⚡ 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 59 covered securities.
🎯 Max Pain Pinning
20 / 59
Equities pinned within ±2.5% of strike
🌊 Gamma Regime Balance
28 POS / 11 NEG
47% Portfolio in Volatility Dampening
⚡ Median Implied Vol
51.7%
Coverage Basket 30-Day ATM IV
⚖️ Aggregate Put/Call OI
0.98
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 |
|---|---|---|---|---|---|---|---|
|
LMT
BUY
Lockheed Martin Corporation
Industrials • Aerospace & Defense
|
$575.86
IV: 38.8% (±2.4%/d)
|
$575.00 🎯 PINNED (-0.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $500Spot $575.86Call $700 |
$511.94 – $639.78
±$63.92 (±11.1% 30D)
|
0.88 (Balanced)
21.5K OI (11.4KC / 10.1KP)
|
Audit Note → |
|
PLTR
HOLD
Palantir Technologies Inc.
Technology • Software Infrastructure
|
$167.18
IV: 61.6% (±3.9%/d)
|
$167.50 🎯 PINNED (+0.2%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $90Spot $167.18Call $165 |
$137.59 – $196.77
±$29.59 (±17.7% 30D)
|
0.91 (Balanced)
585.6K OI (306.6KC / 279.1KP)
|
Audit Note → |
|
TXN
BUY
Texas Instruments Incorporated
Technology • Semiconductors
|
$288.42
IV: 52.0% (±3.3%/d)
|
$287.50 🎯 PINNED (-0.3%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $240Spot $288.42Call $300 |
$245.45 – $331.39
±$42.97 (±14.9% 30D)
|
1.12 (Balanced)
53.9K OI (25.5KC / 28.4KP)
|
Audit Note → |
|
SLB
HOLD
SLB N.V.
Energy • Oilfield Services
|
$50.22
IV: 46.6% (±2.9%/d)
|
$50.00 🎯 PINNED (-0.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $45Spot $50.22Call $55 |
$43.49 – $56.95
±$6.73 (±13.4% 30D)
|
0.54 (Call Skew)
72.2K OI (46.9KC / 25.3KP)
|
Audit Note → |
|
JPM
HOLD
JPMorgan Chase & Co.
Financial Services • Diversified Banking
|
$338.40
IV: 26.3% (±1.7%/d)
|
$340.00 🎯 PINNED (+0.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $320Spot $338.40Call $350 |
$313.02 – $363.78
±$25.38 (±7.5% 30D)
|
0.94 (Balanced)
135.7K OI (70.0KC / 65.8KP)
|
Audit Note → |
|
SNOW
HOLD
Snowflake Inc.
Technology • Cloud Data Platforms
|
$288.28
IV: 69.7% (±4.4%/d)
|
$290.00 🎯 PINNED (+0.6%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $270Spot $288.28Call $350 |
$230.62 – $345.94
±$57.66 (±20.0% 30D)
|
0.68 (Balanced)
77.3K OI (46.1KC / 31.2KP)
|
Audit Note → |
|
GS
HOLD
The Goldman Sachs Group, Inc.
Financial Services • Investment Banking
|
$899.00
IV: 35.4% (±2.2%/d)
|
$905.00 🎯 PINNED (+0.7%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $880Spot $899.00Call $1000 |
$808.20 – $989.80
±$90.80 (±10.1% 30D)
|
1.03 (Balanced)
73.2K OI (36.1KC / 37.1KP)
|
Audit Note → |
|
SCHW
BUY
The Charles Schwab Corporation
Financial Services • Capital Markets & Brokerage
|
$92.68
IV: 33.2% (±2.1%/d)
|
$92.00 🎯 PINNED (-0.7%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $80Spot $92.68Call $105 |
$83.88 – $101.48
±$8.80 (±9.5% 30D)
|
1.00 (Balanced)
72.9K OI (36.5KC / 36.4KP)
|
Audit Note → |
|
PFE
BUY
Pfizer Inc.
Healthcare • Pharmaceuticals
|
$29.22
IV: 27.1% (±1.7%/d)
|
$29.00 🎯 PINNED (-0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $25Spot $29.22Call $30 |
$26.94 – $31.50
±$2.28 (±7.8% 30D)
|
0.98 (Balanced)
286.7K OI (145.1KC / 141.7KP)
|
Audit Note → |
|
QCOM
BUY
QUALCOMM Incorporated
Technology • Semiconductors
|
$171.29
IV: 49.2% (±3.1%/d)
|
$170.00 🎯 PINNED (-0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $150Spot $171.29Call $175 |
$147.14 – $195.44
±$24.15 (±14.1% 30D)
|
0.85 (Balanced)
162.6K OI (87.9KC / 74.8KP)
|
Audit Note → |
|
AVGO
SELL
Broadcom Inc.
Technology • Semiconductors
|
$315.38
IV: 56.5% (±3.6%/d)
|
$312.50 🎯 PINNED (-0.9%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $260Spot $315.38Call $320 |
$264.29 – $366.47
±$51.09 (±16.2% 30D)
|
0.85 (Balanced)
130.9K OI (70.8KC / 60.1KP)
|
Audit Note → |
|
RTX
HOLD
RTX Corporation
Industrials • Aerospace & Defense
|
$193.22
IV: 36.3% (±2.3%/d)
|
$195.00 🎯 PINNED (+0.9%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $175Spot $193.22Call $220 |
$173.13 – $213.31
±$20.09 (±10.4% 30D)
|
1.16 (Defensive)
58.9K OI (27.2KC / 31.6KP)
|
Audit Note → |
|
MSFT
HOLD
Microsoft Corporation
Technology • Software Infrastructure
|
$540.32
IV: 36.2% (±2.3%/d)
|
$535.00 🎯 PINNED (-1.0%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $500Spot $540.32Call $550 |
$484.13 – $596.51
±$56.19 (±10.4% 30D)
|
0.72 (Balanced)
152.1K OI (88.2KC / 63.9KP)
|
Audit Note → |
|
AAPL
HOLD
Apple Inc.
Technology • Consumer Electronics
|
$348.74
IV: 29.1% (±1.8%/d)
|
$345.00 🎯 PINNED (-1.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $340Spot $348.74Call $362 |
$319.79 – $377.69
±$28.95 (±8.3% 30D)
|
1.11 (Balanced)
312.6K OI (148.2KC / 164.3KP)
|
Audit Note → |
|
GOOGL
HOLD
Alphabet Inc.
Technology • Internet Services
|
$294.17
IV: 38.1% (±2.4%/d)
|
$290.00 🎯 PINNED (-1.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $270Spot $294.17Call $360 |
$262.11 – $326.23
±$32.06 (±10.9% 30D)
|
0.46 (Call Skew)
188.3K OI (129.0KC / 59.4KP)
|
Audit Note → |
|
WFC
BUY
Wells Fargo & Company
Financial Services • Diversified Banking
|
$85.22
IV: 36.2% (±2.3%/d)
|
$84.00 🎯 PINNED (-1.4%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $72Spot $85.22Call $90 |
$76.36 – $94.08
±$8.86 (±10.4% 30D)
|
1.09 (Balanced)
173.2K OI (82.7KC / 90.4KP)
|
Audit Note → |
|
BAC
HOLD
Bank of America Corporation
Financial Services • Diversified Banking
|
$50.28
IV: 30.2% (±1.9%/d)
|
$51.00 🎯 PINNED (+1.4%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $50Spot $50.28Call $55 |
$45.91 – $54.65
±$4.37 (±8.7% 30D)
|
0.72 (Balanced)
339.1K OI (196.8KC / 142.3KP)
|
Audit Note → |
|
MS
HOLD
Morgan Stanley
Financial Services • Investment Banking
|
$187.84
IV: 37.1% (±2.3%/d)
|
$185.00 🎯 PINNED (-1.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $170Spot $187.84Call $200 |
$167.93 – $207.75
±$19.91 (±10.6% 30D)
|
0.93 (Balanced)
85.0K OI (44.1KC / 40.9KP)
|
Audit Note → |
|
CARR
BUY
Carrier Global Corporation
Industrials • Building Products
|
$53.99
IV: 44.6% (±2.8%/d)
|
$55.00 🎯 PINNED (+1.9%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $48Spot $53.99Call $59 |
$47.08 – $60.90
±$6.91 (±12.8% 30D)
|
6.21 (Defensive)
45.7K OI (6.3KC / 39.4KP)
|
Audit Note → |
|
HON
SELL
Honeywell International Inc.
Industrials • Diversified Industrials
|
$225.44
IV: 35.0% (±2.2%/d)
|
$220.00 🎯 PINNED (-2.4%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $190Spot $225.44Call $230 |
$202.90 – $247.98
±$22.54 (±10.0% 30D)
|
0.64 (Call Skew)
11.1K OI (6.8KC / 4.3KP)
|
Audit Note → |
|
META
HOLD
Meta Platforms, Inc.
Technology • Internet Media
|
$638.87
IV: 53.5% (±3.4%/d)
|
$622.50 ▼ PULL DOWN (-2.6%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $600Spot $638.87Call $630 |
$541.12 – $736.62
±$97.75 (±15.3% 30D)
|
0.85 (Balanced)
142.3K OI (76.9KC / 65.4KP)
|
Audit Note → |
|
FSLR
BUY
First Solar, Inc.
Energy • Solar Energy
|
$195.69
IV: 46.6% (±2.9%/d)
|
$190.00 ▼ PULL DOWN (-2.9%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $170Spot $195.69Call $200 |
$169.47 – $221.91
±$26.22 (±13.4% 30D)
|
0.62 (Call Skew)
66.1K OI (40.7KC / 25.4KP)
|
Audit Note → |
|
SMCI
SELL
Super Micro Computer, Inc.
Technology • Computer Hardware
|
$29.09
IV: 77.6% (±4.9%/d)
|
$30.00 ▲ PULL UP (+3.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $25Spot $29.09Call $30 |
$22.63 – $35.55
±$6.46 (±22.2% 30D)
|
0.38 (Call Skew)
463.6K OI (335.1KC / 128.6KP)
|
Audit Note → |
|
XOM
HOLD
ExxonMobil Holdings Corporation
Energy • Oil & Gas Integrated
|
$164.73
IV: 36.3% (±2.3%/d)
|
$170.00 ▲ PULL UP (+3.2%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $160Spot $164.73Call $185 |
$147.60 – $181.86
±$17.13 (±10.4% 30D)
|
0.60 (Call Skew)
188.7K OI (117.6KC / 71.1KP)
|
Audit Note → |
|
CEG
BUY
Constellation Energy Corporation
Utilities • Nuclear Energy
|
$261.25
IV: 53.6% (±3.4%/d)
|
$270.00 ▲ PULL UP (+3.4%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $220Spot $261.25Call $290 |
$221.02 – $301.48
±$40.23 (±15.4% 30D)
|
1.62 (Defensive)
60.7K OI (23.2KC / 37.5KP)
|
Audit Note → |
|
COP
BUY
ConocoPhillips
Energy • Oil & Gas E&P
|
$134.53
IV: 46.0% (±2.9%/d)
|
$130.00 ▼ PULL DOWN (-3.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $130Spot $134.53Call $150 |
$116.77 – $152.29
±$17.76 (±13.2% 30D)
|
0.44 (Call Skew)
66.7K OI (46.3KC / 20.4KP)
|
Audit Note → |
|
FCX
HOLD
Freeport-McMoRan Inc.
Basic Materials • Copper Mining
|
$61.88
IV: 58.4% (±3.7%/d)
|
$64.00 ▲ PULL UP (+3.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $50Spot $61.88Call $80 |
$51.55 – $72.20
±$10.33 (±16.7% 30D)
|
0.51 (Call Skew)
148.4K OI (98.0KC / 50.4KP)
|
Audit Note → |
|
TSM
BUY
Taiwan Semiconductor Manufacturing
Technology • Semiconductors
|
$388.82
IV: 51.1% (±3.2%/d)
|
$402.50 ▲ PULL UP (+3.5%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $390Spot $388.82Call $450 |
$332.05 – $445.59
±$56.77 (±14.6% 30D)
|
1.08 (Balanced)
316.8K OI (152.6KC / 164.2KP)
|
Audit Note → |
|
PG
HOLD
The Procter & Gamble Company
Consumer Defensive • Household Products
|
$165.91
IV: 24.0% (±1.5%/d)
|
$160.00 ▼ PULL DOWN (-3.6%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $165Spot $165.91Call $168 |
$154.46 – $177.36
±$11.45 (±6.9% 30D)
|
0.64 (Call Skew)
91.9K OI (55.9KC / 36.0KP)
|
Audit Note → |
|
ASML
SELL
ASML Holding N.V.
Technology • Semiconductor Equipment
|
$1497.82
IV: 59.7% (±3.8%/d)
|
$1560.00 ▲ PULL UP (+4.2%)
|
⚖️ BALANCED |
🎯 Put $1300Spot $1497.82Call $1900 |
$1241.69 – $1753.95
±$256.13 (±17.1% 30D)
|
1.06 (Balanced)
46.3K OI (22.4KC / 23.9KP)
|
Audit Note → |
|
AMZN
BUY
Amazon.com, Inc.
Consumer Discretionary • Internet Retail
|
$271.70
IV: 46.7% (±2.9%/d)
|
$260.00 ▼ PULL DOWN (-4.3%)
|
⚖️ BALANCED |
🎯 Put $250Spot $271.70Call $270 |
$235.29 – $308.11
±$36.41 (±13.4% 30D)
|
0.83 (Balanced)
245.3K OI (133.7KC / 111.6KP)
|
Audit Note → |
|
TSLA
SELL
Tesla, Inc.
Consumer Discretionary • Auto Manufacturers
|
$376.47
IV: 55.4% (±3.5%/d)
|
$360.00 ▼ PULL DOWN (-4.4%)
|
⚖️ BALANCED |
🎯 Put $120Spot $376.47Call $380 |
$316.61 – $436.33
±$59.86 (±15.9% 30D)
|
1.20 (Defensive)
487.1K OI (221.4KC / 265.7KP)
|
Audit Note → |
|
ABT
SELL
Abbott Laboratories
Healthcare • Medical Devices
|
$109.81
IV: 45.3% (±2.9%/d)
|
$105.00 ▼ PULL DOWN (-4.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $95Spot $109.81Call $110 |
$95.54 – $124.08
±$14.27 (±13.0% 30D)
|
0.48 (Call Skew)
59.1K OI (40.0KC / 19.1KP)
|
Audit Note → |
|
NFLX
HOLD
Netflix, Inc.
Communication Services • Streaming & Entertainment
|
$63.98
IV: 31.7% (±2.0%/d)
|
$67.00 ▲ PULL UP (+4.7%)
|
⚖️ BALANCED |
🎯 Put $60Spot $63.98Call $80 |
$58.16 – $69.80
±$5.82 (±9.1% 30D)
|
0.76 (Balanced)
671.9K OI (380.7KC / 291.2KP)
|
Audit Note → |
|
EQIX
SELL
Equinix, Inc.
Real Estate • Data Center REITs
|
$1049.97
IV: 34.1% (±2.1%/d)
|
$1000.00 ▼ PULL DOWN (-4.8%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $1000Spot $1049.97Call $1140 |
$947.07 – $1152.87
±$102.90 (±9.8% 30D)
|
3.26 (Defensive)
18.2K OI (4.3KC / 14.0KP)
|
Audit Note → |
|
V
HOLD
Visa Inc.
Financial Services • Credit Services
|
$421.15
IV: 21.9% (±1.4%/d)
|
$400.00 ▼ PULL DOWN (-5.0%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $240Spot $421.15Call $420 |
$394.62 – $447.68
±$26.53 (±6.3% 30D)
|
1.47 (Defensive)
107.8K OI (43.7KC / 64.1KP)
|
Audit Note → |
|
COIN
HOLD
Coinbase Global, Inc.
Financial Services • Digital Asset Exchange
|
$135.85
IV: 81.4% (±5.1%/d)
|
$143.00 ▲ PULL UP (+5.3%)
|
⚖️ BALANCED |
🎯 Put $120Spot $135.85Call $170 |
$104.20 – $167.50
±$31.65 (±23.3% 30D)
|
0.72 (Balanced)
251.2K OI (146.0KC / 105.1KP)
|
Audit Note → |
|
ABBV
BUY
AbbVie Inc.
Healthcare • Pharmaceuticals
|
$290.91
IV: 36.4% (±2.3%/d)
|
$275.00 ▼ PULL DOWN (-5.5%)
|
⚖️ BALANCED |
🎯 Put $265Spot $290.91Call $290 |
$260.66 – $321.16
±$30.25 (±10.4% 30D)
|
1.00 (Balanced)
66.1K OI (33.1KC / 33.0KP)
|
Audit Note → |
|
KO
HOLD
The Coca-Cola Company
Consumer Defensive • Beverages
|
$95.23
IV: 24.3% (±1.5%/d)
|
$90.00 ▼ PULL DOWN (-5.5%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $78Spot $95.23Call $98 |
$88.56 – $101.90
±$6.67 (±7.0% 30D)
|
0.50 (Call Skew)
185.0K OI (122.9KC / 62.0KP)
|
Audit Note → |
|
BA
SELL
The Boeing Company
Industrials • Aerospace & Defense
|
$175.28
IV: 42.2% (±2.7%/d)
|
$185.00 ▲ PULL UP (+5.5%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $165Spot $175.28Call $200 |
$154.07 – $196.49
±$21.21 (±12.1% 30D)
|
0.58 (Call Skew)
250.9K OI (158.5KC / 92.4KP)
|
Audit Note → |
|
MSTR
HOLD
MicroStrategy Incorporated
Technology • Enterprise Software & Treasury
|
$125.61
IV: 90.6% (±5.7%/d)
|
$133.00 ▲ PULL UP (+5.9%)
|
⚖️ BALANCED |
🎯 Put $80Spot $125.61Call $135 |
$92.95 – $158.27
±$32.66 (±26.0% 30D)
|
0.85 (Balanced)
719.0K OI (389.4KC / 329.5KP)
|
Audit Note → |
|
CRWD
HOLD
CrowdStrike Holdings, Inc.
Technology • Cybersecurity
|
$221.82
IV: 71.8% (±4.5%/d)
|
$235.00 ▲ PULL UP (+5.9%)
|
⚖️ BALANCED |
🎯 Put $200Spot $221.82Call $290 |
$176.12 – $267.52
±$45.70 (±20.6% 30D)
|
1.12 (Balanced)
180.7K OI (85.3KC / 95.5KP)
|
Audit Note → |
|
ARKK
SELL
ARK Innovation ETF
Thematic ETF • Disruptive Innovation ETF
|
$77.85
IV: 44.2% (±2.8%/d)
|
$82.50 ▲ PULL UP (+6.0%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $70Spot $77.85Call $77 |
$67.96 – $87.74
±$9.89 (±12.7% 30D)
|
1.66 (Defensive)
144.2K OI (54.3KC / 89.9KP)
|
Audit Note → |
|
GE
HOLD
GE Aerospace
Industrials • Aerospace & Defense
|
$330.67
IV: 48.0% (±3.0%/d)
|
$310.00 ▼ PULL DOWN (-6.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $280Spot $330.67Call $350 |
$285.04 – $376.30
±$45.63 (±13.8% 30D)
|
0.31 (Call Skew)
89.6K OI (68.3KC / 21.2KP)
|
Audit Note → |
|
JNJ
BUY
Johnson & Johnson
Healthcare • Pharmaceuticals
|
$277.61
IV: 33.5% (±2.1%/d)
|
$260.00 ▼ PULL DOWN (-6.3%)
|
⚖️ BALANCED |
🎯 Put $260Spot $277.61Call $280 |
$250.96 – $304.26
±$26.65 (±9.6% 30D)
|
0.69 (Balanced)
46.0K OI (27.2KC / 18.9KP)
|
Audit Note → |
|
AMGN
HOLD
Amgen Inc.
Healthcare • Biotechnology
|
$459.27
IV: 32.6% (±2.0%/d)
|
$430.00 ▼ PULL DOWN (-6.4%)
|
⚖️ BALANCED |
🎯 Put $350Spot $459.27Call $505 |
$416.56 – $501.98
±$42.71 (±9.3% 30D)
|
0.63 (Call Skew)
48.0K OI (29.5KC / 18.5KP)
|
Audit Note → |
|
MA
SELL
Mastercard Incorporated
Financial Services • Credit Services
|
$654.60
IV: 33.2% (±2.1%/d)
|
$612.50 ▼ PULL DOWN (-6.4%)
|
⚖️ BALANCED |
🎯 Put $640Spot $654.60Call $645 |
$592.41 – $716.79
±$62.19 (±9.5% 30D)
|
1.05 (Balanced)
37.3K OI (18.2KC / 19.1KP)
|
Audit Note → |
|
AMD
BUY
Advanced Micro Devices, Inc.
Technology • Semiconductors
|
$486.10
IV: 93.6% (±5.9%/d)
|
$450.00 ▼ PULL DOWN (-7.4%)
|
⚖️ BALANCED |
🎯 Put $250Spot $486.10Call $500 |
$355.83 – $616.37
±$130.27 (±26.8% 30D)
|
0.88 (Balanced)
246.4K OI (131.1KC / 115.3KP)
|
Audit Note → |
|
CSCO
HOLD
Cisco Systems, Inc.
Technology • Networking Equipment
|
$97.29
IV: 67.8% (±4.3%/d)
|
$105.00 ▲ PULL UP (+7.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $80Spot $97.29Call $105 |
$78.41 – $116.17
±$18.88 (±19.4% 30D)
|
0.58 (Call Skew)
133.8K OI (84.5KC / 49.3KP)
|
Audit Note → |
|
LLY
HOLD
Eli Lilly and Company
Healthcare • Pharmaceuticals
|
$1393.38
IV: 32.8% (±2.1%/d)
|
$1280.00 ▼ PULL DOWN (-8.1%)
|
🟢 POSITIVE (Mean-Reverting) |
🎯 Put $640Spot $1393.38Call $1440 |
$1262.40 – $1524.36
±$130.98 (±9.4% 30D)
|
1.45 (Defensive)
84.3K OI (34.4KC / 49.9KP)
|
Audit Note → |
|
ISRG
HOLD
Intuitive Surgical, Inc.
Healthcare • Medical Devices
|
$458.27
IV: 46.7% (±2.9%/d)
|
$420.00 ▼ PULL DOWN (-8.3%)
|
⚖️ BALANCED |
🎯 Put $350Spot $458.27Call $530 |
$396.86 – $519.68
±$61.41 (±13.4% 30D)
|
1.03 (Balanced)
23.8K OI (11.8KC / 12.1KP)
|
Audit Note → |
|
HD
BUY
The Home Depot, Inc.
Consumer Discretionary • Home Improvement Retail
|
$350.44
IV: 39.9% (±2.5%/d)
|
$320.00 ▼ PULL DOWN (-8.7%)
|
⚖️ BALANCED |
🎯 Put $305Spot $350.44Call $350 |
$310.49 – $390.39
±$39.95 (±11.4% 30D)
|
0.89 (Balanced)
72.9K OI (38.5KC / 34.4KP)
|
Audit Note → |
|
NVDA
HOLD
NVIDIA Corporation
Technology • Semiconductors
|
$178.38
IV: 67.1% (±4.2%/d)
|
$195.00 ▲ PULL UP (+9.3%)
|
⚖️ BALANCED |
🎯 Put $180Spot $178.38Call $200 |
$144.12 – $212.62
±$34.25 (±19.2% 30D)
|
0.84 (Balanced)
980.5K OI (533.2KC / 447.3KP)
|
Audit Note → |
|
MCD
BUY
McDonald's Corporation
Consumer Discretionary • Restaurants
|
$279.52
IV: 26.6% (±1.7%/d)
|
$250.00 ▼ PULL DOWN (-10.6%)
|
⚖️ BALANCED |
🎯 Put $250Spot $279.52Call $275 |
$258.28 – $300.76
±$21.24 (±7.6% 30D)
|
0.74 (Balanced)
82.1K OI (47.3KC / 34.8KP)
|
Audit Note → |
|
ORCL
HOLD
Oracle Corporation
Technology • Software Infrastructure
|
$118.32
IV: 70.2% (±4.4%/d)
|
$133.00 ▲ PULL UP (+12.4%)
|
⚖️ BALANCED |
🎯 Put $105Spot $118.32Call $140 |
$94.54 – $142.10
±$23.78 (±20.1% 30D)
|
0.81 (Balanced)
651.6K OI (360.4KC / 291.2KP)
|
Audit Note → |
|
INTC
SELL
Intel Corporation
Technology • Semiconductors
|
$57.63
IV: 82.4% (±5.2%/d)
|
$65.00 ▲ PULL UP (+12.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
🎯 Put $50Spot $57.63Call $130 |
$44.03 – $71.23
±$13.60 (±23.6% 30D)
|
0.39 (Call Skew)
1.29M OI (928.1KC / 359.0KP)
|
Audit Note → |
|
ARM
HOLD
Arm Holdings plc
Technology • Semiconductors
|
$183.29
IV: 84.2% (±5.3%/d)
|
$212.50 ▲ PULL UP (+15.9%)
|
⚖️ BALANCED |
🎯 Put $60Spot $183.29Call $200 |
$139.12 – $227.46
±$44.17 (±24.1% 30D)
|
0.92 (Balanced)
150.3K OI (78.4KC / 71.8KP)
|
Audit Note → |
|
CRWV
HOLD
CoreWeave Inc.
Technology • AI Cloud Infrastructure
|
$48.23
IV: 181.8% (±11.4%/d)
|
$63.00 ▲ PULL UP (+30.6%)
|
⚖️ BALANCED |
🎯 Put $30Spot $48.23Call $75 |
$23.10 – $73.36
±$25.13 (±52.1% 30D)
|
0.91 (Balanced)
738.8K OI (387.3KC / 351.5KP)
|
Audit Note → |
|
IREN
HOLD
IREN Limited
Technology • HPC & AI Data Centers
|
$20.82
IV: 155.9% (±9.8%/d)
|
$28.00 ▲ PULL UP (+34.5%)
|
⚖️ BALANCED |
🎯 Put $20Spot $20.82Call $40 |
$11.52 – $30.12
±$9.30 (±44.7% 30D)
|
0.65 (Balanced)
819.6K OI (497.7KC / 321.9KP)
|
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.
★
My Book
3
Terminal
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