⚡ 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 63 covered securities.
🎯 Max Pain Pinning
23 / 63
Equities pinned within ±2.5% of strike
🌊 Gamma Regime Balance
29 POS / 14 NEG
46% Portfolio in Volatility Dampening
⚡ Median Implied Vol
44.5%
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 |
|---|---|---|---|---|---|---|---|
|
SCHW
BUY
The Charles Schwab Corporation
Financial Services • Capital Markets & Brokerage
|
$92.07
IV: 28.5% (±1.8%/d)
|
$92.00 🎯 PINNED (-0.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$92 Floor $91Spot $92.07Ceiling $105 |
$84.52 – $99.62
±$7.55 (±8.2% 30D)
|
1.40 (Defensive)
93.8K OI (39.0KC / 54.8KP)
|
Audit Note → |
|
PFE
BUY
Pfizer Inc.
Healthcare • Pharmaceuticals
|
$28.94
IV: 29.0% (±1.8%/d)
|
$29.00 🎯 PINNED (+0.2%)
|
🟢 POSITIVE (Mean-Reverting) |
$29 Floor $25Spot $28.94Ceiling $30 |
$26.54 – $31.34
±$2.40 (±8.3% 30D)
|
0.93 (Balanced)
320.8K OI (166.6KC / 154.1KP)
|
Audit Note → |
|
TSM
BUY
Taiwan Semiconductor Manufacturing
Technology • Semiconductors
|
$406.92
IV: 44.9% (±2.8%/d)
|
$405.00 🎯 PINNED (-0.5%)
|
🟢 POSITIVE (Mean-Reverting) |
$405 Floor $390Spot $406.92Ceiling $450 |
$354.43 – $459.41
±$52.49 (±12.9% 30D)
|
1.04 (Balanced)
344.0K OI (168.6KC / 175.4KP)
|
Audit Note → |
|
MSFT
HOLD
Microsoft Corporation
Technology • Software Infrastructure
|
$524.96
IV: 25.5% (±1.6%/d)
|
$527.50 🎯 PINNED (+0.5%)
|
🟢 POSITIVE (Mean-Reverting) |
$528 Floor $500Spot $524.96Ceiling $550 |
$486.64 – $563.28
±$38.32 (±7.3% 30D)
|
0.74 (Balanced)
192.3K OI (110.7KC / 81.5KP)
|
Audit Note → |
|
BAC
HOLD
Bank of America Corporation
Financial Services • Diversified Banking
|
$50.56
IV: 28.9% (±1.8%/d)
|
$51.00 🎯 PINNED (+0.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$51 Floor $50Spot $50.56Ceiling $55 |
$46.36 – $54.76
±$4.20 (±8.3% 30D)
|
0.69 (Balanced)
361.4K OI (213.2KC / 148.1KP)
|
Audit Note → |
|
CARR
BUY
Carrier Global Corporation
Industrials • Building Products
|
$54.51
IV: 36.2% (±2.3%/d)
|
$55.00 🎯 PINNED (+0.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$55 Floor $48Spot $54.51Ceiling $59 |
$48.84 – $60.18
±$5.67 (±10.4% 30D)
|
5.99 (Defensive)
45.8K OI (6.6KC / 39.3KP)
|
Audit Note → |
|
AAPL
HOLD
Apple Inc.
Technology • Consumer Electronics
|
$355.92
IV: 21.6% (±1.4%/d)
|
$352.50 🎯 PINNED (-1.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$352 Floor $340Spot $355.92Ceiling $360 |
$333.85 – $377.99
±$22.07 (±6.2% 30D)
|
1.19 (Defensive)
331.5K OI (151.2KC / 180.3KP)
|
Audit Note → |
|
JPM
BUY
JPMorgan Chase & Co.
Financial Services • Diversified Banking
|
$343.55
IV: 25.1% (±1.6%/d)
|
$340.00 🎯 PINNED (-1.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$340 Floor $320Spot $343.55Ceiling $360 |
$318.81 – $368.29
±$24.74 (±7.2% 30D)
|
0.95 (Balanced)
142.3K OI (73.0KC / 69.2KP)
|
Audit Note → |
|
META
HOLD
Meta Platforms, Inc.
Technology • Internet Media
|
$623.60
IV: 37.8% (±2.4%/d)
|
$630.00 🎯 PINNED (+1.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$630 Floor $610Spot $623.60Ceiling $695 |
$556.25 – $690.95
±$67.35 (±10.8% 30D)
|
0.68 (Balanced)
134.1K OI (79.9KC / 54.2KP)
|
Audit Note → |
|
GS
HOLD
The Goldman Sachs Group, Inc.
Financial Services • Investment Banking
|
$917.44
IV: 35.9% (±2.3%/d)
|
$907.50 🎯 PINNED (-1.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$908 Floor $880Spot $917.44Ceiling $1000 |
$822.94 – $1011.94
±$94.50 (±10.3% 30D)
|
0.99 (Balanced)
83.4K OI (41.9KC / 41.6KP)
|
Audit Note → |
|
CVX
BUY
Chevron Corporation
Energy • Oil & Gas Integrated
|
$217.39
IV: 24.4% (±1.5%/d)
|
$215.00 🎯 PINNED (-1.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$215 Floor $200Spot $217.39Ceiling $230 |
$202.17 – $232.61
±$15.22 (±7.0% 30D)
|
0.36 (Call Skew)
142.2K OI (104.2KC / 38.0KP)
|
Audit Note → |
|
NEM
HOLD
Newmont Corporation
Basic Materials • Gold Mining
|
$113.48
IV: 51.5% (±3.2%/d)
|
$115.00 🎯 PINNED (+1.3%)
|
🔴 NEGATIVE (Vol Squeeze) |
$115 Floor $105Spot $113.48Ceiling $155 |
$96.68 – $130.28
±$16.80 (±14.8% 30D)
|
0.50 (Call Skew)
59.6K OI (39.8KC / 19.8KP)
|
Audit Note → |
|
CRWD
HOLD
CrowdStrike Holdings, Inc.
Technology • Cybersecurity
|
$229.23
IV: 55.8% (±3.5%/d)
|
$232.50 🎯 PINNED (+1.4%)
|
🟢 POSITIVE (Mean-Reverting) |
$232 Floor $200Spot $229.23Ceiling $290 |
$192.55 – $265.91
±$36.68 (±16.0% 30D)
|
1.04 (Balanced)
202.6K OI (99.2KC / 103.4KP)
|
Audit Note → |
|
XOM
HOLD
ExxonMobil Holdings Corporation
Energy • Oil & Gas Integrated
|
$170.34
IV: 26.0% (±1.6%/d)
|
$167.50 🎯 PINNED (-1.7%)
|
🔴 NEGATIVE (Vol Squeeze) |
$168 Floor $160Spot $170.34Ceiling $170 |
$157.56 – $183.12
±$12.78 (±7.5% 30D)
|
0.56 (Call Skew)
195.7K OI (125.2KC / 70.5KP)
|
Audit Note → |
|
HON
SELL
Honeywell International Inc.
Industrials • Diversified Industrials
|
$224.10
IV: 39.2% (±2.5%/d)
|
$220.00 🎯 PINNED (-1.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$220 Floor $190Spot $224.10Ceiling $220 |
$199.00 – $249.20
±$25.10 (±11.2% 30D)
|
0.63 (Call Skew)
11.7K OI (7.2KC / 4.5KP)
|
Audit Note → |
|
SLB
HOLD
SLB N.V.
Energy • Oilfield Services
|
$50.98
IV: 39.8% (±2.5%/d)
|
$50.00 🎯 PINNED (-1.9%)
|
🔴 NEGATIVE (Vol Squeeze) |
$50 Floor $45Spot $50.98Ceiling $55 |
$45.17 – $56.79
±$5.81 (±11.4% 30D)
|
0.55 (Call Skew)
74.4K OI (47.9KC / 26.5KP)
|
Audit Note → |
|
ORCL
HOLD
Oracle Corporation
Technology • Software Infrastructure
|
$127.40
IV: 55.4% (±3.5%/d)
|
$130.00 🎯 PINNED (+2.0%)
|
🟢 POSITIVE (Mean-Reverting) |
$130 Floor $105Spot $127.40Ceiling $140 |
$107.14 – $147.66
±$20.26 (±15.9% 30D)
|
0.72 (Balanced)
721.6K OI (420.0KC / 301.6KP)
|
Audit Note → |
|
RTX
HOLD
RTX Corporation
Industrials • Aerospace & Defense
|
$199.14
IV: 31.1% (±2.0%/d)
|
$195.00 🎯 PINNED (-2.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$195 Floor $175Spot $199.14Ceiling $210 |
$181.42 – $216.86
±$17.72 (±8.9% 30D)
|
1.12 (Balanced)
62.9K OI (29.6KC / 33.2KP)
|
Audit Note → |
|
ABT
SELL
Abbott Laboratories
Healthcare • Medical Devices
|
$107.23
IV: 33.0% (±2.1%/d)
|
$105.00 🎯 PINNED (-2.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$105 Floor $95Spot $107.23Ceiling $110 |
$97.04 – $117.42
±$10.19 (±9.5% 30D)
|
0.49 (Call Skew)
60.1K OI (40.4KC / 19.7KP)
|
Audit Note → |
|
WFC
BUY
Wells Fargo & Company
Financial Services • Diversified Banking
|
$85.85
IV: 28.6% (±1.8%/d)
|
$84.00 🎯 PINNED (-2.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$84 Floor $72Spot $85.85Ceiling $90 |
$78.81 – $92.89
±$7.04 (±8.2% 30D)
|
1.08 (Balanced)
182.4K OI (87.6KC / 94.8KP)
|
Audit Note → |
|
ARM
HOLD
Arm Holdings plc
Technology • Semiconductors
|
$200.46
IV: 70.9% (±4.5%/d)
|
$205.00 🎯 PINNED (+2.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$205 Floor $60Spot $200.46Ceiling $200 |
$159.77 – $241.15
±$40.69 (±20.3% 30D)
|
0.80 (Balanced)
170.4K OI (94.7KC / 75.7KP)
|
Audit Note → |
|
SNOW
HOLD
Snowflake Inc.
Technology • Cloud Data Platforms
|
$299.36
IV: 51.2% (±3.2%/d)
|
$292.50 🎯 PINNED (-2.3%)
|
🟢 POSITIVE (Mean-Reverting) |
$292 Floor $290Spot $299.36Ceiling $350 |
$255.35 – $343.37
±$44.01 (±14.7% 30D)
|
0.69 (Balanced)
85.7K OI (50.7KC / 34.9KP)
|
Audit Note → |
|
CSCO
HOLD
Cisco Systems, Inc.
Technology • Networking Equipment
|
$102.45
IV: 71.8% (±4.5%/d)
|
$105.00 🎯 PINNED (+2.5%)
|
🔴 NEGATIVE (Vol Squeeze) |
$105 Floor $80Spot $102.45Ceiling $105 |
$81.35 – $123.55
±$21.10 (±20.6% 30D)
|
0.59 (Call Skew)
165.2K OI (104.2KC / 61.1KP)
|
Audit Note → |
|
PLTR
SELL
Palantir Technologies Inc.
Technology • Software Infrastructure
|
$172.25
IV: 48.8% (±3.1%/d)
|
$167.50 ▼ PULL DOWN (-2.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$168 Floor $90Spot $172.25Ceiling $185 |
$148.13 – $196.37
±$24.12 (±14.0% 30D)
|
0.86 (Balanced)
639.6K OI (343.2KC / 296.4KP)
|
Audit Note → |
|
MS
HOLD
Morgan Stanley
Financial Services • Investment Banking
|
$190.24
IV: 34.1% (±2.1%/d)
|
$185.00 ▼ PULL DOWN (-2.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$185 Floor $170Spot $190.24Ceiling $200 |
$171.60 – $208.88
±$18.64 (±9.8% 30D)
|
0.93 (Balanced)
87.0K OI (45.0KC / 42.0KP)
|
Audit Note → |
|
AMZN
BUY
Amazon.com, Inc.
Consumer Discretionary • Internet Retail
|
$269.45
IV: 29.6% (±1.9%/d)
|
$260.00 ▼ PULL DOWN (-3.5%)
|
🟢 POSITIVE (Mean-Reverting) |
$260 Floor $250Spot $269.45Ceiling $270 |
$246.55 – $292.35
±$22.90 (±8.5% 30D)
|
0.71 (Balanced)
255.1K OI (148.8KC / 106.3KP)
|
Audit Note → |
|
V
HOLD
Visa Inc.
Financial Services • Credit Services
|
$423.09
IV: 28.3% (±1.8%/d)
|
$407.50 ▼ PULL DOWN (-3.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$408 Floor $240Spot $423.09Ceiling $470 |
$388.82 – $457.36
±$34.27 (±8.1% 30D)
|
1.47 (Defensive)
115.0K OI (46.5KC / 68.5KP)
|
Audit Note → |
|
NFLX
HOLD
Netflix, Inc.
Communication Services • Streaming & Entertainment
|
$63.63
IV: 33.6% (±2.1%/d)
|
$66.00 ▲ PULL UP (+3.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$66 Floor $60Spot $63.63Ceiling $70 |
$57.52 – $69.74
±$6.11 (±9.6% 30D)
|
0.73 (Balanced)
726.4K OI (419.7KC / 306.7KP)
|
Audit Note → |
|
ASML
SELL
ASML Holding N.V.
Technology • Semiconductor Equipment
|
$1503.95
IV: 52.0% (±3.3%/d)
|
$1560.00 ▲ PULL UP (+3.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$1560 Floor $1300Spot $1503.95Ceiling $1900 |
$1279.86 – $1728.04
±$224.09 (±14.9% 30D)
|
1.03 (Balanced)
52.3K OI (25.8KC / 26.5KP)
|
Audit Note → |
|
GOOGL
HOLD
Alphabet Inc.
Technology • Internet Services
|
$301.50
IV: 30.3% (±1.9%/d)
|
$290.00 ▼ PULL DOWN (-3.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
$290 Floor $270Spot $301.50Ceiling $300 |
$275.27 – $327.73
±$26.23 (±8.7% 30D)
|
0.36 (Call Skew)
188.5K OI (138.6KC / 49.9KP)
|
Audit Note → |
|
CEG
BUY
Constellation Energy Corporation
Utilities • Nuclear Energy
|
$280.88
IV: 42.8% (±2.7%/d)
|
$270.00 ▼ PULL DOWN (-3.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$270 Floor $220Spot $280.88Ceiling $290 |
$246.32 – $315.43
±$34.55 (±12.3% 30D)
|
1.49 (Defensive)
64.6K OI (26.0KC / 38.6KP)
|
Audit Note → |
|
QCOM
BUY
QUALCOMM Incorporated
Technology • Semiconductors
|
$177.09
IV: 51.6% (±3.2%/d)
|
$170.00 ▼ PULL DOWN (-4.0%)
|
⚖️ BALANCED |
$170 Floor $150Spot $177.09Ceiling $185 |
$150.88 – $203.30
±$26.21 (±14.8% 30D)
|
0.81 (Balanced)
174.9K OI (96.7KC / 78.2KP)
|
Audit Note → |
|
BA
SELL
The Boeing Company
Industrials • Aerospace & Defense
|
$172.18
IV: 32.0% (±2.0%/d)
|
$180.00 ▲ PULL UP (+4.5%)
|
🔴 NEGATIVE (Vol Squeeze) |
$180 Floor $165Spot $172.18Ceiling $200 |
$156.34 – $188.02
±$15.84 (±9.2% 30D)
|
0.55 (Call Skew)
272.5K OI (175.5KC / 97.0KP)
|
Audit Note → |
|
LMT
BUY
Lockheed Martin Corporation
Industrials • Aerospace & Defense
|
$603.73
IV: 38.7% (±2.4%/d)
|
$575.00 ▼ PULL DOWN (-4.8%)
|
⚖️ BALANCED |
$575 Floor $500Spot $603.73Ceiling $700 |
$536.72 – $670.74
±$67.01 (±11.1% 30D)
|
0.86 (Balanced)
23.1K OI (12.4KC / 10.7KP)
|
Audit Note → |
|
INTC
SELL
Intel Corporation
Technology • Semiconductors
|
$62.04
IV: 60.4% (±3.8%/d)
|
$65.00 ▲ PULL UP (+4.8%)
|
🔴 NEGATIVE (Vol Squeeze) |
$65 Floor $55Spot $62.04Ceiling $130 |
$51.31 – $72.77
±$10.73 (±17.3% 30D)
|
0.40 (Call Skew)
1.39M OI (996.0KC / 395.8KP)
|
Audit Note → |
|
PG
HOLD
The Procter & Gamble Company
Consumer Defensive • Household Products
|
$168.27
IV: 22.8% (±1.4%/d)
|
$160.00 ▼ PULL DOWN (-4.9%)
|
⚖️ BALANCED |
$160 Floor $165Spot $168.27Ceiling $168 |
$157.33 – $179.21
±$10.94 (±6.5% 30D)
|
0.69 (Balanced)
108.6K OI (64.4KC / 44.3KP)
|
Audit Note → |
|
ISRG
HOLD
Intuitive Surgical, Inc.
Healthcare • Medical Devices
|
$441.89
IV: 40.1% (±2.5%/d)
|
$420.00 ▼ PULL DOWN (-5.0%)
|
⚖️ BALANCED |
$420 Floor $350Spot $441.89Ceiling $530 |
$391.07 – $492.71
±$50.82 (±11.5% 30D)
|
1.01 (Balanced)
24.4K OI (12.1KC / 12.3KP)
|
Audit Note → |
|
AMAT
BUY
Applied Materials, Inc.
Technology • Semiconductor Equipment
|
$385.49
IV: 85.0% (±5.3%/d)
|
$405.00 ▲ PULL UP (+5.1%)
|
⚖️ BALANCED |
$405 Floor $370Spot $385.49Ceiling $450 |
$291.43 – $479.55
±$94.06 (±24.4% 30D)
|
0.82 (Balanced)
135.3K OI (74.3KC / 61.0KP)
|
Audit Note → |
|
FCX
HOLD
Freeport-McMoRan Inc.
Basic Materials • Copper Mining
|
$60.90
IV: 52.9% (±3.3%/d)
|
$64.00 ▲ PULL UP (+5.1%)
|
🔴 NEGATIVE (Vol Squeeze) |
$64 Floor $50Spot $60.90Ceiling $80 |
$51.64 – $70.16
±$9.26 (±15.2% 30D)
|
0.49 (Call Skew)
157.7K OI (105.8KC / 51.9KP)
|
Audit Note → |
|
TSLA
SELL
Tesla, Inc.
Consumer Discretionary • Auto Manufacturers
|
$390.06
IV: 41.9% (±2.6%/d)
|
$370.00 ▼ PULL DOWN (-5.1%)
|
🟢 POSITIVE (Mean-Reverting) |
$370 Floor $120Spot $390.06Ceiling $400 |
$343.25 – $436.87
±$46.81 (±12.0% 30D)
|
1.28 (Defensive)
511.0K OI (224.6KC / 286.4KP)
|
Audit Note → |
|
GE
HOLD
GE Aerospace
Industrials • Aerospace & Defense
|
$333.39
IV: 42.6% (±2.7%/d)
|
$315.00 ▼ PULL DOWN (-5.5%)
|
🔴 NEGATIVE (Vol Squeeze) |
$315 Floor $280Spot $333.39Ceiling $350 |
$292.72 – $374.06
±$40.67 (±12.2% 30D)
|
0.33 (Call Skew)
93.7K OI (70.4KC / 23.3KP)
|
Audit Note → |
|
MA
SELL
Mastercard Incorporated
Financial Services • Credit Services
|
$656.35
IV: 35.0% (±2.2%/d)
|
$620.00 ▼ PULL DOWN (-5.5%)
|
⚖️ BALANCED |
$620 Floor $640Spot $656.35Ceiling $645 |
$590.72 – $721.98
±$65.63 (±10.0% 30D)
|
1.07 (Balanced)
39.3K OI (18.9KC / 20.3KP)
|
Audit Note → |
|
ARKK
SELL
ARK Innovation ETF
Thematic ETF • Disruptive Innovation ETF
|
$76.72
IV: 45.0% (±2.8%/d)
|
$81.00 ▲ PULL UP (+5.6%)
|
🟢 POSITIVE (Mean-Reverting) |
$81 Floor $75Spot $76.72Ceiling $77 |
$66.82 – $86.62
±$9.90 (±12.9% 30D)
|
1.52 (Defensive)
152.4K OI (60.4KC / 92.0KP)
|
Audit Note → |
|
JNJ
BUY
Johnson & Johnson
Healthcare • Pharmaceuticals
|
$284.55
IV: 25.6% (±1.6%/d)
|
$267.50 ▼ PULL DOWN (-6.0%)
|
⚖️ BALANCED |
$268 Floor $260Spot $284.55Ceiling $280 |
$263.78 – $305.32
±$20.77 (±7.3% 30D)
|
0.82 (Balanced)
56.3K OI (30.9KC / 25.4KP)
|
Audit Note → |
|
FSLR
BUY
First Solar, Inc.
Energy • Solar Energy
|
$174.52
IV: 53.7% (±3.4%/d)
|
$185.00 ▲ PULL UP (+6.0%)
|
⚖️ BALANCED |
$185 Floor $170Spot $174.52Ceiling $200 |
$147.64 – $201.40
±$26.88 (±15.4% 30D)
|
0.62 (Call Skew)
73.1K OI (45.2KC / 28.0KP)
|
Audit Note → |
|
ABBV
BUY
AbbVie Inc.
Healthcare • Pharmaceuticals
|
$295.58
IV: 29.7% (±1.9%/d)
|
$277.50 ▼ PULL DOWN (-6.1%)
|
⚖️ BALANCED |
$278 Floor $265Spot $295.58Ceiling $290 |
$270.46 – $320.70
±$25.12 (±8.5% 30D)
|
1.07 (Balanced)
70.7K OI (34.1KC / 36.6KP)
|
Audit Note → |
|
CRWV
SELL
CoreWeave, Inc.
Technology • AI Cloud Infrastructure
|
$56.53
IV: 96.5% (±6.1%/d)
|
$60.00 ▲ PULL UP (+6.1%)
|
⚖️ BALANCED |
$60 Floor $30Spot $56.53Ceiling $60 |
$40.87 – $72.19
±$15.66 (±27.7% 30D)
|
0.95 (Balanced)
1.12M OI (574.4KC / 543.4KP)
|
Audit Note → |
|
NVDA
HOLD
NVIDIA Corporation
Technology • Semiconductors
|
$164.82
IV: 71.1% (±4.5%/d)
|
$175.00 ▲ PULL UP (+6.2%)
|
⚖️ BALANCED |
$175 Floor $160Spot $164.82Ceiling $190 |
$131.20 – $198.44
±$33.62 (±20.4% 30D)
|
0.64 (Call Skew)
1.31M OI (800.4KC / 510.2KP)
|
Audit Note → |
|
HD
BUY
The Home Depot, Inc.
Consumer Discretionary • Home Improvement Retail
|
$348.25
IV: 44.7% (±2.8%/d)
|
$325.00 ▼ PULL DOWN (-6.7%)
|
⚖️ BALANCED |
$325 Floor $305Spot $348.25Ceiling $370 |
$303.67 – $392.83
±$44.58 (±12.8% 30D)
|
0.91 (Balanced)
82.7K OI (43.2KC / 39.5KP)
|
Audit Note → |
|
COIN
HOLD
Coinbase Global, Inc.
Financial Services • Digital Asset Exchange
|
$132.13
IV: 65.8% (±4.2%/d)
|
$141.00 ▲ PULL UP (+6.7%)
|
⚖️ BALANCED |
$141 Floor $120Spot $132.13Ceiling $170 |
$107.16 – $157.10
±$24.97 (±18.9% 30D)
|
0.63 (Call Skew)
269.7K OI (165.7KC / 104.0KP)
|
Audit Note → |
|
EQIX
SELL
Equinix, Inc.
Real Estate • Data Center REITs
|
$1074.40
IV: 33.7% (±2.1%/d)
|
$1000.00 ▼ PULL DOWN (-6.9%)
|
🟢 POSITIVE (Mean-Reverting) |
$1000 Floor $950Spot $1074.40Ceiling $1140 |
$970.18 – $1178.62
±$104.22 (±9.7% 30D)
|
2.18 (Defensive)
16.3K OI (5.1KC / 11.2KP)
|
Audit Note → |
|
COP
BUY
ConocoPhillips
Energy • Oil & Gas E&P
|
$140.41
IV: 31.2% (±2.0%/d)
|
$130.00 ▼ PULL DOWN (-7.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
$130 Floor $130Spot $140.41Ceiling $150 |
$127.91 – $152.91
±$12.50 (±8.9% 30D)
|
0.45 (Call Skew)
67.0K OI (46.0KC / 20.9KP)
|
Audit Note → |
|
TXN
BUY
Texas Instruments Incorporated
Technology • Semiconductors
|
$311.72
IV: 52.6% (±3.3%/d)
|
$287.50 ▼ PULL DOWN (-7.8%)
|
🟢 POSITIVE (Mean-Reverting) |
$288 Floor $160Spot $311.72Ceiling $310 |
$264.65 – $358.79
±$47.07 (±15.1% 30D)
|
1.31 (Defensive)
63.9K OI (27.6KC / 36.3KP)
|
Audit Note → |
|
KO
HOLD
The Coca-Cola Company
Consumer Defensive • Beverages
|
$98.03
IV: 21.1% (±1.3%/d)
|
$90.00 ▼ PULL DOWN (-8.2%)
|
🔴 NEGATIVE (Vol Squeeze) |
$90 Floor $78Spot $98.03Ceiling $98 |
$92.15 – $103.91
±$5.88 (±6.0% 30D)
|
0.59 (Call Skew)
203.9K OI (128.3KC / 75.6KP)
|
Audit Note → |
|
AMGN
HOLD
Amgen Inc.
Healthcare • Biotechnology
|
$469.03
IV: 33.2% (±2.1%/d)
|
$430.00 ▼ PULL DOWN (-8.3%)
|
⚖️ BALANCED |
$430 Floor $350Spot $469.03Ceiling $505 |
$424.47 – $513.59
±$44.56 (±9.5% 30D)
|
0.64 (Call Skew)
47.7K OI (29.2KC / 18.6KP)
|
Audit Note → |
|
MCD
BUY
McDonald's Corporation
Consumer Discretionary • Restaurants
|
$273.34
IV: 29.5% (±1.9%/d)
|
$250.00 ▼ PULL DOWN (-8.5%)
|
⚖️ BALANCED |
$250 Floor $250Spot $273.34Ceiling $285 |
$250.11 – $296.57
±$23.23 (±8.5% 30D)
|
0.74 (Balanced)
89.0K OI (51.2KC / 37.8KP)
|
Audit Note → |
|
LLY
HOLD
Eli Lilly and Company
Healthcare • Pharmaceuticals
|
$1438.91
IV: 31.4% (±2.0%/d)
|
$1300.00 ▼ PULL DOWN (-9.7%)
|
🟢 POSITIVE (Mean-Reverting) |
$1300 Floor $640Spot $1438.91Ceiling $1500 |
$1309.41 – $1568.41
±$129.50 (±9.0% 30D)
|
1.56 (Defensive)
105.9K OI (41.4KC / 64.5KP)
|
Audit Note → |
|
SMCI
SELL
Super Micro Computer, Inc.
Technology • Computer Hardware
|
$27.17
IV: 101.1% (±6.4%/d)
|
$30.00 ▲ PULL UP (+10.4%)
|
🔴 NEGATIVE (Vol Squeeze) |
$30 Floor $25Spot $27.17Ceiling $30 |
$19.29 – $35.05
±$7.88 (±29.0% 30D)
|
0.38 (Call Skew)
510.9K OI (369.1KC / 141.8KP)
|
Audit Note → |
|
DIS
BUY
The Walt Disney Company
Equities • Institutional Coverage
|
$118.78
IV: 46.4% (±2.9%/d)
|
$105.00 ▼ PULL DOWN (-11.6%)
|
⚖️ BALANCED |
$105 Floor $95Spot $118.78Ceiling $120 |
$102.98 – $134.58
±$15.80 (±13.3% 30D)
|
0.69 (Balanced)
141.6K OI (84.0KC / 57.7KP)
|
Audit Note → |
|
AVGO
SELL
Broadcom Inc.
Technology • Semiconductors
|
$364.83
IV: 50.0% (±3.1%/d)
|
$322.50 ▼ PULL DOWN (-11.6%)
|
⚖️ BALANCED |
$322 Floor $345Spot $364.83Ceiling $360 |
$312.66 – $417.00
±$52.17 (±14.3% 30D)
|
0.72 (Balanced)
147.8K OI (85.9KC / 61.9KP)
|
Audit Note → |
|
MSTR
SELL
Strategy Inc
Technology • Enterprise Software & Treasury
|
$115.66
IV: 77.5% (±4.9%/d)
|
$132.00 ▲ PULL UP (+14.1%)
|
⚖️ BALANCED |
$132 Floor $80Spot $115.66Ceiling $135 |
$89.98 – $141.34
±$25.68 (±22.2% 30D)
|
0.84 (Balanced)
764.1K OI (416.2KC / 347.9KP)
|
Audit Note → |
|
AMD
BUY
Advanced Micro Devices, Inc.
Technology • Semiconductors
|
$582.08
IV: 59.1% (±3.7%/d)
|
$482.50 ▼ PULL DOWN (-17.1%)
|
⚖️ BALANCED |
$482 Floor $250Spot $582.08Ceiling $600 |
$483.71 – $680.45
±$98.37 (±16.9% 30D)
|
0.95 (Balanced)
270.3K OI (138.7KC / 131.6KP)
|
Audit Note → |
|
IREN
HOLD
IREN Limited
Technology • HPC & AI Data Centers
|
$19.17
IV: 112.7% (±7.1%/d)
|
$25.00 ▲ PULL UP (+30.4%)
|
⚖️ BALANCED |
$25 Floor $15Spot $19.17Ceiling $35 |
$12.98 – $25.36
±$6.19 (±32.3% 30D)
|
0.62 (Call Skew)
976.4K OI (601.4KC / 375.0KP)
|
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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