⚡ 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 60 covered securities.
🎯 Max Pain Pinning
19 / 60
Equities pinned within ±2.5% of strike
🌊 Gamma Regime Balance
32 POS / 13 NEG
53% Portfolio in Volatility Dampening
⚡ Median Implied Vol
23.4%
Coverage Basket 30-Day ATM IV
⚖️ Aggregate Put/Call OI
0.93
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 |
|---|---|---|---|---|---|---|---|
|
GS
HOLD
The Goldman Sachs Group, Inc.
Financial Services • Investment Banking
|
$906.22
IV: 12.5% (±0.8%/d)
|
$905.00 🎯 PINNED (-0.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$905 Floor $880Spot $906.22Ceiling $1000 |
$873.60 – $938.84
±$32.62 (±3.6% 30D)
|
1.00 (Balanced)
76.7K OI (38.3KC / 38.4KP)
|
Audit Note → |
|
SNOW
HOLD
Snowflake Inc.
Technology • Cloud Data Platforms
|
$291.14
IV: 12.5% (±0.8%/d)
|
$290.00 🎯 PINNED (-0.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$290 Floor $270Spot $291.14Ceiling $350 |
$280.66 – $301.62
±$10.48 (±3.6% 30D)
|
0.68 (Balanced)
80.6K OI (47.9KC / 32.8KP)
|
Audit Note → |
|
JPM
HOLD
JPMorgan Chase & Co.
Financial Services • Diversified Banking
|
$342.08
IV: 12.5% (±0.8%/d)
|
$340.00 🎯 PINNED (-0.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$340 Floor $320Spot $342.08Ceiling $350 |
$329.77 – $354.39
±$12.31 (±3.6% 30D)
|
0.94 (Balanced)
139.6K OI (72.1KC / 67.5KP)
|
Audit Note → |
|
GOOGL
HOLD
Alphabet Inc.
Technology • Internet Services
|
$288.15
IV: 46.9% (±3.0%/d)
|
$290.00 🎯 PINNED (+0.6%)
|
🔴 NEGATIVE (Vol Squeeze) |
$290 Floor $270Spot $288.15Ceiling $300 |
$249.54 – $326.76
±$38.61 (±13.4% 30D)
|
0.39 (Call Skew)
188.2K OI (135.0KC / 53.2KP)
|
Audit Note → |
|
RTX
HOLD
RTX Corporation
Industrials • Aerospace & Defense
|
$196.31
IV: 12.5% (±0.8%/d)
|
$195.00 🎯 PINNED (-0.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$195 Floor $175Spot $196.31Ceiling $210 |
$189.24 – $203.38
±$7.07 (±3.6% 30D)
|
1.03 (Balanced)
63.9K OI (31.4KC / 32.5KP)
|
Audit Note → |
|
SLB
HOLD
SLB N.V.
Energy • Oilfield Services
|
$50.38
IV: 12.5% (±0.8%/d)
|
$50.00 🎯 PINNED (-0.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
$50 Floor $45Spot $50.38Ceiling $55 |
$48.57 – $52.19
±$1.81 (±3.6% 30D)
|
0.54 (Call Skew)
72.8K OI (47.4KC / 25.4KP)
|
Audit Note → |
|
PFE
BUY
Pfizer Inc.
Healthcare • Pharmaceuticals
|
$29.23
IV: 62.5% (±3.9%/d)
|
$29.00 🎯 PINNED (-0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$29 Floor $25Spot $29.23Ceiling $30 |
$24.00 – $34.46
±$5.23 (±17.9% 30D)
|
0.91 (Balanced)
318.8K OI (166.5KC / 152.3KP)
|
Audit Note → |
|
SCHW
BUY
The Charles Schwab Corporation
Financial Services • Capital Markets & Brokerage
|
$92.73
IV: 12.5% (±0.8%/d)
|
$92.00 🎯 PINNED (-0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$92 Floor $80Spot $92.73Ceiling $105 |
$89.39 – $96.07
±$3.34 (±3.6% 30D)
|
1.01 (Balanced)
74.5K OI (37.0KC / 37.5KP)
|
Audit Note → |
|
FSLR
BUY
First Solar, Inc.
Energy • Solar Energy
|
$191.61
IV: 12.5% (±0.8%/d)
|
$190.00 🎯 PINNED (-0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$190 Floor $170Spot $191.61Ceiling $200 |
$184.71 – $198.51
±$6.90 (±3.6% 30D)
|
0.64 (Call Skew)
69.7K OI (42.4KC / 27.3KP)
|
Audit Note → |
|
QCOM
BUY
QUALCOMM Incorporated
Technology • Semiconductors
|
$171.47
IV: 12.5% (±0.8%/d)
|
$170.00 🎯 PINNED (-0.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$170 Floor $150Spot $171.47Ceiling $175 |
$165.30 – $177.64
±$6.17 (±3.6% 30D)
|
0.83 (Balanced)
169.0K OI (92.1KC / 76.9KP)
|
Audit Note → |
|
BAC
HOLD
Bank of America Corporation
Financial Services • Diversified Banking
|
$50.55
IV: 46.1% (±2.9%/d)
|
$51.00 🎯 PINNED (+0.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$51 Floor $50Spot $50.55Ceiling $55 |
$43.88 – $57.22
±$6.67 (±13.2% 30D)
|
0.71 (Balanced)
348.1K OI (204.1KC / 143.9KP)
|
Audit Note → |
|
PLTR
HOLD
Palantir Technologies Inc.
Technology • Software Infrastructure
|
$169.20
IV: 61.9% (±3.9%/d)
|
$167.50 🎯 PINNED (-1.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$168 Floor $90Spot $169.20Ceiling $170 |
$139.25 – $199.15
±$29.95 (±17.7% 30D)
|
0.90 (Balanced)
620.9K OI (327.2KC / 293.7KP)
|
Audit Note → |
|
MS
HOLD
Morgan Stanley
Financial Services • Investment Banking
|
$187.10
IV: 12.5% (±0.8%/d)
|
$185.00 🎯 PINNED (-1.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$185 Floor $170Spot $187.10Ceiling $200 |
$180.36 – $193.84
±$6.74 (±3.6% 30D)
|
0.95 (Balanced)
86.3K OI (44.4KC / 41.9KP)
|
Audit Note → |
|
AVGO
SELL
Broadcom Inc.
Technology • Semiconductors
|
$319.48
IV: 51.0% (±3.2%/d)
|
$315.00 🎯 PINNED (-1.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$315 Floor $270Spot $319.48Ceiling $330 |
$272.84 – $366.12
±$46.64 (±14.6% 30D)
|
0.73 (Balanced)
132.5K OI (76.7KC / 55.8KP)
|
Audit Note → |
|
AAPL
HOLD
Apple Inc.
Technology • Consumer Electronics
|
$350.69
IV: 37.3% (±2.4%/d)
|
$345.00 🎯 PINNED (-1.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$345 Floor $340Spot $350.69Ceiling $355 |
$313.17 – $388.21
±$37.52 (±10.7% 30D)
|
0.91 (Balanced)
353.0K OI (185.2KC / 167.9KP)
|
Audit Note → |
|
CRWD
HOLD
CrowdStrike Holdings, Inc.
Technology • Cybersecurity
|
$228.58
IV: 12.5% (±0.8%/d)
|
$232.50 🎯 PINNED (+1.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$232 Floor $200Spot $228.58Ceiling $290 |
$220.35 – $236.81
±$8.23 (±3.6% 30D)
|
1.01 (Balanced)
191.4K OI (95.0KC / 96.4KP)
|
Audit Note → |
|
WFC
BUY
Wells Fargo & Company
Financial Services • Diversified Banking
|
$85.49
IV: 12.5% (±0.8%/d)
|
$84.00 🎯 PINNED (-1.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$84 Floor $72Spot $85.49Ceiling $90 |
$82.41 – $88.57
±$3.08 (±3.6% 30D)
|
1.06 (Balanced)
175.9K OI (85.5KC / 90.4KP)
|
Audit Note → |
|
MSFT
HOLD
Microsoft Corporation
Technology • Software Infrastructure
|
$545.18
IV: 32.0% (±2.0%/d)
|
$535.00 🎯 PINNED (-1.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$535 Floor $520Spot $545.18Ceiling $550 |
$495.02 – $595.34
±$50.16 (±9.2% 30D)
|
0.67 (Balanced)
160.4K OI (96.2KC / 64.2KP)
|
Audit Note → |
|
CEG
BUY
Constellation Energy Corporation
Utilities • Nuclear Energy
|
$276.09
IV: 12.5% (±0.8%/d)
|
$270.00 🎯 PINNED (-2.2%)
|
🟢 POSITIVE (Mean-Reverting) |
$270 Floor $220Spot $276.09Ceiling $290 |
$266.15 – $286.03
±$9.94 (±3.6% 30D)
|
1.53 (Defensive)
63.3K OI (25.0KC / 38.3KP)
|
Audit Note → |
|
META
HOLD
Meta Platforms, Inc.
Technology • Internet Media
|
$641.37
IV: 55.6% (±3.5%/d)
|
$625.00 ▼ PULL DOWN (-2.5%)
|
🟢 POSITIVE (Mean-Reverting) |
$625 Floor $625Spot $641.37Ceiling $685 |
$539.39 – $743.35
±$101.98 (±15.9% 30D)
|
0.67 (Balanced)
141.9K OI (84.9KC / 57.0KP)
|
Audit Note → |
|
AMZN
BUY
Amazon.com, Inc.
Consumer Discretionary • Internet Retail
|
$266.93
IV: 45.3% (±2.9%/d)
|
$260.00 ▼ PULL DOWN (-2.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$260 Floor $250Spot $266.93Ceiling $270 |
$232.23 – $301.63
±$34.70 (±13.0% 30D)
|
0.70 (Balanced)
244.4K OI (143.7KC / 100.7KP)
|
Audit Note → |
|
FCX
HOLD
Freeport-McMoRan Inc.
Basic Materials • Copper Mining
|
$62.33
IV: 12.5% (±0.8%/d)
|
$64.00 ▲ PULL UP (+2.7%)
|
🔴 NEGATIVE (Vol Squeeze) |
$64 Floor $50Spot $62.33Ceiling $80 |
$60.09 – $64.57
±$2.24 (±3.6% 30D)
|
0.50 (Call Skew)
152.6K OI (101.5KC / 51.1KP)
|
Audit Note → |
|
TXN
BUY
Texas Instruments Incorporated
Technology • Semiconductors
|
$295.73
IV: 12.5% (±0.8%/d)
|
$287.50 ▼ PULL DOWN (-2.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$288 Floor $240Spot $295.73Ceiling $300 |
$285.08 – $306.38
±$10.65 (±3.6% 30D)
|
1.09 (Balanced)
55.3K OI (26.5KC / 28.8KP)
|
Audit Note → |
|
TSM
BUY
Taiwan Semiconductor Manufacturing
Technology • Semiconductors
|
$388.62
IV: 52.6% (±3.3%/d)
|
$400.00 ▲ PULL UP (+2.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$400 Floor $390Spot $388.62Ceiling $450 |
$329.94 – $447.30
±$58.68 (±15.1% 30D)
|
1.02 (Balanced)
335.2K OI (165.9KC / 169.3KP)
|
Audit Note → |
|
ASML
SELL
ASML Holding N.V.
Technology • Semiconductor Equipment
|
$1513.25
IV: 12.5% (±0.8%/d)
|
$1560.00 ▲ PULL UP (+3.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$1560 Floor $1300Spot $1513.25Ceiling $1900 |
$1458.77 – $1567.73
±$54.48 (±3.6% 30D)
|
1.02 (Balanced)
49.2K OI (24.4KC / 24.9KP)
|
Audit Note → |
|
LMT
BUY
Lockheed Martin Corporation
Industrials • Aerospace & Defense
|
$588.19
IV: 12.5% (±0.8%/d)
|
$570.00 ▼ PULL DOWN (-3.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$570 Floor $500Spot $588.19Ceiling $700 |
$567.02 – $609.36
±$21.17 (±3.6% 30D)
|
0.86 (Balanced)
22.5K OI (12.1KC / 10.4KP)
|
Audit Note → |
|
CARR
BUY
Carrier Global Corporation
Industrials • Building Products
|
$53.33
IV: 30.2% (±1.9%/d)
|
$55.00 ▲ PULL UP (+3.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$55 Floor $48Spot $53.33Ceiling $59 |
$48.69 – $57.97
±$4.64 (±8.7% 30D)
|
6.08 (Defensive)
45.9K OI (6.5KC / 39.4KP)
|
Audit Note → |
|
XOM
HOLD
ExxonMobil Holdings Corporation
Energy • Oil & Gas Integrated
|
$164.73
IV: 12.5% (±0.8%/d)
|
$170.00 ▲ PULL UP (+3.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
$170 Floor $160Spot $164.73Ceiling $185 |
$158.80 – $170.66
±$5.93 (±3.6% 30D)
|
0.59 (Call Skew)
192.2K OI (120.9KC / 71.3KP)
|
Audit Note → |
|
COP
BUY
ConocoPhillips
Energy • Oil & Gas E&P
|
$134.47
IV: 12.5% (±0.8%/d)
|
$130.00 ▼ PULL DOWN (-3.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
$130 Floor $130Spot $134.47Ceiling $150 |
$129.63 – $139.31
±$4.84 (±3.6% 30D)
|
0.42 (Call Skew)
68.9K OI (48.4KC / 20.4KP)
|
Audit Note → |
|
TSLA
SELL
Tesla, Inc.
Consumer Discretionary • Auto Manufacturers
|
$378.05
IV: 42.8% (±2.7%/d)
|
$365.00 ▼ PULL DOWN (-3.5%)
|
🟢 POSITIVE (Mean-Reverting) |
$365 Floor $120Spot $378.05Ceiling $400 |
$331.55 – $424.55
±$46.50 (±12.3% 30D)
|
1.32 (Defensive)
509.0K OI (219.8KC / 289.2KP)
|
Audit Note → |
|
NVDA
HOLD
NVIDIA Corporation
Technology • Semiconductors
|
$178.67
IV: 50.1% (±3.2%/d)
|
$185.00 ▲ PULL UP (+3.5%)
|
🟢 POSITIVE (Mean-Reverting) |
$185 Floor $170Spot $178.67Ceiling $200 |
$152.94 – $204.40
±$25.73 (±14.4% 30D)
|
0.72 (Balanced)
1.13M OI (658.0KC / 475.5KP)
|
Audit Note → |
|
COIN
HOLD
Coinbase Global, Inc.
Financial Services • Digital Asset Exchange
|
$136.10
IV: 12.5% (±0.8%/d)
|
$141.00 ▲ PULL UP (+3.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$141 Floor $120Spot $136.10Ceiling $170 |
$131.20 – $141.00
±$4.90 (±3.6% 30D)
|
0.69 (Balanced)
259.0K OI (153.5KC / 105.5KP)
|
Audit Note → |
|
ARKK
SELL
ARK Innovation ETF
Thematic ETF • Disruptive Innovation ETF
|
$78.98
IV: 12.5% (±0.8%/d)
|
$82.00 ▲ PULL UP (+3.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$82 Floor $80Spot $78.98Ceiling $85 |
$76.14 – $81.82
±$2.84 (±3.6% 30D)
|
1.60 (Defensive)
147.1K OI (56.7KC / 90.5KP)
|
Audit Note → |
|
HON
SELL
Honeywell International Inc.
Industrials • Diversified Industrials
|
$229.00
IV: 12.5% (±0.8%/d)
|
$220.00 ▼ PULL DOWN (-3.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$220 Floor $190Spot $229.00Ceiling $230 |
$220.76 – $237.24
±$8.24 (±3.6% 30D)
|
0.62 (Call Skew)
11.6K OI (7.2KC / 4.4KP)
|
Audit Note → |
|
V
HOLD
Visa Inc.
Financial Services • Credit Services
|
$422.16
IV: 12.5% (±0.8%/d)
|
$405.00 ▼ PULL DOWN (-4.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$405 Floor $240Spot $422.16Ceiling $470 |
$406.96 – $437.36
±$15.20 (±3.6% 30D)
|
1.46 (Defensive)
113.3K OI (46.1KC / 67.2KP)
|
Audit Note → |
|
BA
SELL
The Boeing Company
Industrials • Aerospace & Defense
|
$172.38
IV: 12.5% (±0.8%/d)
|
$180.00 ▲ PULL UP (+4.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
$180 Floor $165Spot $172.38Ceiling $200 |
$166.17 – $178.59
±$6.21 (±3.6% 30D)
|
0.57 (Call Skew)
264.8K OI (168.7KC / 96.1KP)
|
Audit Note → |
|
NFLX
HOLD
Netflix, Inc.
Communication Services • Streaming & Entertainment
|
$63.95
IV: 57.9% (±3.6%/d)
|
$67.00 ▲ PULL UP (+4.8%)
|
⚖️ BALANCED |
$67 Floor $60Spot $63.95Ceiling $70 |
$53.33 – $74.57
±$10.62 (±16.6% 30D)
|
0.73 (Balanced)
691.1K OI (399.6KC / 291.6KP)
|
Audit Note → |
|
SMCI
SELL
Super Micro Computer, Inc.
Technology • Computer Hardware
|
$28.60
IV: 12.5% (±0.8%/d)
|
$30.00 ▲ PULL UP (+4.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$30 Floor $25Spot $28.60Ceiling $30 |
$27.57 – $29.63
±$1.03 (±3.6% 30D)
|
0.39 (Call Skew)
486.1K OI (348.9KC / 137.2KP)
|
Audit Note → |
|
PG
HOLD
The Procter & Gamble Company
Consumer Defensive • Household Products
|
$168.32
IV: 12.5% (±0.8%/d)
|
$160.00 ▼ PULL DOWN (-4.9%)
|
⚖️ BALANCED |
$160 Floor $155Spot $168.32Ceiling $168 |
$162.26 – $174.38
±$6.06 (±3.6% 30D)
|
0.72 (Balanced)
97.2K OI (56.7KC / 40.6KP)
|
Audit Note → |
|
ABT
SELL
Abbott Laboratories
Healthcare • Medical Devices
|
$110.51
IV: 12.5% (±0.8%/d)
|
$105.00 ▼ PULL DOWN (-5.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$105 Floor $95Spot $110.51Ceiling $110 |
$106.53 – $114.49
±$3.98 (±3.6% 30D)
|
0.49 (Call Skew)
59.9K OI (40.3KC / 19.6KP)
|
Audit Note → |
|
EQIX
SELL
Equinix, Inc.
Real Estate • Data Center REITs
|
$1054.50
IV: 28.5% (±1.8%/d)
|
$1000.00 ▼ PULL DOWN (-5.2%)
|
🟢 POSITIVE (Mean-Reverting) |
$1000 Floor $950Spot $1054.50Ceiling $1140 |
$968.03 – $1140.97
±$86.47 (±8.2% 30D)
|
2.69 (Defensive)
15.0K OI (4.1KC / 11.0KP)
|
Audit Note → |
|
MSTR
HOLD
MicroStrategy Incorporated
Technology • Enterprise Software & Treasury
|
$125.59
IV: 12.5% (±0.8%/d)
|
$133.00 ▲ PULL UP (+5.9%)
|
⚖️ BALANCED |
$133 Floor $80Spot $125.59Ceiling $135 |
$121.07 – $130.11
±$4.52 (±3.6% 30D)
|
0.81 (Balanced)
742.2K OI (409.2KC / 333.1KP)
|
Audit Note → |
|
MA
SELL
Mastercard Incorporated
Financial Services • Credit Services
|
$655.81
IV: 12.5% (±0.8%/d)
|
$615.00 ▼ PULL DOWN (-6.2%)
|
⚖️ BALANCED |
$615 Floor $640Spot $655.81Ceiling $645 |
$632.20 – $679.42
±$23.61 (±3.6% 30D)
|
1.04 (Balanced)
38.1K OI (18.7KC / 19.4KP)
|
Audit Note → |
|
ABBV
BUY
AbbVie Inc.
Healthcare • Pharmaceuticals
|
$293.30
IV: 12.5% (±0.8%/d)
|
$275.00 ▼ PULL DOWN (-6.2%)
|
⚖️ BALANCED |
$275 Floor $265Spot $293.30Ceiling $290 |
$282.74 – $303.86
±$10.56 (±3.6% 30D)
|
1.01 (Balanced)
67.9K OI (33.7KC / 34.1KP)
|
Audit Note → |
|
KO
HOLD
The Coca-Cola Company
Consumer Defensive • Beverages
|
$96.03
IV: 12.5% (±0.8%/d)
|
$90.00 ▼ PULL DOWN (-6.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
$90 Floor $78Spot $96.03Ceiling $98 |
$92.57 – $99.49
±$3.46 (±3.6% 30D)
|
0.53 (Call Skew)
191.1K OI (125.3KC / 65.8KP)
|
Audit Note → |
|
CSCO
HOLD
Cisco Systems, Inc.
Technology • Networking Equipment
|
$98.65
IV: 12.5% (±0.8%/d)
|
$105.00 ▲ PULL UP (+6.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
$105 Floor $80Spot $98.65Ceiling $105 |
$95.10 – $102.20
±$3.55 (±3.6% 30D)
|
0.59 (Call Skew)
141.9K OI (89.5KC / 52.4KP)
|
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)
47.8K OI (29.2KC / 18.6KP)
|
Audit Note → |
|
GE
HOLD
GE Aerospace
Industrials • Aerospace & Defense
|
$335.54
IV: 12.5% (±0.8%/d)
|
$310.00 ▼ PULL DOWN (-7.6%)
|
🔴 NEGATIVE (Vol Squeeze) |
$310 Floor $280Spot $335.54Ceiling $350 |
$323.46 – $347.62
±$12.08 (±3.6% 30D)
|
0.31 (Call Skew)
92.1K OI (70.2KC / 22.0KP)
|
Audit Note → |
|
JNJ
BUY
Johnson & Johnson
Healthcare • Pharmaceuticals
|
$282.11
IV: 12.5% (±0.8%/d)
|
$260.00 ▼ PULL DOWN (-7.8%)
|
⚖️ BALANCED |
$260 Floor $260Spot $282.11Ceiling $280 |
$271.95 – $292.27
±$10.16 (±3.6% 30D)
|
0.68 (Balanced)
48.8K OI (29.0KC / 19.8KP)
|
Audit Note → |
|
NEM
HOLD
Newmont Corporation
Basic Materials • Gold Mining
|
$125.16
IV: 12.5% (±0.8%/d)
|
$115.00 ▼ PULL DOWN (-8.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$115 Floor $105Spot $125.16Ceiling $155 |
$120.65 – $129.67
±$4.51 (±3.6% 30D)
|
0.45 (Call Skew)
56.5K OI (38.9KC / 17.6KP)
|
Audit Note → |
|
ORCL
HOLD
Oracle Corporation
Technology • Software Infrastructure
|
$119.79
IV: 58.7% (±3.7%/d)
|
$130.00 ▲ PULL UP (+8.5%)
|
⚖️ BALANCED |
$130 Floor $105Spot $119.79Ceiling $140 |
$99.67 – $139.91
±$20.12 (±16.8% 30D)
|
0.79 (Balanced)
670.0K OI (375.3KC / 294.7KP)
|
Audit Note → |
|
ISRG
HOLD
Intuitive Surgical, Inc.
Healthcare • Medical Devices
|
$460.56
IV: 12.5% (±0.8%/d)
|
$420.00 ▼ PULL DOWN (-8.8%)
|
⚖️ BALANCED |
$420 Floor $350Spot $460.56Ceiling $530 |
$443.98 – $477.14
±$16.58 (±3.6% 30D)
|
1.01 (Balanced)
24.2K OI (12.1KC / 12.2KP)
|
Audit Note → |
|
LLY
HOLD
Eli Lilly and Company
Healthcare • Pharmaceuticals
|
$1411.95
IV: 12.5% (±0.8%/d)
|
$1285.00 ▼ PULL DOWN (-9.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$1285 Floor $640Spot $1411.95Ceiling $1440 |
$1361.12 – $1462.78
±$50.83 (±3.6% 30D)
|
1.52 (Defensive)
96.5K OI (38.3KC / 58.2KP)
|
Audit Note → |
|
AMD
BUY
Advanced Micro Devices, Inc.
Technology • Semiconductors
|
$508.58
IV: 60.5% (±3.8%/d)
|
$462.50 ▼ PULL DOWN (-9.1%)
|
⚖️ BALANCED |
$462 Floor $250Spot $508.58Ceiling $500 |
$420.60 – $596.56
±$87.98 (±17.3% 30D)
|
0.87 (Balanced)
268.5K OI (143.5KC / 125.0KP)
|
Audit Note → |
|
HD
BUY
The Home Depot, Inc.
Consumer Discretionary • Home Improvement Retail
|
$353.42
IV: 12.5% (±0.8%/d)
|
$320.00 ▼ PULL DOWN (-9.5%)
|
⚖️ BALANCED |
$320 Floor $305Spot $353.42Ceiling $370 |
$340.70 – $366.14
±$12.72 (±3.6% 30D)
|
0.89 (Balanced)
77.6K OI (41.0KC / 36.6KP)
|
Audit Note → |
|
INTC
SELL
Intel Corporation
Technology • Semiconductors
|
$59.37
IV: 56.4% (±3.5%/d)
|
$65.00 ▲ PULL UP (+9.5%)
|
🔴 NEGATIVE (Vol Squeeze) |
$65 Floor $50Spot $59.37Ceiling $130 |
$49.75 – $68.99
±$9.62 (±16.2% 30D)
|
0.38 (Call Skew)
1.36M OI (980.2KC / 375.3KP)
|
Audit Note → |
|
MCD
BUY
McDonald's Corporation
Consumer Discretionary • Restaurants
|
$281.44
IV: 12.5% (±0.8%/d)
|
$250.00 ▼ PULL DOWN (-11.2%)
|
⚖️ BALANCED |
$250 Floor $250Spot $281.44Ceiling $285 |
$271.31 – $291.57
±$10.13 (±3.6% 30D)
|
0.75 (Balanced)
84.2K OI (48.1KC / 36.1KP)
|
Audit Note → |
|
ARM
HOLD
Arm Holdings plc
Technology • Semiconductors
|
$186.30
IV: 12.5% (±0.8%/d)
|
$207.50 ▲ PULL UP (+11.4%)
|
⚖️ BALANCED |
$208 Floor $60Spot $186.30Ceiling $200 |
$179.59 – $193.01
±$6.71 (±3.6% 30D)
|
0.88 (Balanced)
158.5K OI (84.2KC / 74.3KP)
|
Audit Note → |
|
CRWV
HOLD
CoreWeave Inc.
Technology • AI Cloud Infrastructure
|
$48.98
IV: 12.5% (±0.8%/d)
|
$60.00 ▲ PULL UP (+22.5%)
|
⚖️ BALANCED |
$60 Floor $30Spot $48.98Ceiling $60 |
$47.22 – $50.74
±$1.76 (±3.6% 30D)
|
0.92 (Balanced)
895.9K OI (466.7KC / 429.2KP)
|
Audit Note → |
|
IREN
HOLD
IREN Limited
Technology • HPC & AI Data Centers
|
$21.41
IV: 12.5% (±0.8%/d)
|
$27.00 ▲ PULL UP (+26.1%)
|
⚖️ BALANCED |
$27 Floor $20Spot $21.41Ceiling $40 |
$20.64 – $22.18
±$0.77 (±3.6% 30D)
|
0.63 (Call Skew)
888.9K OI (544.0KC / 344.9KP)
|
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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