Macro Tape
S&P 5007,561.67-0.40%Nasdaq25,136.27-0.91%US 10Y Yield5.15%+5 bpsVIX19.30+3.21%WTI Crude$88.56-0.20%Gold$3,886.30+0.03%DXY103.41+0.23%Bitcoin$65,468-4.08%Yahoo Live • 11:20 ETS&P 5007,561.67-0.40%Nasdaq25,136.27-0.91%US 10Y Yield5.15%+5 bpsVIX19.30+3.21%WTI Crude$88.56-0.20%Gold$3,886.30+0.03%DXY103.41+0.23%Bitcoin$65,468-4.08%Yahoo Live • 11:20 ET
Coverage Wire
METABUY$641.69DLRHOLD$179.99MSFTHOLD$523.88TGTHOLD$160.80BLKBUY$1216.61PANWSELL$322.66ZHOLD$28.80HDBUY$350.44NVDAHOLD$165.16MSTRSELL$114.00DISBUY$119.65PLTRSELL$173.70CSCOHOLD$101.85RTXHOLD$199.49AMATBUY$372.53JPMHOLD$342.07CRWVSELL$47.94CVXBUY$209.59METABUY$641.69DLRHOLD$179.99MSFTHOLD$523.88TGTHOLD$160.80BLKBUY$1216.61PANWSELL$322.66ZHOLD$28.80HDBUY$350.44NVDAHOLD$165.16MSTRSELL$114.00DISBUY$119.65PLTRSELL$173.70CSCOHOLD$101.85RTXHOLD$199.49AMATBUY$372.53JPMHOLD$342.07CRWVSELL$47.94CVXBUY$209.59
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 68 covered securities.
🎯 Max Pain Pinning
16 / 68
Equities pinned within ±2.5% of strike
🌊 Gamma Regime Balance
23 POS / 16 NEG
34% Portfolio in Volatility Dampening
⚡ Median Implied Vol
45.4%
Coverage Basket 30-Day ATM IV
⚖️ Aggregate Put/Call OI
0.92
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 |
|---|---|---|---|---|---|---|---|
|
QCOM
BUY
QUALCOMM Incorporated
Technology • Semiconductors
|
$172.47
IV: 53.5% (±3.4%/d)
|
$172.50 🎯 PINNED (+0.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$172 Floor $150Spot $172.47Ceiling $185 |
$146.08 – $198.86
±$26.39 (±15.3% 30D)
|
0.91 (Balanced)
130.3K OI (68.4KC / 61.9KP)
|
Audit Note → |
|
PFE
BUY
Pfizer Inc.
Healthcare • Pharmaceuticals
|
$28.89
IV: 26.1% (±1.6%/d)
|
$29.00 🎯 PINNED (+0.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$29 Floor $25Spot $28.89Ceiling $30 |
$26.72 – $31.06
±$2.17 (±7.5% 30D)
|
1.16 (Defensive)
259.8K OI (120.2KC / 139.6KP)
|
Audit Note → |
|
GS
HOLD
The Goldman Sachs Group, Inc.
Financial Services • Investment Banking
|
$916.56
IV: 35.8% (±2.3%/d)
|
$910.00 🎯 PINNED (-0.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$910 Floor $880Spot $916.56Ceiling $980 |
$822.15 – $1010.97
±$94.41 (±10.3% 30D)
|
1.04 (Balanced)
69.3K OI (34.0KC / 35.3KP)
|
Audit Note → |
|
SCHW
BUY
The Charles Schwab Corporation
Financial Services • Capital Markets & Brokerage
|
$92.98
IV: 27.8% (±1.8%/d)
|
$92.00 🎯 PINNED (-1.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$92 Floor $80Spot $92.98Ceiling $105 |
$85.54 – $100.42
±$7.44 (±8.0% 30D)
|
1.00 (Balanced)
68.2K OI (34.2KC / 34.0KP)
|
Audit Note → |
|
HON
SELL
Honeywell International Inc.
Industrials • Diversified Industrials
|
$222.46
IV: 41.1% (±2.6%/d)
|
$220.00 🎯 PINNED (-1.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$220 Floor $190Spot $222.46Ceiling $220 |
$196.21 – $248.71
±$26.25 (±11.8% 30D)
|
0.70 (Balanced)
10.1K OI (6.0KC / 4.1KP)
|
Audit Note → |
|
GOOGL
HOLD
Alphabet Inc.
Technology • Internet Services
|
$295.77
IV: 33.6% (±2.1%/d)
|
$300.00 🎯 PINNED (+1.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
$300 Floor $290Spot $295.77Ceiling $370 |
$267.38 – $324.16
±$28.39 (±9.6% 30D)
|
0.37 (Call Skew)
718.5K OI (525.7KC / 192.8KP)
|
Audit Note → |
|
CARR
BUY
Carrier Global Corporation
Industrials • Building Products
|
$54.20
IV: 41.2% (±2.6%/d)
|
$55.00 🎯 PINNED (+1.5%)
|
🟢 POSITIVE (Mean-Reverting) |
$55 Floor $48Spot $54.20Ceiling $59 |
$47.80 – $60.60
±$6.40 (±11.8% 30D)
|
6.38 (Defensive)
44.9K OI (6.1KC / 38.8KP)
|
Audit Note → |
|
NEM
HOLD
Newmont Corporation
Basic Materials • Gold Mining
|
$113.14
IV: 44.1% (±2.8%/d)
|
$115.00 🎯 PINNED (+1.6%)
|
🔴 NEGATIVE (Vol Squeeze) |
$115 Floor $105Spot $113.14Ceiling $155 |
$98.88 – $127.40
±$14.26 (±12.6% 30D)
|
0.51 (Call Skew)
51.9K OI (34.4KC / 17.4KP)
|
Audit Note → |
|
JPM
HOLD
JPMorgan Chase & Co.
Financial Services • Diversified Banking
|
$346.19
IV: 23.4% (±1.5%/d)
|
$340.00 🎯 PINNED (-1.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$340 Floor $320Spot $346.19Ceiling $360 |
$323.00 – $369.38
±$23.19 (±6.7% 30D)
|
0.99 (Balanced)
122.5K OI (61.5KC / 61.1KP)
|
Audit Note → |
|
RTX
HOLD
RTX Corporation
Industrials • Aerospace & Defense
|
$198.58
IV: 27.3% (±1.7%/d)
|
$195.00 🎯 PINNED (-1.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$195 Floor $175Spot $198.58Ceiling $220 |
$183.09 – $214.07
±$15.49 (±7.8% 30D)
|
0.95 (Balanced)
51.2K OI (26.3KC / 24.9KP)
|
Audit Note → |
|
XOM
HOLD
ExxonMobil Holdings Corporation
Energy • Oil & Gas Integrated
|
$170.59
IV: 26.1% (±1.6%/d)
|
$167.50 🎯 PINNED (-1.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$168 Floor $160Spot $170.59Ceiling $200 |
$157.80 – $183.38
±$12.79 (±7.5% 30D)
|
0.61 (Call Skew)
154.6K OI (95.9KC / 58.6KP)
|
Audit Note → |
|
META
BUY
Meta Platforms, Inc.
Technology • Internet Media
|
$641.69
IV: 41.7% (±2.6%/d)
|
$630.00 🎯 PINNED (-1.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
$630 Floor $600Spot $641.69Ceiling $700 |
$564.69 – $718.69
±$77.00 (±12.0% 30D)
|
0.47 (Call Skew)
557.7K OI (378.5KC / 179.3KP)
|
Audit Note → |
|
BAC
HOLD
Bank of America Corporation
Financial Services • Diversified Banking
|
$51.02
IV: 26.0% (±1.6%/d)
|
$52.00 🎯 PINNED (+1.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$52 Floor $50Spot $51.02Ceiling $55 |
$47.19 – $54.85
±$3.83 (±7.5% 30D)
|
0.84 (Balanced)
295.8K OI (161.1KC / 134.8KP)
|
Audit Note → |
|
AVGO
SELL
Broadcom Inc.
Technology • Semiconductors
|
$347.01
IV: 56.9% (±3.6%/d)
|
$340.00 🎯 PINNED (-2.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$340 Floor $340Spot $347.01Ceiling $400 |
$290.45 – $403.57
±$56.56 (±16.3% 30D)
|
0.95 (Balanced)
386.3K OI (198.3KC / 188.0KP)
|
Audit Note → |
|
CVX
BUY
Chevron Corporation
Energy • Oil & Gas Integrated
|
$219.89
IV: 23.6% (±1.5%/d)
|
$215.00 🎯 PINNED (-2.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
$215 Floor $200Spot $219.89Ceiling $230 |
$204.94 – $234.84
±$14.95 (±6.8% 30D)
|
0.46 (Call Skew)
107.1K OI (73.1KC / 34.0KP)
|
Audit Note → |
|
WFC
HOLD
Wells Fargo & Company
Financial Services • Diversified Banking
|
$86.05
IV: 24.8% (±1.6%/d)
|
$84.00 🎯 PINNED (-2.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$84 Floor $72Spot $86.05Ceiling $90 |
$79.94 – $92.16
±$6.11 (±7.1% 30D)
|
1.09 (Balanced)
163.3K OI (78.0KC / 85.3KP)
|
Audit Note → |
|
TSLA
SELL
Tesla, Inc.
Consumer Discretionary • Auto Manufacturers
|
$390.22
IV: 46.7% (±2.9%/d)
|
$380.00 ▼ PULL DOWN (-2.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$380 Floor $250Spot $390.22Ceiling $400 |
$337.93 – $442.51
±$52.29 (±13.4% 30D)
|
1.07 (Balanced)
766.1K OI (369.2KC / 396.9KP)
|
Audit Note → |
|
DLR
HOLD
Digital Realty Trust, Inc.
Equities • Institutional Coverage
|
$179.99
IV: 42.3% (±2.7%/d)
|
$175.00 ▼ PULL DOWN (-2.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$175 Floor $170Spot $179.99Ceiling $200 |
$158.21 – $201.77
±$21.78 (±12.1% 30D)
|
0.92 (Balanced)
7.0K OI (3.6KC / 3.4KP)
|
Audit Note → |
|
TSM
BUY
Taiwan Semiconductor Manufacturing
Technology • Semiconductors
|
$398.73
IV: 49.3% (±3.1%/d)
|
$410.00 ▲ PULL UP (+2.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$410 Floor $390Spot $398.73Ceiling $450 |
$342.51 – $454.95
±$56.22 (±14.1% 30D)
|
1.13 (Balanced)
298.5K OI (140.1KC / 158.4KP)
|
Audit Note → |
|
MS
HOLD
Morgan Stanley
Financial Services • Investment Banking
|
$190.65
IV: 33.4% (±2.1%/d)
|
$185.00 ▼ PULL DOWN (-3.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$185 Floor $170Spot $190.65Ceiling $200 |
$172.35 – $208.95
±$18.30 (±9.6% 30D)
|
0.90 (Balanced)
77.6K OI (40.8KC / 36.7KP)
|
Audit Note → |
|
SNOW
HOLD
Snowflake Inc.
Technology • Cloud Data Platforms
|
$291.00
IV: 58.5% (±3.7%/d)
|
$300.00 ▲ PULL UP (+3.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$300 Floor $280Spot $291.00Ceiling $350 |
$242.11 – $339.89
±$48.89 (±16.8% 30D)
|
0.76 (Balanced)
71.2K OI (40.6KC / 30.6KP)
|
Audit Note → |
|
SLB
HOLD
SLB N.V.
Energy • Oilfield Services
|
$51.67
IV: 35.8% (±2.3%/d)
|
$50.00 ▼ PULL DOWN (-3.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
$50 Floor $45Spot $51.67Ceiling $55 |
$46.35 – $56.99
±$5.32 (±10.3% 30D)
|
0.50 (Call Skew)
70.8K OI (47.1KC / 23.7KP)
|
Audit Note → |
|
ABT
SELL
Abbott Laboratories
Healthcare • Medical Devices
|
$108.52
IV: 30.5% (±1.9%/d)
|
$105.00 ▼ PULL DOWN (-3.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
$105 Floor $95Spot $108.52Ceiling $110 |
$99.08 – $117.96
±$9.44 (±8.7% 30D)
|
0.49 (Call Skew)
57.7K OI (38.8KC / 18.8KP)
|
Audit Note → |
|
CEG
BUY
Constellation Energy Corporation
Utilities • Nuclear Energy
|
$280.20
IV: 51.7% (±3.3%/d)
|
$270.00 ▼ PULL DOWN (-3.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$270 Floor $220Spot $280.20Ceiling $300 |
$238.73 – $321.67
±$41.47 (±14.8% 30D)
|
1.90 (Defensive)
59.8K OI (20.6KC / 39.2KP)
|
Audit Note → |
|
CRWD
HOLD
CrowdStrike Holdings, Inc.
Technology • Cybersecurity
|
$226.61
IV: 69.8% (±4.4%/d)
|
$235.00 ▲ PULL UP (+3.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$235 Floor $200Spot $226.61Ceiling $290 |
$181.29 – $271.93
±$45.32 (±20.0% 30D)
|
1.04 (Balanced)
169.1K OI (82.8KC / 86.3KP)
|
Audit Note → |
|
TGT
HOLD
Target Corporation
Equities • Institutional Coverage
|
$161.45
IV: 62.2% (±3.9%/d)
|
$155.00 ▼ PULL DOWN (-4.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$155 Floor $140Spot $161.45Ceiling $165 |
$132.71 – $190.19
±$28.74 (±17.8% 30D)
|
0.58 (Call Skew)
54.3K OI (34.4KC / 20.0KP)
|
Audit Note → |
|
PLTR
SELL
Palantir Technologies Inc.
Technology • Software Infrastructure
|
$167.99
IV: 52.7% (±3.3%/d)
|
$175.00 ▲ PULL UP (+4.2%)
|
⚖️ BALANCED |
$175 Floor $155Spot $167.99Ceiling $200 |
$142.62 – $193.36
±$25.37 (±15.1% 30D)
|
0.99 (Balanced)
458.6K OI (230.4KC / 228.2KP)
|
Audit Note → |
|
ASML
SELL
ASML Holding N.V.
Technology • Semiconductor Equipment
|
$1495.16
IV: 51.7% (±3.3%/d)
|
$1560.00 ▲ PULL UP (+4.3%)
|
⚖️ BALANCED |
$1560 Floor $1400Spot $1495.16Ceiling $1900 |
$1273.88 – $1716.44
±$221.28 (±14.8% 30D)
|
0.88 (Balanced)
41.1K OI (21.9KC / 19.2KP)
|
Audit Note → |
|
AMZN
BUY
Amazon.com, Inc.
Consumer Discretionary • Internet Retail
|
$266.66
IV: 34.2% (±2.1%/d)
|
$255.00 ▼ PULL DOWN (-4.4%)
|
⚖️ BALANCED |
$255 Floor $250Spot $266.66Ceiling $275 |
$240.53 – $292.79
±$26.13 (±9.8% 30D)
|
0.62 (Call Skew)
785.7K OI (484.4KC / 301.3KP)
|
Audit Note → |
|
LMT
BUY
Lockheed Martin Corporation
Industrials • Aerospace & Defense
|
$596.04
IV: 33.6% (±2.1%/d)
|
$570.00 ▼ PULL DOWN (-4.4%)
|
⚖️ BALANCED |
$570 Floor $500Spot $596.04Ceiling $700 |
$538.82 – $653.26
±$57.22 (±9.6% 30D)
|
0.79 (Balanced)
19.1K OI (10.7KC / 8.5KP)
|
Audit Note → |
|
MSFT
HOLD
Microsoft Corporation
Technology • Software Infrastructure
|
$523.88
IV: 28.8% (±1.8%/d)
|
$500.00 ▼ PULL DOWN (-4.6%)
|
⚖️ BALANCED |
$500 Floor $500Spot $523.88Ceiling $580 |
$480.40 – $567.36
±$43.48 (±8.3% 30D)
|
0.70 (Balanced)
596.8K OI (351.3KC / 245.6KP)
|
Audit Note → |
|
AAPL
HOLD
Apple Inc.
Technology • Consumer Electronics
|
$356.27
IV: 22.1% (±1.4%/d)
|
$340.00 ▼ PULL DOWN (-4.6%)
|
⚖️ BALANCED |
$340 Floor $300Spot $356.27Ceiling $365 |
$333.82 – $378.72
±$22.45 (±6.3% 30D)
|
1.00 (Balanced)
850.7K OI (424.3KC / 426.3KP)
|
Audit Note → |
|
V
HOLD
Visa Inc.
Financial Services • Credit Services
|
$425.76
IV: 22.9% (±1.4%/d)
|
$405.00 ▼ PULL DOWN (-4.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$405 Floor $240Spot $425.76Ceiling $470 |
$397.66 – $453.86
±$28.10 (±6.6% 30D)
|
1.34 (Defensive)
103.2K OI (44.0KC / 59.2KP)
|
Audit Note → |
|
BA
SELL
The Boeing Company
Industrials • Aerospace & Defense
|
$171.50
IV: 31.5% (±2.0%/d)
|
$180.00 ▲ PULL UP (+5.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$180 Floor $170Spot $171.50Ceiling $200 |
$156.07 – $186.93
±$15.43 (±9.0% 30D)
|
0.49 (Call Skew)
232.3K OI (155.7KC / 76.5KP)
|
Audit Note → |
|
GE
HOLD
GE Aerospace
Industrials • Aerospace & Defense
|
$331.81
IV: 37.9% (±2.4%/d)
|
$315.00 ▼ PULL DOWN (-5.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$315 Floor $280Spot $331.81Ceiling $350 |
$295.64 – $367.98
±$36.17 (±10.9% 30D)
|
0.21 (Call Skew)
122.4K OI (101.1KC / 21.3KP)
|
Audit Note → |
|
EQIX
SELL
Equinix, Inc.
Real Estate • Data Center REITs
|
$1053.79
IV: 34.8% (±2.2%/d)
|
$1000.00 ▼ PULL DOWN (-5.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$1000 Floor $950Spot $1053.79Ceiling $1140 |
$948.41 – $1159.17
±$105.38 (±10.0% 30D)
|
2.15 (Defensive)
16.5K OI (5.2KC / 11.2KP)
|
Audit Note → |
|
TXN
BUY
Texas Instruments Incorporated
Technology • Semiconductors
|
$303.60
IV: 52.7% (±3.3%/d)
|
$287.50 ▼ PULL DOWN (-5.3%)
|
⚖️ BALANCED |
$288 Floor $240Spot $303.60Ceiling $325 |
$257.76 – $349.44
±$45.84 (±15.1% 30D)
|
1.04 (Balanced)
49.2K OI (24.1KC / 25.1KP)
|
Audit Note → |
|
PG
HOLD
The Procter & Gamble Company
Consumer Defensive • Household Products
|
$169.80
IV: 23.1% (±1.5%/d)
|
$160.00 ▼ PULL DOWN (-5.8%)
|
⚖️ BALANCED |
$160 Floor $155Spot $169.80Ceiling $168 |
$158.59 – $181.01
±$11.21 (±6.6% 30D)
|
0.75 (Balanced)
91.3K OI (52.1KC / 39.1KP)
|
Audit Note → |
|
ABBV
BUY
AbbVie Inc.
Healthcare • Pharmaceuticals
|
$295.03
IV: 28.4% (±1.8%/d)
|
$277.50 ▼ PULL DOWN (-5.9%)
|
⚖️ BALANCED |
$278 Floor $265Spot $295.03Ceiling $290 |
$271.13 – $318.93
±$23.90 (±8.1% 30D)
|
1.15 (Balanced)
65.2K OI (30.4KC / 34.9KP)
|
Audit Note → |
|
ORCL
HOLD
Oracle Corporation
Technology • Software Infrastructure
|
$125.35
IV: 59.6% (±3.8%/d)
|
$133.00 ▲ PULL UP (+6.1%)
|
⚖️ BALANCED |
$133 Floor $105Spot $125.35Ceiling $150 |
$103.92 – $146.78
±$21.43 (±17.1% 30D)
|
0.73 (Balanced)
603.4K OI (348.4KC / 255.0KP)
|
Audit Note → |
|
ISRG
HOLD
Intuitive Surgical, Inc.
Healthcare • Medical Devices
|
$443.59
IV: 43.6% (±2.8%/d)
|
$412.50 ▼ PULL DOWN (-7.0%)
|
⚖️ BALANCED |
$412 Floor $350Spot $443.59Ceiling $530 |
$388.14 – $499.04
±$55.45 (±12.5% 30D)
|
1.00 (Balanced)
21.8K OI (10.9KC / 10.9KP)
|
Audit Note → |
|
JNJ
BUY
Johnson & Johnson
Healthcare • Pharmaceuticals
|
$285.75
IV: 27.3% (±1.7%/d)
|
$265.00 ▼ PULL DOWN (-7.3%)
|
⚖️ BALANCED |
$265 Floor $260Spot $285.75Ceiling $290 |
$263.46 – $308.04
±$22.29 (±7.8% 30D)
|
0.78 (Balanced)
41.2K OI (23.1KC / 18.0KP)
|
Audit Note → |
|
HD
BUY
The Home Depot, Inc.
Consumer Discretionary • Home Improvement Retail
|
$348.69
IV: 41.1% (±2.6%/d)
|
$322.50 ▼ PULL DOWN (-7.5%)
|
⚖️ BALANCED |
$322 Floor $300Spot $348.69Ceiling $350 |
$307.54 – $389.84
±$41.15 (±11.8% 30D)
|
0.89 (Balanced)
63.1K OI (33.4KC / 29.7KP)
|
Audit Note → |
|
BLK
BUY
BlackRock, Inc.
Financial Services • Asset Management
|
$1222.91
IV: 28.7% (±1.8%/d)
|
$1130.00 ▼ PULL DOWN (-7.6%)
|
🔴 NEGATIVE (Vol Squeeze) |
$1130 Floor $980Spot $1222.91Ceiling $1300 |
$1122.63 – $1323.19
±$100.28 (±8.2% 30D)
|
0.58 (Call Skew)
10.4K OI (6.6KC / 3.8KP)
|
Audit Note → |
|
AMGN
HOLD
Amgen Inc.
Healthcare • Biotechnology
|
$465.67
IV: 31.8% (±2.0%/d)
|
$430.00 ▼ PULL DOWN (-7.7%)
|
⚖️ BALANCED |
$430 Floor $350Spot $465.67Ceiling $505 |
$423.29 – $508.05
±$42.38 (±9.1% 30D)
|
0.65 (Balanced)
46.0K OI (27.8KC / 18.1KP)
|
Audit Note → |
|
NFLX
HOLD
Netflix, Inc.
Communication Services • Streaming & Entertainment
|
$62.15
IV: 36.3% (±2.3%/d)
|
$67.00 ▲ PULL UP (+7.8%)
|
⚖️ BALANCED |
$67 Floor $60Spot $62.15Ceiling $80 |
$55.69 – $68.61
±$6.46 (±10.4% 30D)
|
0.63 (Call Skew)
583.6K OI (358.2KC / 225.4KP)
|
Audit Note → |
|
SMCI
SELL
Super Micro Computer, Inc.
Technology • Computer Hardware
|
$26.87
IV: 87.4% (±5.5%/d)
|
$29.00 ▲ PULL UP (+7.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$29 Floor $25Spot $26.87Ceiling $31 |
$20.13 – $33.61
±$6.74 (±25.1% 30D)
|
0.48 (Call Skew)
412.1K OI (278.7KC / 133.5KP)
|
Audit Note → |
|
FSLR
BUY
First Solar, Inc.
Energy • Solar Energy
|
$171.39
IV: 54.5% (±3.4%/d)
|
$185.00 ▲ PULL UP (+7.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$185 Floor $170Spot $171.39Ceiling $200 |
$144.65 – $198.13
±$26.74 (±15.6% 30D)
|
0.55 (Call Skew)
61.5K OI (39.6KC / 21.9KP)
|
Audit Note → |
|
MCD
BUY
McDonald's Corporation
Consumer Discretionary • Restaurants
|
$271.97
IV: 23.3% (±1.5%/d)
|
$250.00 ▼ PULL DOWN (-8.1%)
|
⚖️ BALANCED |
$250 Floor $250Spot $271.97Ceiling $275 |
$253.75 – $290.19
±$18.22 (±6.7% 30D)
|
0.71 (Balanced)
79.2K OI (46.2KC / 32.9KP)
|
Audit Note → |
|
MA
SELL
Mastercard Incorporated
Financial Services • Credit Services
|
$661.19
IV: 24.9% (±1.6%/d)
|
$607.50 ▼ PULL DOWN (-8.1%)
|
⚖️ BALANCED |
$608 Floor $550Spot $661.19Ceiling $665 |
$614.25 – $708.13
±$46.94 (±7.1% 30D)
|
1.05 (Balanced)
32.3K OI (15.7KC / 16.6KP)
|
Audit Note → |
|
PANW
SELL
Palo Alto Networks, Inc.
Technology • Cybersecurity
|
$322.24
IV: 80.5% (±5.1%/d)
|
$350.00 ▲ PULL UP (+8.6%)
|
⚖️ BALANCED |
$350 Floor $320Spot $322.24Ceiling $450 |
$247.80 – $396.68
±$74.44 (±23.1% 30D)
|
0.76 (Balanced)
85.8K OI (48.9KC / 36.9KP)
|
Audit Note → |
|
COP
BUY
ConocoPhillips
Energy • Oil & Gas E&P
|
$142.28
IV: 29.0% (±1.8%/d)
|
$130.00 ▼ PULL DOWN (-8.6%)
|
🔴 NEGATIVE (Vol Squeeze) |
$130 Floor $130Spot $142.28Ceiling $150 |
$130.47 – $154.09
±$11.81 (±8.3% 30D)
|
0.41 (Call Skew)
61.9K OI (43.8KC / 18.1KP)
|
Audit Note → |
|
COIN
HOLD
Coinbase Global, Inc.
Financial Services • Digital Asset Exchange
|
$127.65
IV: 68.9% (±4.3%/d)
|
$139.00 ▲ PULL UP (+8.9%)
|
⚖️ BALANCED |
$139 Floor $120Spot $127.65Ceiling $170 |
$102.38 – $152.92
±$25.27 (±19.8% 30D)
|
0.65 (Balanced)
193.3K OI (117.2KC / 76.1KP)
|
Audit Note → |
|
KO
HOLD
The Coca-Cola Company
Consumer Defensive • Beverages
|
$99.25
IV: 20.8% (±1.3%/d)
|
$90.00 ▼ PULL DOWN (-9.3%)
|
⚖️ BALANCED |
$90 Floor $78Spot $99.25Ceiling $98 |
$93.29 – $105.21
±$5.96 (±6.0% 30D)
|
0.61 (Call Skew)
175.2K OI (109.0KC / 66.1KP)
|
Audit Note → |
|
FCX
HOLD
Freeport-McMoRan Inc.
Basic Materials • Copper Mining
|
$59.24
IV: 51.6% (±3.2%/d)
|
$65.00 ▲ PULL UP (+9.7%)
|
🔴 NEGATIVE (Vol Squeeze) |
$65 Floor $50Spot $59.24Ceiling $80 |
$50.47 – $68.01
±$8.77 (±14.8% 30D)
|
0.53 (Call Skew)
143.3K OI (93.4KC / 49.9KP)
|
Audit Note → |
|
CSCO
HOLD
Cisco Systems, Inc.
Technology • Networking Equipment
|
$95.64
IV: 39.1% (±2.5%/d)
|
$105.00 ▲ PULL UP (+9.8%)
|
⚖️ BALANCED |
$105 Floor $90Spot $95.64Ceiling $105 |
$84.93 – $106.35
±$10.71 (±11.2% 30D)
|
0.69 (Balanced)
142.7K OI (84.3KC / 58.3KP)
|
Audit Note → |
|
LLY
HOLD
Eli Lilly and Company
Healthcare • Pharmaceuticals
|
$1443.50
IV: 33.9% (±2.1%/d)
|
$1300.00 ▼ PULL DOWN (-9.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$1300 Floor $660Spot $1443.50Ceiling $1560 |
$1303.48 – $1583.52
±$140.02 (±9.7% 30D)
|
1.66 (Defensive)
76.1K OI (28.6KC / 47.5KP)
|
Audit Note → |
|
AMD
BUY
Advanced Micro Devices, Inc.
Technology • Semiconductors
|
$534.06
IV: 77.0% (±4.8%/d)
|
$480.00 ▼ PULL DOWN (-10.1%)
|
⚖️ BALANCED |
$480 Floor $500Spot $534.06Ceiling $620 |
$416.03 – $652.09
±$118.03 (±22.1% 30D)
|
0.90 (Balanced)
497.4K OI (261.6KC / 235.8KP)
|
Audit Note → |
|
AMAT
BUY
Applied Materials, Inc.
Technology • Semiconductor Equipment
|
$370.50
IV: 62.8% (±4.0%/d)
|
$410.00 ▲ PULL UP (+10.7%)
|
⚖️ BALANCED |
$410 Floor $370Spot $370.50Ceiling $450 |
$303.81 – $437.19
±$66.69 (±18.0% 30D)
|
0.90 (Balanced)
105.3K OI (55.4KC / 49.9KP)
|
Audit Note → |
|
ARKK
SELL
ARK Innovation ETF
Thematic ETF • Disruptive Innovation ETF
|
$74.99
IV: 46.9% (±3.0%/d)
|
$83.00 ▲ PULL UP (+10.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$83 Floor $70Spot $74.99Ceiling $85 |
$64.94 – $85.04
±$10.05 (±13.4% 30D)
|
1.69 (Defensive)
128.1K OI (47.7KC / 80.4KP)
|
Audit Note → |
|
DIS
BUY
The Walt Disney Company
Equities • Institutional Coverage
|
$118.97
IV: 44.8% (±2.8%/d)
|
$105.00 ▼ PULL DOWN (-11.7%)
|
⚖️ BALANCED |
$105 Floor $95Spot $118.97Ceiling $120 |
$103.74 – $134.20
±$15.23 (±12.8% 30D)
|
0.67 (Balanced)
123.9K OI (74.1KC / 49.8KP)
|
Audit Note → |
|
ARM
HOLD
Arm Holdings plc
Technology • Semiconductors
|
$190.53
IV: 81.3% (±5.1%/d)
|
$215.00 ▲ PULL UP (+12.8%)
|
⚖️ BALANCED |
$215 Floor $60Spot $190.53Ceiling $300 |
$146.14 – $234.92
±$44.39 (±23.3% 30D)
|
0.88 (Balanced)
138.5K OI (73.7KC / 64.8KP)
|
Audit Note → |
|
MSTR
SELL
Strategy Inc
Technology • Enterprise Software & Treasury
|
$111.62
IV: 75.8% (±4.8%/d)
|
$126.00 ▲ PULL UP (+12.9%)
|
⚖️ BALANCED |
$126 Floor $90Spot $111.62Ceiling $135 |
$87.40 – $135.84
±$24.22 (±21.7% 30D)
|
0.85 (Balanced)
540.2K OI (291.6KC / 248.6KP)
|
Audit Note → |
|
CRWV
SELL
CoreWeave, Inc.
Technology • AI Cloud Infrastructure
|
$53.13
IV: 99.0% (±6.2%/d)
|
$60.00 ▲ PULL UP (+12.9%)
|
⚖️ BALANCED |
$60 Floor $30Spot $53.13Ceiling $60 |
$38.04 – $68.22
±$15.09 (±28.4% 30D)
|
0.97 (Balanced)
765.4K OI (389.5KC / 375.9KP)
|
Audit Note → |
|
INTC
SELL
Intel Corporation
Technology • Semiconductors
|
$59.66
IV: 68.7% (±4.3%/d)
|
$67.50 ▲ PULL UP (+13.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$68 Floor $50Spot $59.66Ceiling $130 |
$47.91 – $71.41
±$11.75 (±19.7% 30D)
|
0.35 (Call Skew)
1.12M OI (829.7KC / 294.1KP)
|
Audit Note → |
|
NVDA
HOLD
NVIDIA Corporation
Technology • Semiconductors
|
$162.85
IV: 87.6% (±5.5%/d)
|
$185.00 ▲ PULL UP (+13.6%)
|
⚖️ BALANCED |
$185 Floor $150Spot $162.85Ceiling $210 |
$121.97 – $203.73
±$40.88 (±25.1% 30D)
|
0.67 (Balanced)
2.63M OI (1.58MC / 1.05MP)
|
Audit Note → |
|
Z
HOLD
Zillow Group, Inc.
Equities • Institutional Coverage
|
$29.80
IV: 56.9% (±3.6%/d)
|
$35.00 ▲ PULL UP (+17.4%)
|
⚖️ BALANCED |
$35 Floor $30Spot $29.80Ceiling $35 |
$24.94 – $34.66
±$4.86 (±16.3% 30D)
|
0.96 (Balanced)
60.0K OI (30.5KC / 29.4KP)
|
Audit Note → |
|
IREN
HOLD
IREN Limited
Technology • HPC & AI Data Centers
|
$18.17
IV: 114.0% (±7.2%/d)
|
$27.00 ▲ PULL UP (+48.6%)
|
🔴 NEGATIVE (Vol Squeeze) |
$27 Floor $15Spot $18.17Ceiling $35 |
$12.23 – $24.11
±$5.94 (±32.7% 30D)
|
0.59 (Call Skew)
785.1K OI (493.5KC / 291.6KP)
|
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
3
Terminal
Ctrl+K