI (83.6KC / 59.6KP)
|
Audit Note → |
|
JNJ
BUY
Johnson & Johnson
Healthcare • Pharmaceuticals
|
$276.22
IV: 29.3% (±1.9%/d)
|
$260.00 ▼ PULL DOWN (-5.9%)
|
⚖️ BALANCED |
🎯 Put $260Spot $276.22Call $280 |
$253.02 – $299.42
±$23.20 (±8.4% 30D)
|
0.71 (Balanced)
44.1K OI (25.7KC / 18.4KP)
|
Audit Note → |
|
KO
HOLD
The Coca-Cola Company
Consumer Defensive • Beverages
|
$95.67
IV: 24.7% (±1.6%/d)
|
$90.00 ▼ PULL DOWN (-5.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $78Spot $95.67Call $98 |
$88.88 – $102.46
±$6.79 (±7.1% 30D)
|
0.53 (Call Skew)
169.7K OI (110.6KC / 59.1KP)
|
Audit Note → |
|
PLTR
HOLD
Palantir Technologies Inc.
Technology • Software Infrastructure
|
$160.38
IV: 60.1% (±3.8%/d)
|
$170.00 ▲ PULL UP (+6.0%)
|
⚖️ BALANCED |
🎯 Put $130Spot $160.38Call $165 |
$132.79 – $187.97
±$27.59 (±17.2% 30D)
|
0.90 (Balanced)
508.1K OI (266.7KC / 241.4KP)
|
Audit Note → |
|
BAC
HOLD
Bank of America Corporation
Financial Services • Diversified Banking
|
$49.42
IV: 31.8% (±2.0%/d)
|
$52.50 ▲ PULL UP (+6.2%)
|
⚖️ BALANCED |
🎯 Put $50Spot $49.42Call $55 |
$44.92 – $53.92
±$4.50 (±9.1% 30D)
|
0.86 (Balanced)
319.4K OI (171.9KC / 147.5KP)
|
Audit Note → |
|
NFLX
HOLD
Netflix, Inc.
Communication Services • Streaming & Entertainment
|
$63.41
IV: 37.2% (±2.3%/d)
|
$67.50 ▲ PULL UP (+6.5%)
|
⚖️ BALANCED |
🎯 Put $60Spot $63.41Call $80 |
$56.63 – $70.19
±$6.78 (±10.7% 30D)
|
0.77 (Balanced)
641.7K OI (361.8KC / 279.9KP)
|
Audit Note → |
|
BA
SELL
The Boeing Company
Industrials • Aerospace & Defense
|
$173.40
IV: 36.6% (±2.3%/d)
|
$185.00 ▲ PULL UP (+6.7%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $165Spot $173.40Call $200 |
$155.19 – $191.61
±$18.21 (±10.5% 30D)
|
0.58 (Call Skew)
243.5K OI (153.8KC / 89.7KP)
|
Audit Note → |
|
CARR
BUY
Carrier Global Corporation
Industrials • Building Products
|
$52.38
IV: 44.1% (±2.8%/d)
|
$56.00 ▲ PULL UP (+6.9%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $48Spot $52.38Call $59 |
$45.78 – $58.98
±$6.60 (±12.6% 30D)
|
6.27 (Defensive)
45.4K OI (6.2KC / 39.2KP)
|
Audit Note → |
|
ABT
SELL
Abbott Laboratories
Healthcare • Medical Devices
|
$109.93
IV: 41.8% (±2.6%/d)
|
$102.00 ▼ PULL DOWN (-7.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $95Spot $109.93Call $110 |
$96.74 – $123.12
±$13.19 (±12.0% 30D)
|
0.47 (Call Skew)
53.7K OI (36.7KC / 17.1KP)
|
Audit Note → |
|
AMGN
HOLD
Amgen Inc.
Healthcare • Biotechnology
|
$460.42
IV: 36.6% (±2.3%/d)
|
$425.00 ▼ PULL DOWN (-7.7%)
|
⚖️ BALANCED |
🎯 Put $350Spot $460.42Call $505 |
$412.08 – $508.76
±$48.34 (±10.5% 30D)
|
0.60 (Call Skew)
45.9K OI (28.7KC / 17.1KP)
|
Audit Note → |
|
FSLR
BUY
First Solar, Inc.
Energy • Solar Energy
|
$201.14
IV: 58.1% (±3.7%/d)
|
$185.00 ▼ PULL DOWN (-8.0%)
|
⚖️ BALANCED |
🎯 Put $170Spot $201.14Call $200 |
$167.55 – $234.73
±$33.59 (±16.7% 30D)
|
0.63 (Call Skew)
63.2K OI (38.9KC / 24.3KP)
|
Audit Note → |
|
CEG
SELL
Constellation Energy Corporation
Utilities • Nuclear Energy
|
$249.95
IV: 62.4% (±3.9%/d)
|
$270.00 ▲ PULL UP (+8.0%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $220Spot $249.95Call $330 |
$205.21 – $294.69
±$44.74 (±17.9% 30D)
|
1.71 (Defensive)
57.3K OI (21.1KC / 36.1KP)
|
Audit Note → |
|
MA
SELL
Mastercard Incorporated
Financial Services • Credit Services
|
$652.70
IV: 32.5% (±2.0%/d)
|
$600.00 ▼ PULL DOWN (-8.1%)
|
⚖️ BALANCED |
🎯 Put $640Spot $652.70Call $645 |
$592.00 – $713.40
±$60.70 (±9.3% 30D)
|
1.02 (Balanced)
34.3K OI (17.0KC / 17.3KP)
|
Audit Note → |
|
COP
BUY
ConocoPhillips
Energy • Oil & Gas E&P
|
$136.27
IV: 40.8% (±2.6%/d)
|
$125.00 ▼ PULL DOWN (-8.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $130Spot $136.27Call $150 |
$120.33 – $152.21
±$15.94 (±11.7% 30D)
|
0.42 (Call Skew)
62.4K OI (44.1KC / 18.3KP)
|
Audit Note → |
|
HD
BUY
The Home Depot, Inc.
Consumer Discretionary • Home Improvement Retail
|
$343.47
IV: 41.8% (±2.6%/d)
|
$315.00 ▼ PULL DOWN (-8.3%)
|
⚖️ BALANCED |
🎯 Put $305Spot $343.47Call $350 |
$302.25 – $384.69
±$41.22 (±12.0% 30D)
|
0.86 (Balanced)
65.2K OI (35.1KC / 30.1KP)
|
Audit Note → |
|
CRWD
HOLD
CrowdStrike Holdings, Inc.
Technology • Cybersecurity
|
$216.90
IV: 75.0% (±4.7%/d)
|
$235.00 ▲ PULL UP (+8.3%)
|
⚖️ BALANCED |
🎯 Put $200Spot $216.90Call $290 |
$170.27 – $263.53
±$46.63 (±21.5% 30D)
|
1.09 (Balanced)
168.2K OI (80.6KC / 87.6KP)
|
Audit Note → |
|
TSM
BUY
Taiwan Semiconductor Manufacturing
Technology • Semiconductors
|
$375.44
IV: 54.7% (±3.5%/d)
|
$410.00 ▲ PULL UP (+9.2%)
|
⚖️ BALANCED |
🎯 Put $360Spot $375.44Call $450 |
$316.50 – $434.38
±$58.94 (±15.7% 30D)
|
1.16 (Defensive)
295.5K OI (136.6KC / 158.8KP)
|
Audit Note → |
|
FCX
HOLD
Freeport-McMoRan Inc.
Basic Materials • Copper Mining
|
$59.42
IV: 52.2% (±3.3%/d)
|
$65.00 ▲ PULL UP (+9.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $50Spot $59.42Call $80 |
$50.51 – $68.33
±$8.91 (±15.0% 30D)
|
0.54 (Call Skew)
141.1K OI (91.6KC / 49.5KP)
|
Audit Note → |
|
ISRG
HOLD
Intuitive Surgical, Inc.
Healthcare • Medical Devices
|
$452.80
IV: 48.8% (±3.1%/d)
|
$410.00 ▼ PULL DOWN (-9.4%)
|
⚖️ BALANCED |
🎯 Put $350Spot $452.80Call $530 |
$389.41 – $516.19
±$63.39 (±14.0% 30D)
|
1.02 (Balanced)
23.0K OI (11.4KC / 11.6KP)
|
Audit Note → |
|
MCD
BUY
McDonald's Corporation
Consumer Discretionary • Restaurants
|
$276.52
IV: 27.2% (±1.7%/d)
|
$250.00 ▼ PULL DOWN (-9.6%)
|
⚖️ BALANCED |
🎯 Put $250Spot $276.52Call $275 |
$254.95 – $298.09
±$21.57 (±7.8% 30D)
|
0.74 (Balanced)
78.1K OI (45.0KC / 33.1KP)
|
Audit Note → |
|
SNOW
HOLD
Snowflake Inc.
Technology • Cloud Data Platforms
|
$275.88
IV: 64.2% (±4.0%/d)
|
$305.00 ▲ PULL UP (+10.6%)
|
⚖️ BALANCED |
🎯 Put $270Spot $275.88Call $350 |
$225.12 – $326.64
±$50.76 (±18.4% 30D)
|
0.73 (Balanced)
70.1K OI (40.5KC / 29.6KP)
|
Audit Note → |
|
AVGO
SELL
Broadcom Inc.
Technology • Semiconductors
|
$293.69
IV: 63.6% (±4.0%/d)
|
$325.00 ▲ PULL UP (+10.7%)
|
⚖️ BALANCED |
🎯 Put $255Spot $293.69Call $390 |
$240.24 – $347.14
±$53.45 (±18.2% 30D)
|
0.91 (Balanced)
91.2K OI (47.8KC / 43.5KP)
|
Audit Note → |
|
SMCI
SELL
Super Micro Computer, Inc.
Technology • Computer Hardware
|
$28.76
IV: 88.0% (±5.5%/d)
|
$32.00 ▲ PULL UP (+11.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $25Spot $28.76Call $40 |
$21.51 – $36.01
±$7.25 (±25.2% 30D)
|
0.47 (Call Skew)
360.9K OI (245.0KC / 115.9KP)
|
Audit Note → |
|
ASML
SELL
ASML Holding N.V.
Technology • Semiconductor Equipment
|
$1424.75
IV: 57.8% (±3.6%/d)
|
$1590.00 ▲ PULL UP (+11.6%)
|
⚖️ BALANCED |
🎯 Put $1300Spot $1424.75Call $1900 |
$1188.24 – $1661.26
±$236.51 (±16.6% 30D)
|
1.04 (Balanced)
41.0K OI (20.1KC / 20.9KP)
|
Audit Note → |
|
ARKK
SELL
ARK Innovation ETF
Thematic ETF • Disruptive Innovation ETF
|
$75.46
IV: 51.7% (±3.3%/d)
|
$85.00 ▲ PULL UP (+12.6%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $70Spot $75.46Call $85 |
$64.29 – $86.63
±$11.17 (±14.8% 30D)
|
2.35 (Defensive)
131.4K OI (39.2KC / 92.2KP)
|
Audit Note → |
|
CSCO
HOLD
Cisco Systems, Inc.
Technology • Networking Equipment
|
$93.85
IV: 71.3% (±4.5%/d)
|
$106.00 ▲ PULL UP (+12.9%)
|
⚖️ BALANCED |
🎯 Put $80Spot $93.85Call $110 |
$74.70 – $113.00
±$19.15 (±20.4% 30D)
|
0.67 (Balanced)
118.3K OI (71.0KC / 47.3KP)
|
Audit Note → |
|
ORCL
HOLD
Oracle Corporation
Technology • Software Infrastructure
|
$116.10
IV: 67.9% (±4.3%/d)
|
$135.00 ▲ PULL UP (+16.3%)
|
⚖️ BALANCED |
🎯 Put $105Spot $116.10Call $140 |
$93.46 – $138.74
±$22.64 (±19.5% 30D)
|
0.78 (Balanced)
619.3K OI (348.6KC / 270.7KP)
|
Audit Note → |
|
COIN
HOLD
Coinbase Global, Inc.
Financial Services • Digital Asset Exchange
|
$134.76
IV: 72.8% (±4.6%/d)
|
$160.00 ▲ PULL UP (+18.7%)
|
⚖️ BALANCED |
🎯 Put $120Spot $134.76Call $170 |
$106.60 – $162.92
±$28.16 (±20.9% 30D)
|
0.93 (Balanced)
190.1K OI (98.5KC / 91.6KP)
|
Audit Note → |
|
INTC
SELL
Intel Corporation
Technology • Semiconductors
|
$56.28
IV: 83.4% (±5.2%/d)
|
$67.50 ▲ PULL UP (+19.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $50Spot $56.28Call $130 |
$42.83 – $69.73
±$13.45 (±23.9% 30D)
|
0.34 (Call Skew)
1.15M OI (859.5KC / 289.4KP)
|
Audit Note → |
|
ARM
HOLD
Arm Holdings plc
Technology • Semiconductors
|
$174.62
IV: 82.8% (±5.2%/d)
|
$220.00 ▲ PULL UP (+26.0%)
|
⚖️ BALANCED |
🎯 Put $60Spot $174.62Call $200 |
$133.24 – $216.00
±$41.38 (±23.7% 30D)
|
0.91 (Balanced)
139.6K OI (73.1KC / 66.6KP)
|
Audit Note → |
|
IREN
HOLD
IREN Limited
Technology • HPC & AI Data Centers
|
$21.64
IV: 139.6% (±8.8%/d)
|
$30.00 ▲ PULL UP (+38.6%)
|
⚖️ BALANCED |
🎯 Put $20Spot $21.64Call $40 |
$12.98 – $30.30
±$8.66 (±40.0% 30D)
|
0.60 (Call Skew)
731.9K OI (457.2KC / 274.7KP)
|
Audit Note → |
|
CRWV
HOLD
CoreWeave Inc.
Technology • AI Cloud Infrastructure
|
$46.40
IV: 191.7% (±12.1%/d)
|
$65.00 ▲ PULL UP (+40.1%)
|
⚖️ BALANCED |
🎯 Put $30Spot $46.40Call $75 |
$20.88 – $71.92
±$25.52 (±55.0% 30D)
|
0.88 (Balanced)
697.5K OI (370.7KC / 326.8KP)
|
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.