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 67 covered securities.
🎯 Max Pain Pinning
22 / 67
Equities pinned within ±2.5% of strike
🌊 Gamma Regime Balance
29 POS / 16 NEG
43% Portfolio in Volatility Dampening
⚡ Median Implied Vol
40.8%
Coverage Basket 30-Day ATM IV
⚖️ Aggregate Put/Call OI
0.91
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 |
|---|---|---|---|---|---|---|---|
|
BAC
HOLD
Bank of America Corporation
Financial Services • Diversified Banking
|
$51.02
IV: 20.9% (±1.3%/d)
|
$51.00 🎯 PINNED (-0.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$51 Floor $50Spot $51.02Ceiling $55 |
$47.96 – $54.08
±$3.06 (±6.0% 30D)
|
0.69 (Balanced)
360.6K OI (213.5KC / 147.0KP)
|
Audit Note → |
|
MSFT
HOLD
Microsoft Corporation
Technology • Software Infrastructure
|
$523.88
IV: 24.8% (±1.6%/d)
|
$525.00 🎯 PINNED (+0.2%)
|
🟢 POSITIVE (Mean-Reverting) |
$525 Floor $500Spot $523.88Ceiling $550 |
$486.68 – $561.08
±$37.20 (±7.1% 30D)
|
0.84 (Balanced)
225.2K OI (122.6KC / 102.7KP)
|
Audit Note → |
|
PLTR
SELL
Palantir Technologies Inc.
Technology • Software Infrastructure
|
$167.99
IV: 51.6% (±3.2%/d)
|
$167.50 🎯 PINNED (-0.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$168 Floor $90Spot $167.99Ceiling $165 |
$143.13 – $192.85
±$24.86 (±14.8% 30D)
|
0.86 (Balanced)
646.1K OI (347.4KC / 298.7KP)
|
Audit Note → |
|
SNOW
HOLD
Snowflake Inc.
Technology • Cloud Data Platforms
|
$290.96
IV: 52.6% (±3.3%/d)
|
$290.00 🎯 PINNED (-0.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$290 Floor $290Spot $290.96Ceiling $350 |
$247.03 – $334.89
±$43.93 (±15.1% 30D)
|
0.66 (Balanced)
87.1K OI (52.4KC / 34.7KP)
|
Audit Note → |
|
PFE
BUY
Pfizer Inc.
Healthcare • Pharmaceuticals
|
$28.90
IV: 24.2% (±1.5%/d)
|
$29.00 🎯 PINNED (+0.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$29 Floor $25Spot $28.90Ceiling $30 |
$26.91 – $30.89
±$1.99 (±6.9% 30D)
|
0.96 (Balanced)
334.5K OI (170.8KC / 163.7KP)
|
Audit Note → |
|
AAPL
HOLD
Apple Inc.
Technology • Consumer Electronics
|
$356.27
IV: 18.8% (±1.2%/d)
|
$355.00 🎯 PINNED (-0.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$355 Floor $350Spot $356.27Ceiling $360 |
$337.03 – $375.51
±$19.24 (±5.4% 30D)
|
1.13 (Balanced)
384.2K OI (180.2KC / 204.1KP)
|
Audit Note → |
|
AMZN
BUY
Amazon.com, Inc.
Consumer Discretionary • Internet Retail
|
$266.66
IV: 27.0% (±1.7%/d)
|
$265.00 🎯 PINNED (-0.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$265 Floor $265Spot $266.66Ceiling $275 |
$246.13 – $287.19
±$20.53 (±7.7% 30D)
|
0.76 (Balanced)
292.3K OI (166.0KC / 126.3KP)
|
Audit Note → |
|
GS
HOLD
The Goldman Sachs Group, Inc.
Financial Services • Investment Banking
|
$916.32
IV: 31.2% (±2.0%/d)
|
$907.50 🎯 PINNED (-1.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$908 Floor $880Spot $916.32Ceiling $1000 |
$834.77 – $997.87
±$81.55 (±8.9% 30D)
|
0.98 (Balanced)
85.4K OI (43.2KC / 42.2KP)
|
Audit Note → |
|
SCHW
BUY
The Charles Schwab Corporation
Financial Services • Capital Markets & Brokerage
|
$92.95
IV: 24.3% (±1.5%/d)
|
$92.00 🎯 PINNED (-1.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$92 Floor $91Spot $92.95Ceiling $105 |
$86.44 – $99.46
±$6.51 (±7.0% 30D)
|
1.53 (Defensive)
103.7K OI (40.9KC / 62.8KP)
|
Audit Note → |
|
GOOGL
HOLD
Alphabet Inc.
Technology • Internet Services
|
$295.77
IV: 28.9% (±1.8%/d)
|
$292.50 🎯 PINNED (-1.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$292 Floor $270Spot $295.77Ceiling $300 |
$271.22 – $320.32
±$24.55 (±8.3% 30D)
|
0.37 (Call Skew)
206.5K OI (150.4KC / 56.1KP)
|
Audit Note → |
|
HON
SELL
Honeywell International Inc.
Industrials • Diversified Industrials
|
$222.46
IV: 31.8% (±2.0%/d)
|
$220.00 🎯 PINNED (-1.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$220 Floor $190Spot $222.46Ceiling $220 |
$202.22 – $242.70
±$20.24 (±9.1% 30D)
|
0.69 (Balanced)
11.7K OI (6.9KC / 4.8KP)
|
Audit Note → |
|
WFC
BUY
Wells Fargo & Company
Financial Services • Diversified Banking
|
$86.04
IV: 21.5% (±1.4%/d)
|
$85.00 🎯 PINNED (-1.2%)
|
🟢 POSITIVE (Mean-Reverting) |
$85 Floor $72Spot $86.04Ceiling $90 |
$80.71 – $91.37
±$5.33 (±6.2% 30D)
|
1.08 (Balanced)
183.6K OI (88.2KC / 95.4KP)
|
Audit Note → |
|
QCOM
BUY
QUALCOMM Incorporated
Technology • Semiconductors
|
$172.47
IV: 52.2% (±3.3%/d)
|
$170.00 🎯 PINNED (-1.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$170 Floor $150Spot $172.47Ceiling $190 |
$146.60 – $198.34
±$25.87 (±15.0% 30D)
|
0.81 (Balanced)
177.9K OI (98.2KC / 79.6KP)
|
Audit Note → |
|
CARR
BUY
Carrier Global Corporation
Industrials • Building Products
|
$54.22
IV: 35.8% (±2.3%/d)
|
$55.00 🎯 PINNED (+1.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$55 Floor $48Spot $54.22Ceiling $59 |
$48.64 – $59.80
±$5.58 (±10.3% 30D)
|
5.98 (Defensive)
45.8K OI (6.6KC / 39.3KP)
|
Audit Note → |
|
NEM
HOLD
Newmont Corporation
Basic Materials • Gold Mining
|
$113.20
IV: 38.5% (±2.4%/d)
|
$115.00 🎯 PINNED (+1.6%)
|
🔴 NEGATIVE (Vol Squeeze) |
$115 Floor $105Spot $113.20Ceiling $155 |
$100.75 – $125.65
±$12.45 (±11.0% 30D)
|
0.49 (Call Skew)
60.1K OI (40.4KC / 19.7KP)
|
Audit Note → |
|
TSM
BUY
Taiwan Semiconductor Manufacturing
Technology • Semiconductors
|
$398.63
IV: 44.3% (±2.8%/d)
|
$405.00 🎯 PINNED (+1.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$405 Floor $390Spot $398.63Ceiling $450 |
$348.00 – $449.26
±$50.63 (±12.7% 30D)
|
1.04 (Balanced)
347.9K OI (170.3KC / 177.6KP)
|
Audit Note → |
|
RTX
HOLD
RTX Corporation
Industrials • Aerospace & Defense
|
$198.53
IV: 28.3% (±1.8%/d)
|
$195.00 🎯 PINNED (-1.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$195 Floor $175Spot $198.53Ceiling $210 |
$182.45 – $214.61
±$16.08 (±8.1% 30D)
|
0.91 (Balanced)
57.2K OI (30.0KC / 27.3KP)
|
Audit Note → |
|
XOM
HOLD
ExxonMobil Holdings Corporation
Energy • Oil & Gas Integrated
|
$170.67
IV: 22.8% (±1.4%/d)
|
$167.50 🎯 PINNED (-1.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$168 Floor $160Spot $170.67Ceiling $185 |
$159.58 – $181.76
±$11.09 (±6.5% 30D)
|
0.55 (Call Skew)
197.9K OI (127.3KC / 70.6KP)
|
Audit Note → |
|
JPM
BUY
JPMorgan Chase & Co.
Financial Services • Diversified Banking
|
$346.49
IV: 18.3% (±1.1%/d)
|
$340.00 🎯 PINNED (-1.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$340 Floor $320Spot $346.49Ceiling $350 |
$328.47 – $364.51
±$18.02 (±5.2% 30D)
|
0.98 (Balanced)
145.6K OI (73.4KC / 72.2KP)
|
Audit Note → |
|
CVX
BUY
Chevron Corporation
Energy • Oil & Gas Integrated
|
$219.87
IV: 19.5% (±1.2%/d)
|
$215.00 🎯 PINNED (-2.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
$215 Floor $200Spot $219.87Ceiling $230 |
$207.56 – $232.18
±$12.31 (±5.6% 30D)
|
0.37 (Call Skew)
144.8K OI (105.4KC / 39.4KP)
|
Audit Note → |
|
META
HOLD
Meta Platforms, Inc.
Technology • Internet Media
|
$641.69
IV: 34.6% (±2.2%/d)
|
$627.50 🎯 PINNED (-2.2%)
|
🟢 POSITIVE (Mean-Reverting) |
$628 Floor $600Spot $641.69Ceiling $685 |
$578.16 – $705.22
±$63.53 (±9.9% 30D)
|
0.64 (Call Skew)
156.2K OI (95.4KC / 60.8KP)
|
Audit Note → |
|
TGT
HOLD
Target Corporation
Equities • Institutional Coverage
|
$161.44
IV: 72.7% (±4.6%/d)
|
$157.50 🎯 PINNED (-2.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$158 Floor $160Spot $161.44Ceiling $165 |
$127.86 – $195.02
±$33.58 (±20.8% 30D)
|
0.64 (Call Skew)
69.8K OI (42.5KC / 27.2KP)
|
Audit Note → |
|
CRWD
HOLD
CrowdStrike Holdings, Inc.
Technology • Cybersecurity
|
$226.61
IV: 65.4% (±4.1%/d)
|
$232.50 ▲ PULL UP (+2.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$232 Floor $200Spot $226.61Ceiling $290 |
$184.23 – $268.99
±$42.38 (±18.7% 30D)
|
1.03 (Balanced)
208.2K OI (102.5KC / 105.8KP)
|
Audit Note → |
|
NVDA
HOLD
NVIDIA Corporation
Technology • Semiconductors
|
$162.85
IV: 43.9% (±2.8%/d)
|
$167.50 ▲ PULL UP (+2.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$168 Floor $150Spot $162.85Ceiling $180 |
$142.33 – $183.37
±$20.52 (±12.6% 30D)
|
0.68 (Balanced)
1.77M OI (1.05MC / 717.9KP)
|
Audit Note → |
|
MS
HOLD
Morgan Stanley
Financial Services • Investment Banking
|
$190.65
IV: 28.6% (±1.8%/d)
|
$185.00 ▼ PULL DOWN (-3.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$185 Floor $170Spot $190.65Ceiling $200 |
$175.02 – $206.28
±$15.63 (±8.2% 30D)
|
0.93 (Balanced)
87.3K OI (45.2KC / 42.0KP)
|
Audit Note → |
|
TSLA
SELL
Tesla, Inc.
Consumer Discretionary • Auto Manufacturers
|
$390.22
IV: 39.8% (±2.5%/d)
|
$377.50 ▼ PULL DOWN (-3.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$378 Floor $120Spot $390.22Ceiling $400 |
$345.73 – $434.71
±$44.49 (±11.4% 30D)
|
1.13 (Balanced)
614.6K OI (288.2KC / 326.4KP)
|
Audit Note → |
|
ABT
SELL
Abbott Laboratories
Healthcare • Medical Devices
|
$108.54
IV: 29.9% (±1.9%/d)
|
$105.00 ▼ PULL DOWN (-3.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
$105 Floor $95Spot $108.54Ceiling $110 |
$99.21 – $117.87
±$9.33 (±8.6% 30D)
|
0.51 (Call Skew)
61.7K OI (41.0KC / 20.7KP)
|
Audit Note → |
|
SLB
HOLD
SLB N.V.
Energy • Oilfield Services
|
$51.69
IV: 31.3% (±2.0%/d)
|
$50.00 ▼ PULL DOWN (-3.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
$50 Floor $45Spot $51.69Ceiling $55 |
$47.04 – $56.34
±$4.65 (±9.0% 30D)
|
0.53 (Call Skew)
75.5K OI (49.2KC / 26.3KP)
|
Audit Note → |
|
LMT
BUY
Lockheed Martin Corporation
Industrials • Aerospace & Defense
|
$596.11
IV: 33.0% (±2.1%/d)
|
$575.00 ▼ PULL DOWN (-3.5%)
|
🟢 POSITIVE (Mean-Reverting) |
$575 Floor $500Spot $596.11Ceiling $700 |
$539.48 – $652.74
±$56.63 (±9.5% 30D)
|
0.85 (Balanced)
23.4K OI (12.6KC / 10.7KP)
|
Audit Note → |
|
CEG
BUY
Constellation Energy Corporation
Utilities • Nuclear Energy
|
$280.20
IV: 41.0% (±2.6%/d)
|
$270.00 ▼ PULL DOWN (-3.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$270 Floor $220Spot $280.20Ceiling $290 |
$247.14 – $313.26
±$33.06 (±11.8% 30D)
|
1.50 (Defensive)
64.2K OI (25.7KC / 38.6KP)
|
Audit Note → |
|
ORCL
HOLD
Oracle Corporation
Technology • Software Infrastructure
|
$125.37
IV: 55.3% (±3.5%/d)
|
$130.00 ▲ PULL UP (+3.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$130 Floor $105Spot $125.37Ceiling $140 |
$105.44 – $145.30
±$19.93 (±15.9% 30D)
|
0.72 (Balanced)
738.6K OI (429.0KC / 309.5KP)
|
Audit Note → |
|
AVGO
SELL
Broadcom Inc.
Technology • Semiconductors
|
$347.01
IV: 35.5% (±2.2%/d)
|
$332.50 ▼ PULL DOWN (-4.2%)
|
⚖️ BALANCED |
$332 Floor $345Spot $347.01Ceiling $375 |
$311.61 – $382.41
±$35.40 (±10.2% 30D)
|
0.77 (Balanced)
171.5K OI (96.9KC / 74.6KP)
|
Audit Note → |
|
GE
HOLD
GE Aerospace
Industrials • Aerospace & Defense
|
$331.76
IV: 34.5% (±2.2%/d)
|
$317.50 ▼ PULL DOWN (-4.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
$318 Floor $280Spot $331.76Ceiling $350 |
$298.92 – $364.60
±$32.84 (±9.9% 30D)
|
0.23 (Call Skew)
129.8K OI (105.6KC / 24.2KP)
|
Audit Note → |
|
ASML
SELL
ASML Holding N.V.
Technology • Semiconductor Equipment
|
$1495.16
IV: 44.8% (±2.8%/d)
|
$1560.00 ▲ PULL UP (+4.3%)
|
⚖️ BALANCED |
$1560 Floor $1300Spot $1495.16Ceiling $1900 |
$1303.78 – $1686.54
±$191.38 (±12.8% 30D)
|
1.03 (Balanced)
53.6K OI (26.3KC / 27.2KP)
|
Audit Note → |
|
V
HOLD
Visa Inc.
Financial Services • Credit Services
|
$426.08
IV: 20.7% (±1.3%/d)
|
$407.50 ▼ PULL DOWN (-4.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$408 Floor $240Spot $426.08Ceiling $470 |
$400.94 – $451.22
±$25.14 (±5.9% 30D)
|
1.45 (Defensive)
116.1K OI (47.4KC / 68.7KP)
|
Audit Note → |
|
TXN
BUY
Texas Instruments Incorporated
Technology • Semiconductors
|
$303.60
IV: 49.1% (±3.1%/d)
|
$290.00 ▼ PULL DOWN (-4.5%)
|
⚖️ BALANCED |
$290 Floor $160Spot $303.60Ceiling $300 |
$260.79 – $346.41
±$42.81 (±14.1% 30D)
|
1.20 (Defensive)
67.7K OI (30.7KC / 37.0KP)
|
Audit Note → |
|
AMD
BUY
Advanced Micro Devices, Inc.
Technology • Semiconductors
|
$534.06
IV: 48.8% (±3.1%/d)
|
$510.00 ▼ PULL DOWN (-4.5%)
|
⚖️ BALANCED |
$510 Floor $250Spot $534.06Ceiling $600 |
$459.29 – $608.83
±$74.77 (±14.0% 30D)
|
0.99 (Balanced)
331.5K OI (166.7KC / 164.8KP)
|
Audit Note → |
|
NFLX
HOLD
Netflix, Inc.
Communication Services • Streaming & Entertainment
|
$62.15
IV: 34.3% (±2.2%/d)
|
$65.00 ▲ PULL UP (+4.6%)
|
⚖️ BALANCED |
$65 Floor $60Spot $62.15Ceiling $70 |
$56.06 – $68.24
±$6.09 (±9.8% 30D)
|
0.70 (Balanced)
739.0K OI (433.9KC / 305.1KP)
|
Audit Note → |
|
BA
SELL
The Boeing Company
Industrials • Aerospace & Defense
|
$171.56
IV: 28.6% (±1.8%/d)
|
$180.00 ▲ PULL UP (+4.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$180 Floor $165Spot $171.56Ceiling $200 |
$157.49 – $185.63
±$14.07 (±8.2% 30D)
|
0.50 (Call Skew)
267.2K OI (178.4KC / 88.8KP)
|
Audit Note → |
|
EQIX
SELL
Equinix, Inc.
Real Estate • Data Center REITs
|
$1053.79
IV: 34.6% (±2.2%/d)
|
$1000.00 ▼ PULL DOWN (-5.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$1000 Floor $950Spot $1053.79Ceiling $1140 |
$949.46 – $1158.12
±$104.33 (±9.9% 30D)
|
2.17 (Defensive)
16.4K OI (5.2KC / 11.2KP)
|
Audit Note → |
|
ISRG
HOLD
Intuitive Surgical, Inc.
Healthcare • Medical Devices
|
$443.59
IV: 44.3% (±2.8%/d)
|
$420.00 ▼ PULL DOWN (-5.3%)
|
⚖️ BALANCED |
$420 Floor $350Spot $443.59Ceiling $530 |
$387.25 – $499.93
±$56.34 (±12.7% 30D)
|
0.98 (Balanced)
24.4K OI (12.3KC / 12.1KP)
|
Audit Note → |
|
HD
BUY
The Home Depot, Inc.
Consumer Discretionary • Home Improvement Retail
|
$348.76
IV: 39.2% (±2.5%/d)
|
$330.00 ▼ PULL DOWN (-5.4%)
|
⚖️ BALANCED |
$330 Floor $305Spot $348.76Ceiling $370 |
$309.70 – $387.82
±$39.06 (±11.2% 30D)
|
1.00 (Balanced)
86.2K OI (43.0KC / 43.2KP)
|
Audit Note → |
|
PANW
SELL
Palo Alto Networks, Inc.
Technology • Cybersecurity
|
$322.24
IV: 77.3% (±4.9%/d)
|
$340.00 ▲ PULL UP (+5.5%)
|
⚖️ BALANCED |
$340 Floor $300Spot $322.24Ceiling $400 |
$250.70 – $393.78
±$71.54 (±22.2% 30D)
|
0.77 (Balanced)
107.8K OI (61.0KC / 46.8KP)
|
Audit Note → |
|
PG
HOLD
The Procter & Gamble Company
Consumer Defensive • Household Products
|
$169.81
IV: 22.4% (±1.4%/d)
|
$160.00 ▼ PULL DOWN (-5.8%)
|
⚖️ BALANCED |
$160 Floor $165Spot $169.81Ceiling $168 |
$158.94 – $180.68
±$10.87 (±6.4% 30D)
|
0.69 (Balanced)
109.7K OI (64.8KC / 45.0KP)
|
Audit Note → |
|
ABBV
BUY
AbbVie Inc.
Healthcare • Pharmaceuticals
|
$295.14
IV: 27.6% (±1.7%/d)
|
$277.50 ▼ PULL DOWN (-6.0%)
|
⚖️ BALANCED |
$278 Floor $265Spot $295.14Ceiling $290 |
$271.82 – $318.46
±$23.32 (±7.9% 30D)
|
1.10 (Balanced)
70.4K OI (33.5KC / 36.9KP)
|
Audit Note → |
|
MA
SELL
Mastercard Incorporated
Financial Services • Credit Services
|
$661.15
IV: 28.7% (±1.8%/d)
|
$620.00 ▼ PULL DOWN (-6.2%)
|
⚖️ BALANCED |
$620 Floor $640Spot $661.15Ceiling $665 |
$606.94 – $715.36
±$54.21 (±8.2% 30D)
|
1.08 (Balanced)
39.2K OI (18.8KC / 20.4KP)
|
Audit Note → |
|
MCD
BUY
McDonald's Corporation
Consumer Discretionary • Restaurants
|
$271.99
IV: 28.7% (±1.8%/d)
|
$255.00 ▼ PULL DOWN (-6.2%)
|
⚖️ BALANCED |
$255 Floor $270Spot $271.99Ceiling $288 |
$249.69 – $294.29
±$22.30 (±8.2% 30D)
|
0.62 (Call Skew)
106.6K OI (66.0KC / 40.7KP)
|
Audit Note → |
|
JNJ
BUY
Johnson & Johnson
Healthcare • Pharmaceuticals
|
$286.11
IV: 29.4% (±1.9%/d)
|
$267.50 ▼ PULL DOWN (-6.5%)
|
⚖️ BALANCED |
$268 Floor $260Spot $286.11Ceiling $290 |
$262.08 – $310.14
±$24.03 (±8.4% 30D)
|
0.85 (Balanced)
55.8K OI (30.2KC / 25.6KP)
|
Audit Note → |
|
BLK
BUY
BlackRock, Inc.
Financial Services • Asset Management
|
$1222.90
IV: 25.8% (±1.6%/d)
|
$1135.00 ▼ PULL DOWN (-7.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
$1135 Floor $1160Spot $1222.90Ceiling $1300 |
$1132.41 – $1313.39
±$90.49 (±7.4% 30D)
|
0.58 (Call Skew)
12.6K OI (8.0KC / 4.6KP)
|
Audit Note → |
|
INTC
SELL
Intel Corporation
Technology • Semiconductors
|
$59.66
IV: 62.4% (±3.9%/d)
|
$64.00 ▲ PULL UP (+7.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
$64 Floor $55Spot $59.66Ceiling $130 |
$48.98 – $70.34
±$10.68 (±17.9% 30D)
|
0.40 (Call Skew)
1.40M OI (1.00MC / 402.5KP)
|
Audit Note → |
|
ARM
HOLD
Arm Holdings plc
Technology • Semiconductors
|
$190.53
IV: 73.6% (±4.6%/d)
|
$205.00 ▲ PULL UP (+7.6%)
|
⚖️ BALANCED |
$205 Floor $60Spot $190.53Ceiling $200 |
$150.33 – $230.73
±$40.20 (±21.1% 30D)
|
0.79 (Balanced)
172.2K OI (96.0KC / 76.2KP)
|
Audit Note → |
|
AMGN
HOLD
Amgen Inc.
Healthcare • Biotechnology
|
$465.67
IV: 30.9% (±1.9%/d)
|
$430.00 ▼ PULL DOWN (-7.7%)
|
⚖️ BALANCED |
$430 Floor $350Spot $465.67Ceiling $505 |
$424.23 – $507.11
±$41.44 (±8.9% 30D)
|
0.63 (Call Skew)
47.8K OI (29.3KC / 18.6KP)
|
Audit Note → |
|
CSCO
HOLD
Cisco Systems, Inc.
Technology • Networking Equipment
|
$95.64
IV: 35.3% (±2.2%/d)
|
$103.00 ▲ PULL UP (+7.7%)
|
⚖️ BALANCED |
$103 Floor $90Spot $95.64Ceiling $110 |
$85.98 – $105.30
±$9.66 (±10.1% 30D)
|
0.72 (Balanced)
225.5K OI (131.4KC / 94.1KP)
|
Audit Note → |
|
FSLR
BUY
First Solar, Inc.
Energy • Solar Energy
|
$171.39
IV: 52.6% (±3.3%/d)
|
$185.00 ▲ PULL UP (+7.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$185 Floor $170Spot $171.39Ceiling $200 |
$145.51 – $197.27
±$25.88 (±15.1% 30D)
|
0.53 (Call Skew)
74.2K OI (48.5KC / 25.7KP)
|
Audit Note → |
|
SMCI
SELL
Super Micro Computer, Inc.
Technology • Computer Hardware
|
$26.86
IV: 74.2% (±4.7%/d)
|
$29.00 ▲ PULL UP (+8.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$29 Floor $25Spot $26.86Ceiling $30 |
$21.14 – $32.58
±$5.72 (±21.3% 30D)
|
0.42 (Call Skew)
591.2K OI (414.9KC / 176.3KP)
|
Audit Note → |
|
AMAT
BUY
Applied Materials, Inc.
Technology • Semiconductor Equipment
|
$370.50
IV: 54.8% (±3.5%/d)
|
$400.00 ▲ PULL UP (+8.0%)
|
⚖️ BALANCED |
$400 Floor $330Spot $370.50Ceiling $450 |
$312.33 – $428.67
±$58.17 (±15.7% 30D)
|
0.90 (Balanced)
163.5K OI (86.2KC / 77.2KP)
|
Audit Note → |
|
FCX
HOLD
Freeport-McMoRan Inc.
Basic Materials • Copper Mining
|
$59.26
IV: 46.1% (±2.9%/d)
|
$64.00 ▲ PULL UP (+8.0%)
|
🔴 NEGATIVE (Vol Squeeze) |
$64 Floor $50Spot $59.26Ceiling $80 |
$51.44 – $67.08
±$7.82 (±13.2% 30D)
|
0.48 (Call Skew)
157.3K OI (106.0KC / 51.3KP)
|
Audit Note → |
|
ARKK
SELL
ARK Innovation ETF
Thematic ETF • Disruptive Innovation ETF
|
$74.97
IV: 44.7% (±2.8%/d)
|
$81.00 ▲ PULL UP (+8.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$81 Floor $75Spot $74.97Ceiling $85 |
$65.37 – $84.57
±$9.60 (±12.8% 30D)
|
1.37 (Defensive)
153.8K OI (64.9KC / 89.0KP)
|
Audit Note → |
|
COP
BUY
ConocoPhillips
Energy • Oil & Gas E&P
|
$142.36
IV: 27.1% (±1.7%/d)
|
$130.00 ▼ PULL DOWN (-8.7%)
|
🔴 NEGATIVE (Vol Squeeze) |
$130 Floor $130Spot $142.36Ceiling $150 |
$131.26 – $153.46
±$11.10 (±7.8% 30D)
|
0.45 (Call Skew)
68.0K OI (46.9KC / 21.1KP)
|
Audit Note → |
|
LLY
HOLD
Eli Lilly and Company
Healthcare • Pharmaceuticals
|
$1445.40
IV: 30.8% (±1.9%/d)
|
$1320.00 ▼ PULL DOWN (-8.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$1320 Floor $640Spot $1445.40Ceiling $1500 |
$1318.20 – $1572.60
±$127.20 (±8.8% 30D)
|
1.82 (Defensive)
104.9K OI (37.2KC / 67.7KP)
|
Audit Note → |
|
CRWV
SELL
CoreWeave, Inc.
Technology • AI Cloud Infrastructure
|
$53.13
IV: 93.0% (±5.9%/d)
|
$58.00 ▲ PULL UP (+9.2%)
|
⚖️ BALANCED |
$58 Floor $30Spot $53.13Ceiling $60 |
$38.94 – $67.32
±$14.19 (±26.7% 30D)
|
0.92 (Balanced)
1.13M OI (587.8KC / 539.0KP)
|
Audit Note → |
|
KO
HOLD
The Coca-Cola Company
Consumer Defensive • Beverages
|
$99.25
IV: 19.7% (±1.2%/d)
|
$90.00 ▼ PULL DOWN (-9.3%)
|
⚖️ BALANCED |
$90 Floor $78Spot $99.25Ceiling $98 |
$93.69 – $104.81
±$5.56 (±5.6% 30D)
|
0.63 (Call Skew)
210.3K OI (129.1KC / 81.2KP)
|
Audit Note → |
|
COIN
HOLD
Coinbase Global, Inc.
Financial Services • Digital Asset Exchange
|
$127.64
IV: 65.5% (±4.1%/d)
|
$140.00 ▲ PULL UP (+9.7%)
|
🔴 NEGATIVE (Vol Squeeze) |
$140 Floor $120Spot $127.64Ceiling $170 |
$103.64 – $151.64
±$24.00 (±18.8% 30D)
|
0.58 (Call Skew)
256.4K OI (162.0KC / 94.4KP)
|
Audit Note → |
|
DIS
BUY
The Walt Disney Company
Equities • Institutional Coverage
|
$118.97
IV: 45.6% (±2.9%/d)
|
$105.00 ▼ PULL DOWN (-11.7%)
|
⚖️ BALANCED |
$105 Floor $95Spot $118.97Ceiling $120 |
$103.38 – $134.56
±$15.59 (±13.1% 30D)
|
0.69 (Balanced)
144.4K OI (85.3KC / 59.1KP)
|
Audit Note → |
|
MSTR
SELL
Strategy Inc
Technology • Enterprise Software & Treasury
|
$111.62
IV: 72.7% (±4.6%/d)
|
$125.00 ▲ PULL UP (+12.0%)
|
⚖️ BALANCED |
$125 Floor $80Spot $111.62Ceiling $135 |
$88.40 – $134.84
±$23.22 (±20.8% 30D)
|
0.86 (Balanced)
720.0K OI (386.4KC / 333.6KP)
|
Audit Note → |
|
Z
HOLD
Zillow Group, Inc.
Equities • Institutional Coverage
|
$29.80
IV: 51.6% (±3.2%/d)
|
$35.00 ▲ PULL UP (+17.4%)
|
⚖️ BALANCED |
$35 Floor $30Spot $29.80Ceiling $35 |
$25.39 – $34.21
±$4.41 (±14.8% 30D)
|
0.96 (Balanced)
59.9K OI (30.5KC / 29.3KP)
|
Audit Note → |
|
IREN
HOLD
IREN Limited
Technology • HPC & AI Data Centers
|
$18.17
IV: 105.1% (±6.6%/d)
|
$25.00 ▲ PULL UP (+37.6%)
|
🔴 NEGATIVE (Vol Squeeze) |
$25 Floor $15Spot $18.17Ceiling $35 |
$12.70 – $23.64
±$5.47 (±30.1% 30D)
|
0.59 (Call Skew)
984.7K OI (621.0KC / 363.7KP)
|
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
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