⚡ 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
16 / 61
Equities pinned within ±2.5% of strike
🌊 Gamma Regime Balance
25 POS / 14 NEG
41% Portfolio in Volatility Dampening
⚡ Median Implied Vol
47.6%
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 |
|---|---|---|---|---|---|---|---|
|
SLB
HOLD
SLB N.V.
Energy • Oilfield Services
|
$49.90
IV: 42.2% (±2.7%/d)
|
$50.00 🎯 PINNED (+0.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
$50 Floor $45Spot $49.90Ceiling $55 |
$43.86 – $55.94
±$6.04 (±12.1% 30D)
|
0.54 (Call Skew)
72.8K OI (47.4KC / 25.4KP)
|
Audit Note → |
|
MSFT
HOLD
Microsoft Corporation
Technology • Software Infrastructure
|
$533.16
IV: 28.6% (±1.8%/d)
|
$535.00 🎯 PINNED (+0.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$535 Floor $520Spot $533.16Ceiling $550 |
$489.44 – $576.88
±$43.72 (±8.2% 30D)
|
0.67 (Balanced)
160.4K OI (96.2KC / 64.2KP)
|
Audit Note → |
|
GS
HOLD
The Goldman Sachs Group, Inc.
Financial Services • Investment Banking
|
$910.19
IV: 37.1% (±2.3%/d)
|
$905.00 🎯 PINNED (-0.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$905 Floor $880Spot $910.19Ceiling $1000 |
$813.71 – $1006.67
±$96.48 (±10.6% 30D)
|
1.00 (Balanced)
76.7K OI (38.3KC / 38.4KP)
|
Audit Note → |
|
JPM
BUY
JPMorgan Chase & Co.
Financial Services • Diversified Banking
|
$342.07
IV: 26.3% (±1.7%/d)
|
$340.00 🎯 PINNED (-0.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$340 Floor $320Spot $342.07Ceiling $350 |
$316.41 – $367.73
±$25.66 (±7.5% 30D)
|
0.94 (Balanced)
139.6K OI (72.1KC / 67.5KP)
|
Audit Note → |
|
BAC
HOLD
Bank of America Corporation
Financial Services • Diversified Banking
|
$50.68
IV: 28.3% (±1.8%/d)
|
$51.00 🎯 PINNED (+0.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$51 Floor $50Spot $50.68Ceiling $55 |
$46.57 – $54.79
±$4.11 (±8.1% 30D)
|
0.71 (Balanced)
348.1K OI (204.1KC / 143.9KP)
|
Audit Note → |
|
PLTR
HOLD
Palantir Technologies Inc.
Technology • Software Infrastructure
|
$168.82
IV: 52.4% (±3.3%/d)
|
$167.50 🎯 PINNED (-0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$168 Floor $90Spot $168.82Ceiling $170 |
$143.50 – $194.14
±$25.32 (±15.0% 30D)
|
0.90 (Balanced)
620.9K OI (327.2KC / 293.7KP)
|
Audit Note → |
|
CEG
BUY
Constellation Energy Corporation
Utilities • Nuclear Energy
|
$267.76
IV: 53.6% (±3.4%/d)
|
$270.00 🎯 PINNED (+0.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$270 Floor $220Spot $267.76Ceiling $290 |
$226.52 – $309.00
±$41.24 (±15.4% 30D)
|
1.53 (Defensive)
63.3K OI (25.0KC / 38.3KP)
|
Audit Note → |
|
TSM
BUY
Taiwan Semiconductor Manufacturing
Technology • Semiconductors
|
$396.48
IV: 48.0% (±3.0%/d)
|
$400.00 🎯 PINNED (+0.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$400 Floor $390Spot $396.48Ceiling $450 |
$341.77 – $451.19
±$54.71 (±13.8% 30D)
|
1.02 (Balanced)
335.2K OI (165.9KC / 169.3KP)
|
Audit Note → |
|
GOOGL
HOLD
Alphabet Inc.
Technology • Internet Services
|
$287.38
IV: 34.2% (±2.1%/d)
|
$290.00 🎯 PINNED (+0.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$290 Floor $270Spot $287.38Ceiling $300 |
$259.22 – $315.54
±$28.16 (±9.8% 30D)
|
0.39 (Call Skew)
188.2K OI (135.0KC / 53.2KP)
|
Audit Note → |
|
AAPL
HOLD
Apple Inc.
Technology • Consumer Electronics
|
$348.51
IV: 23.0% (±1.4%/d)
|
$345.00 🎯 PINNED (-1.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$345 Floor $340Spot $348.51Ceiling $355 |
$325.51 – $371.51
±$23.00 (±6.6% 30D)
|
0.91 (Balanced)
353.0K OI (185.2KC / 167.9KP)
|
Audit Note → |
|
SCHW
BUY
The Charles Schwab Corporation
Financial Services • Capital Markets & Brokerage
|
$93.03
IV: 32.4% (±2.0%/d)
|
$92.00 🎯 PINNED (-1.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$92 Floor $80Spot $93.03Ceiling $105 |
$84.38 – $101.68
±$8.65 (±9.3% 30D)
|
1.01 (Balanced)
74.5K OI (37.0KC / 37.5KP)
|
Audit Note → |
|
PFE
BUY
Pfizer Inc.
Healthcare • Pharmaceuticals
|
$29.36
IV: 26.7% (±1.7%/d)
|
$29.00 🎯 PINNED (-1.2%)
|
🟢 POSITIVE (Mean-Reverting) |
$29 Floor $25Spot $29.36Ceiling $30 |
$27.10 – $31.62
±$2.26 (±7.7% 30D)
|
0.91 (Balanced)
318.8K OI (166.5KC / 152.3KP)
|
Audit Note → |
|
MS
HOLD
Morgan Stanley
Financial Services • Investment Banking
|
$187.56
IV: 37.1% (±2.3%/d)
|
$185.00 🎯 PINNED (-1.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$185 Floor $170Spot $187.56Ceiling $200 |
$167.68 – $207.44
±$19.88 (±10.6% 30D)
|
0.95 (Balanced)
86.3K OI (44.4KC / 41.9KP)
|
Audit Note → |
|
SNOW
HOLD
Snowflake Inc.
Technology • Cloud Data Platforms
|
$295.76
IV: 58.3% (±3.7%/d)
|
$290.00 🎯 PINNED (-1.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$290 Floor $270Spot $295.76Ceiling $350 |
$246.37 – $345.15
±$49.39 (±16.7% 30D)
|
0.68 (Balanced)
80.6K OI (47.9KC / 32.8KP)
|
Audit Note → |
|
QCOM
BUY
QUALCOMM Incorporated
Technology • Semiconductors
|
$173.53
IV: 53.6% (±3.4%/d)
|
$170.00 🎯 PINNED (-2.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$170 Floor $150Spot $173.53Ceiling $175 |
$146.81 – $200.25
±$26.72 (±15.4% 30D)
|
0.83 (Balanced)
169.0K OI (92.1KC / 76.9KP)
|
Audit Note → |
|
WFC
BUY
Wells Fargo & Company
Financial Services • Diversified Banking
|
$85.76
IV: 30.2% (±1.9%/d)
|
$84.00 🎯 PINNED (-2.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$84 Floor $72Spot $85.76Ceiling $90 |
$78.30 – $93.22
±$7.46 (±8.7% 30D)
|
1.06 (Balanced)
175.9K OI (85.5KC / 90.4KP)
|
Audit Note → |
|
META
HOLD
Meta Platforms, Inc.
Technology • Internet Media
|
$641.39
IV: 39.9% (±2.5%/d)
|
$625.00 ▼ PULL DOWN (-2.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$625 Floor $625Spot $641.39Ceiling $685 |
$568.27 – $714.51
±$73.12 (±11.4% 30D)
|
0.67 (Balanced)
141.9K OI (84.9KC / 57.0KP)
|
Audit Note → |
|
RTX
HOLD
RTX Corporation
Industrials • Aerospace & Defense
|
$200.27
IV: 33.8% (±2.1%/d)
|
$195.00 ▼ PULL DOWN (-2.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$195 Floor $175Spot $200.27Ceiling $210 |
$180.84 – $219.70
±$19.43 (±9.7% 30D)
|
1.03 (Balanced)
63.9K OI (31.4KC / 32.5KP)
|
Audit Note → |
|
CVX
BUY
Chevron Corporation
Energy • Oil & Gas Integrated
|
$211.22
IV: 28.5% (±1.8%/d)
|
$217.50 ▲ PULL UP (+3.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$218 Floor $200Spot $211.22Ceiling $230 |
$193.90 – $228.54
±$17.32 (±8.2% 30D)
|
0.39 (Call Skew)
133.6K OI (95.9KC / 37.7KP)
|
Audit Note → |
|
CRWD
HOLD
CrowdStrike Holdings, Inc.
Technology • Cybersecurity
|
$225.76
IV: 65.6% (±4.1%/d)
|
$232.50 ▲ PULL UP (+3.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$232 Floor $200Spot $225.76Ceiling $290 |
$183.32 – $268.20
±$42.44 (±18.8% 30D)
|
1.01 (Balanced)
191.4K OI (95.0KC / 96.4KP)
|
Audit Note → |
|
XOM
HOLD
ExxonMobil Holdings Corporation
Energy • Oil & Gas Integrated
|
$164.47
IV: 29.7% (±1.9%/d)
|
$170.00 ▲ PULL UP (+3.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
$170 Floor $160Spot $164.47Ceiling $185 |
$150.49 – $178.45
±$13.98 (±8.5% 30D)
|
0.59 (Call Skew)
192.2K OI (120.9KC / 71.3KP)
|
Audit Note → |
|
ASML
SELL
ASML Holding N.V.
Technology • Semiconductor Equipment
|
$1507.85
IV: 52.5% (±3.3%/d)
|
$1560.00 ▲ PULL UP (+3.5%)
|
🟢 POSITIVE (Mean-Reverting) |
$1560 Floor $1300Spot $1507.85Ceiling $1900 |
$1280.16 – $1735.54
±$227.69 (±15.1% 30D)
|
1.02 (Balanced)
49.2K OI (24.4KC / 24.9KP)
|
Audit Note → |
|
HON
SELL
Honeywell International Inc.
Industrials • Diversified Industrials
|
$228.22
IV: 43.9% (±2.8%/d)
|
$220.00 ▼ PULL DOWN (-3.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$220 Floor $190Spot $228.22Ceiling $230 |
$199.46 – $256.98
±$28.76 (±12.6% 30D)
|
0.62 (Call Skew)
11.6K OI (7.2KC / 4.4KP)
|
Audit Note → |
|
CARR
BUY
Carrier Global Corporation
Industrials • Building Products
|
$53.01
IV: 40.7% (±2.6%/d)
|
$55.00 ▲ PULL UP (+3.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$55 Floor $48Spot $53.01Ceiling $59 |
$46.81 – $59.21
±$6.20 (±11.7% 30D)
|
6.08 (Defensive)
45.9K OI (6.5KC / 39.4KP)
|
Audit Note → |
|
BA
SELL
The Boeing Company
Industrials • Aerospace & Defense
|
$173.38
IV: 34.9% (±2.2%/d)
|
$180.00 ▲ PULL UP (+3.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
$180 Floor $165Spot $173.38Ceiling $200 |
$156.04 – $190.72
±$17.34 (±10.0% 30D)
|
0.57 (Call Skew)
264.8K OI (168.7KC / 96.1KP)
|
Audit Note → |
|
TSLA
SELL
Tesla, Inc.
Consumer Discretionary • Auto Manufacturers
|
$379.78
IV: 41.3% (±2.6%/d)
|
$365.00 ▼ PULL DOWN (-3.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$365 Floor $120Spot $379.78Ceiling $400 |
$334.97 – $424.59
±$44.81 (±11.8% 30D)
|
1.32 (Defensive)
509.0K OI (219.8KC / 289.2KP)
|
Audit Note → |
|
AMZN
BUY
Amazon.com, Inc.
Consumer Discretionary • Internet Retail
|
$270.87
IV: 33.4% (±2.1%/d)
|
$260.00 ▼ PULL DOWN (-4.0%)
|
⚖️ BALANCED |
$260 Floor $250Spot $270.87Ceiling $270 |
$244.87 – $296.87
±$26.00 (±9.6% 30D)
|
0.70 (Balanced)
244.4K OI (143.7KC / 100.7KP)
|
Audit Note → |
|
COP
BUY
ConocoPhillips
Energy • Oil & Gas E&P
|
$135.59
IV: 35.4% (±2.2%/d)
|
$130.00 ▼ PULL DOWN (-4.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$130 Floor $130Spot $135.59Ceiling $150 |
$121.90 – $149.28
±$13.69 (±10.1% 30D)
|
0.42 (Call Skew)
68.9K OI (48.4KC / 20.4KP)
|
Audit Note → |
|
NEM
HOLD
Newmont Corporation
Basic Materials • Gold Mining
|
$119.96
IV: 50.8% (±3.2%/d)
|
$115.00 ▼ PULL DOWN (-4.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$115 Floor $105Spot $119.96Ceiling $155 |
$102.45 – $137.47
±$17.51 (±14.6% 30D)
|
0.45 (Call Skew)
56.5K OI (38.9KC / 17.6KP)
|
Audit Note → |
|
V
HOLD
Visa Inc.
Financial Services • Credit Services
|
$423.00
IV: 26.1% (±1.6%/d)
|
$405.00 ▼ PULL DOWN (-4.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$405 Floor $240Spot $423.00Ceiling $470 |
$391.28 – $454.72
±$31.72 (±7.5% 30D)
|
1.46 (Defensive)
113.3K OI (46.1KC / 67.2KP)
|
Audit Note → |
|
TXN
BUY
Texas Instruments Incorporated
Technology • Semiconductors
|
$300.52
IV: 53.7% (±3.4%/d)
|
$287.50 ▼ PULL DOWN (-4.3%)
|
⚖️ BALANCED |
$288 Floor $240Spot $300.52Ceiling $300 |
$254.24 – $346.80
±$46.28 (±15.4% 30D)
|
1.09 (Balanced)
55.3K OI (26.5KC / 28.8KP)
|
Audit Note → |
|
EQIX
SELL
Equinix, Inc.
Real Estate • Data Center REITs
|
$1050.00
IV: 38.4% (±2.4%/d)
|
$1000.00 ▼ PULL DOWN (-4.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$1000 Floor $950Spot $1050.00Ceiling $1140 |
$934.50 – $1165.50
±$115.50 (±11.0% 30D)
|
2.69 (Defensive)
15.0K OI (4.1KC / 11.0KP)
|
Audit Note → |
|
ABT
SELL
Abbott Laboratories
Healthcare • Medical Devices
|
$110.46
IV: 34.5% (±2.2%/d)
|
$105.00 ▼ PULL DOWN (-4.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$105 Floor $95Spot $110.46Ceiling $110 |
$99.52 – $121.40
±$10.94 (±9.9% 30D)
|
0.49 (Call Skew)
59.9K OI (40.3KC / 19.6KP)
|
Audit Note → |
|
FSLR
BUY
First Solar, Inc.
Energy • Solar Energy
|
$180.98
IV: 58.0% (±3.6%/d)
|
$190.00 ▲ PULL UP (+5.0%)
|
⚖️ BALANCED |
$190 Floor $170Spot $180.98Ceiling $200 |
$150.94 – $211.02
±$30.04 (±16.6% 30D)
|
0.64 (Call Skew)
69.7K OI (42.4KC / 27.3KP)
|
Audit Note → |
|
AVGO
SELL
Broadcom Inc.
Technology • Semiconductors
|
$331.98
IV: 50.3% (±3.2%/d)
|
$315.00 ▼ PULL DOWN (-5.1%)
|
⚖️ BALANCED |
$315 Floor $270Spot $331.98Ceiling $330 |
$284.17 – $379.79
±$47.81 (±14.4% 30D)
|
0.73 (Balanced)
132.5K OI (76.7KC / 55.8KP)
|
Audit Note → |
|
PG
HOLD
The Procter & Gamble Company
Consumer Defensive • Household Products
|
$168.66
IV: 23.8% (±1.5%/d)
|
$160.00 ▼ PULL DOWN (-5.1%)
|
⚖️ BALANCED |
$160 Floor $155Spot $168.66Ceiling $168 |
$157.19 – $180.13
±$11.47 (±6.8% 30D)
|
0.72 (Balanced)
97.2K OI (56.7KC / 40.6KP)
|
Audit Note → |
|
LMT
BUY
Lockheed Martin Corporation
Industrials • Aerospace & Defense
|
$603.12
IV: 38.7% (±2.4%/d)
|
$570.00 ▼ PULL DOWN (-5.5%)
|
⚖️ BALANCED |
$570 Floor $500Spot $603.12Ceiling $700 |
$536.17 – $670.07
±$66.95 (±11.1% 30D)
|
0.86 (Balanced)
22.5K OI (12.1KC / 10.4KP)
|
Audit Note → |
|
NFLX
HOLD
Netflix, Inc.
Communication Services • Streaming & Entertainment
|
$63.26
IV: 34.7% (±2.2%/d)
|
$67.00 ▲ PULL UP (+5.9%)
|
⚖️ BALANCED |
$67 Floor $60Spot $63.26Ceiling $70 |
$57.00 – $69.52
±$6.26 (±9.9% 30D)
|
0.73 (Balanced)
691.1K OI (399.6KC / 291.6KP)
|
Audit Note → |
|
FCX
HOLD
Freeport-McMoRan Inc.
Basic Materials • Copper Mining
|
$60.31
IV: 53.3% (±3.4%/d)
|
$64.00 ▲ PULL UP (+6.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$64 Floor $50Spot $60.31Ceiling $80 |
$51.08 – $69.54
±$9.23 (±15.3% 30D)
|
0.50 (Call Skew)
152.6K OI (101.5KC / 51.1KP)
|
Audit Note → |
|
ARKK
SELL
ARK Innovation ETF
Thematic ETF • Disruptive Innovation ETF
|
$77.10
IV: 49.2% (±3.1%/d)
|
$82.00 ▲ PULL UP (+6.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$82 Floor $70Spot $77.10Ceiling $77 |
$66.23 – $87.97
±$10.87 (±14.1% 30D)
|
1.60 (Defensive)
147.1K OI (56.7KC / 90.5KP)
|
Audit Note → |
|
ABBV
BUY
AbbVie Inc.
Healthcare • Pharmaceuticals
|
$293.89
IV: 30.1% (±1.9%/d)
|
$275.00 ▼ PULL DOWN (-6.4%)
|
⚖️ BALANCED |
$275 Floor $265Spot $293.89Ceiling $290 |
$268.62 – $319.16
±$25.27 (±8.6% 30D)
|
1.01 (Balanced)
67.9K OI (33.7KC / 34.1KP)
|
Audit Note → |
|
MA
SELL
Mastercard Incorporated
Financial Services • Credit Services
|
$658.84
IV: 31.7% (±2.0%/d)
|
$615.00 ▼ PULL DOWN (-6.7%)
|
⚖️ BALANCED |
$615 Floor $640Spot $658.84Ceiling $665 |
$598.89 – $718.79
±$59.95 (±9.1% 30D)
|
1.04 (Balanced)
38.1K OI (18.7KC / 19.4KP)
|
Audit Note → |
|
ISRG
HOLD
Intuitive Surgical, Inc.
Healthcare • Medical Devices
|
$450.04
IV: 50.5% (±3.2%/d)
|
$420.00 ▼ PULL DOWN (-6.7%)
|
⚖️ BALANCED |
$420 Floor $350Spot $450.04Ceiling $530 |
$384.78 – $515.30
±$65.26 (±14.5% 30D)
|
1.01 (Balanced)
24.2K OI (12.1KC / 12.2KP)
|
Audit Note → |
|
COIN
HOLD
Coinbase Global, Inc.
Financial Services • Digital Asset Exchange
|
$132.13
IV: 72.1% (±4.5%/d)
|
$141.00 ▲ PULL UP (+6.7%)
|
⚖️ BALANCED |
$141 Floor $120Spot $132.13Ceiling $170 |
$104.78 – $159.48
±$27.35 (±20.7% 30D)
|
0.69 (Balanced)
259.0K OI (153.5KC / 105.5KP)
|
Audit Note → |
|
CSCO
HOLD
Cisco Systems, Inc.
Technology • Networking Equipment
|
$98.15
IV: 73.9% (±4.7%/d)
|
$105.00 ▲ PULL UP (+7.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$105 Floor $80Spot $98.15Ceiling $105 |
$77.34 – $118.96
±$20.81 (±21.2% 30D)
|
0.59 (Call Skew)
141.9K OI (89.5KC / 52.4KP)
|
Audit Note → |
|
KO
HOLD
The Coca-Cola Company
Consumer Defensive • Beverages
|
$96.91
IV: 21.7% (±1.4%/d)
|
$90.00 ▼ PULL DOWN (-7.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$90 Floor $78Spot $96.91Ceiling $98 |
$90.90 – $102.92
±$6.01 (±6.2% 30D)
|
0.53 (Call Skew)
191.1K OI (125.3KC / 65.8KP)
|
Audit Note → |
|
JNJ
BUY
Johnson & Johnson
Healthcare • Pharmaceuticals
|
$280.78
IV: 32.0% (±2.0%/d)
|
$260.00 ▼ PULL DOWN (-7.4%)
|
⚖️ BALANCED |
$260 Floor $260Spot $280.78Ceiling $280 |
$254.95 – $306.61
±$25.83 (±9.2% 30D)
|
0.68 (Balanced)
48.8K OI (29.0KC / 19.8KP)
|
Audit Note → |
|
AMGN
HOLD
Amgen Inc.
Healthcare • Biotechnology
|
$465.23
IV: 37.0% (±2.3%/d)
|
$430.00 ▼ PULL DOWN (-7.6%)
|
⚖️ BALANCED |
$430 Floor $350Spot $465.23Ceiling $505 |
$415.92 – $514.54
±$49.31 (±10.6% 30D)
|
0.64 (Call Skew)
47.8K OI (29.2KC / 18.6KP)
|
Audit Note → |
|
SMCI
SELL
Super Micro Computer, Inc.
Technology • Computer Hardware
|
$27.79
IV: 85.9% (±5.4%/d)
|
$30.00 ▲ PULL UP (+8.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$30 Floor $25Spot $27.79Ceiling $30 |
$20.95 – $34.63
±$6.84 (±24.6% 30D)
|
0.39 (Call Skew)
486.1K OI (348.9KC / 137.2KP)
|
Audit Note → |
|
GE
HOLD
GE Aerospace
Industrials • Aerospace & Defense
|
$337.91
IV: 42.1% (±2.6%/d)
|
$310.00 ▼ PULL DOWN (-8.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
$310 Floor $280Spot $337.91Ceiling $350 |
$297.02 – $378.80
±$40.89 (±12.1% 30D)
|
0.31 (Call Skew)
92.1K OI (70.2KC / 22.0KP)
|
Audit Note → |
|
HD
BUY
The Home Depot, Inc.
Consumer Discretionary • Home Improvement Retail
|
$351.00
IV: 42.1% (±2.6%/d)
|
$320.00 ▼ PULL DOWN (-8.8%)
|
⚖️ BALANCED |
$320 Floor $305Spot $351.00Ceiling $370 |
$308.53 – $393.47
±$42.47 (±12.1% 30D)
|
0.89 (Balanced)
77.6K OI (41.0KC / 36.6KP)
|
Audit Note → |
|
NVDA
HOLD
NVIDIA Corporation
Technology • Semiconductors
|
$168.89
IV: 59.2% (±3.7%/d)
|
$185.00 ▲ PULL UP (+9.5%)
|
⚖️ BALANCED |
$185 Floor $170Spot $168.89Ceiling $200 |
$140.18 – $197.60
±$28.71 (±17.0% 30D)
|
0.72 (Balanced)
1.13M OI (658.0KC / 475.5KP)
|
Audit Note → |
|
MSTR
HOLD
MicroStrategy Incorporated
Technology • Enterprise Software & Treasury
|
$121.07
IV: 82.1% (±5.2%/d)
|
$133.00 ▲ PULL UP (+9.8%)
|
⚖️ BALANCED |
$133 Floor $80Spot $121.07Ceiling $135 |
$92.62 – $149.52
±$28.45 (±23.5% 30D)
|
0.81 (Balanced)
742.2K OI (409.2KC / 333.1KP)
|
Audit Note → |
|
ORCL
HOLD
Oracle Corporation
Technology • Software Infrastructure
|
$117.96
IV: 65.1% (±4.1%/d)
|
$130.00 ▲ PULL UP (+10.2%)
|
⚖️ BALANCED |
$130 Floor $105Spot $117.96Ceiling $140 |
$95.90 – $140.02
±$22.06 (±18.7% 30D)
|
0.79 (Balanced)
670.0K OI (375.3KC / 294.7KP)
|
Audit Note → |
|
AMD
BUY
Advanced Micro Devices, Inc.
Technology • Semiconductors
|
$515.21
IV: 69.6% (±4.4%/d)
|
$462.50 ▼ PULL DOWN (-10.2%)
|
⚖️ BALANCED |
$462 Floor $250Spot $515.21Ceiling $550 |
$412.17 – $618.25
±$103.04 (±20.0% 30D)
|
0.87 (Balanced)
268.5K OI (143.5KC / 125.0KP)
|
Audit Note → |
|
LLY
HOLD
Eli Lilly and Company
Healthcare • Pharmaceuticals
|
$1432.29
IV: 33.5% (±2.1%/d)
|
$1285.00 ▼ PULL DOWN (-10.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$1285 Floor $640Spot $1432.29Ceiling $1440 |
$1294.79 – $1569.79
±$137.50 (±9.6% 30D)
|
1.52 (Defensive)
96.5K OI (38.3KC / 58.2KP)
|
Audit Note → |
|
MCD
BUY
McDonald's Corporation
Consumer Discretionary • Restaurants
|
$282.17
IV: 24.3% (±1.5%/d)
|
$250.00 ▼ PULL DOWN (-11.4%)
|
⚖️ BALANCED |
$250 Floor $250Spot $282.17Ceiling $285 |
$262.42 – $301.92
±$19.75 (±7.0% 30D)
|
0.75 (Balanced)
84.2K OI (48.1KC / 36.1KP)
|
Audit Note → |
|
INTC
SELL
Intel Corporation
Technology • Semiconductors
|
$58.13
IV: 71.3% (±4.5%/d)
|
$65.00 ▲ PULL UP (+11.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
$65 Floor $50Spot $58.13Ceiling $130 |
$46.27 – $69.99
±$11.86 (±20.4% 30D)
|
0.38 (Call Skew)
1.36M OI (980.2KC / 375.3KP)
|
Audit Note → |
|
ARM
HOLD
Arm Holdings plc
Technology • Semiconductors
|
$181.49
IV: 78.6% (±5.0%/d)
|
$207.50 ▲ PULL UP (+14.3%)
|
⚖️ BALANCED |
$208 Floor $60Spot $181.49Ceiling $200 |
$140.65 – $222.33
±$40.84 (±22.5% 30D)
|
0.88 (Balanced)
158.5K OI (84.2KC / 74.3KP)
|
Audit Note → |
|
CRWV
SELL
CoreWeave, Inc.
Technology • AI Cloud Infrastructure
|
$48.73
IV: 162.9% (±10.3%/d)
|
$60.00 ▲ PULL UP (+23.1%)
|
⚖️ BALANCED |
$60 Floor $30Spot $48.73Ceiling $60 |
$25.97 – $71.49
±$22.76 (±46.7% 30D)
|
0.92 (Balanced)
895.9K OI (466.7KC / 429.2KP)
|
Audit Note → |
|
IREN
HOLD
IREN Limited
Technology • HPC & AI Data Centers
|
$19.73
IV: 135.5% (±8.5%/d)
|
$27.00 ▲ PULL UP (+36.9%)
|
⚖️ BALANCED |
$27 Floor $20Spot $19.73Ceiling $40 |
$12.07 – $27.39
±$7.66 (±38.8% 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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