{ "generated_utc": "2026-03-12T13:06:25.564973+00:00", "macro": { "fed_state": "Funds 4.25-4.50 (pause/hold-high), QT slowed (QT_slow).", "next_fomc": "2026-03-18", "days_to_fomc": 6, "vix": 25.809999465942383, "vix9d": 24.440000534057617, "vix1d": 18.989999771118164, "vix_ratio_used": 0.7357613391730767, "vix9d_vix_ratio": 0.9469198388131488, "vvix": 122.48999786376953 }, "es": { "current": 6738.0, "prev_close": 6791.0, "gap_pct": -0.7804447062288333, "prior_return_pct": -0.6637657644369077, "prior_two_down": true }, "quotes": { "ES": { "ticker": "ES=F", "last": 6734.5, "prev_close": 6779.5, "change_pct": -0.6637657644369077, "high": 6769.5, "low": 6705.75, "volume": 290528.0, "hist_len": 4 }, "VIX": { "ticker": "^VIX", "last": 25.809999465942383, "prev_close": 24.229999542236328, "change_pct": 6.520841739810557, "high": 26.030000686645508, "low": 24.600000381469727, "volume": 0.0, "hist_len": 5 }, "VIX9D": { "ticker": "^VIX9D", "last": 24.440000534057617, "prev_close": 25.540000915527344, "change_pct": -4.306970798896758, "high": 26.690000534057617, "low": 23.540000915527344, "volume": 0.0, "hist_len": 4 }, "VVIX": { "ticker": "^VVIX", "last": 122.48999786376953, "prev_close": 125.36000061035156, "change_pct": -2.2894086890623666, "high": 129.64999389648438, "low": 122.18000030517578, "volume": 0.0, "hist_len": 4 }, "BTC": { "ticker": "BTC-USD", "last": 70401.890625, "prev_close": 70204.8828125, "change_pct": 0.28061839092610175, "high": 70700.2578125, "low": 69258.2734375, "volume": 43630690304.0, "hist_len": 5 }, "RUT": { "ticker": "^RUT", "last": 2542.89990234375, "prev_close": 2548.080078125, "change_pct": -0.2032972128985011, "high": 2556.85009765625, "low": 2524.530029296875, "volume": 5511090000.0, "hist_len": 4 }, "GC": { "ticker": "GC=F", "last": 5190.0, "prev_close": 5167.39990234375, "change_pct": 0.43735917643996647, "high": 5197.7998046875, "low": 5130.0, "volume": 56929.0, "hist_len": 4 }, "DXY": { "ticker": "DX-Y.NYB", "last": 99.46800231933594, "prev_close": 99.2300033569336, "change_pct": 0.239845766754887, "high": 99.52799987792969, "low": 99.25, "volume": 0.0, "hist_len": 4 }, "ZN": { "ticker": "ZN=F", "last": 111.859375, "prev_close": 112.125, "change_pct": -0.23690078037904572, "high": 111.984375, "low": 111.65625, "volume": 849519.0, "hist_len": 4 }, "NVDA": { "ticker": "NVDA", "last": 186.02999877929688, "prev_close": 184.77000427246094, "change_pct": 0.6819258958169261, "high": 187.6199951171875, "low": 184.4499969482422, "volume": 144428800.0, "hist_len": 4 } }, "asia_europe": { "Nikkei": { "ticker": "^N225", "last": 54452.9609375, "prev_close": 55025.37109375, "change_pct": -1.0402658716735402, "high": 54733.078125, "low": 53796.01171875, "volume": 0.0, "hist_len": 5 }, "Hang Seng": { "ticker": "^HSI", "last": 25716.759765625, "prev_close": 25898.759765625, "change_pct": -0.7027363535823228, "high": 25932.580078125, "low": 25521.150390625, "volume": 0.0, "hist_len": 5 }, "Shanghai": { "ticker": "000001.SS", "last": 4129.1025390625, "prev_close": 4133.43310546875, "change_pct": -0.10476923892926981, "high": 4141.64892578125, "low": 4103.16357421875, "volume": 1305706872.0, "hist_len": 5 }, "ASX200": { "ticker": "^AXJO", "last": 8629.0, "prev_close": 8743.5, "change_pct": -1.3095442328586948, "high": 8743.5, "low": 8596.5, "volume": 0.0, "hist_len": 5 }, "FTSE100": { "ticker": "^FTSE", "last": 10316.7998046875, "prev_close": 10353.7998046875, "change_pct": -0.3573567260132693, "high": 10355.259765625, "low": 10280.48046875, "volume": 0.0, "hist_len": 5 }, "DAX": { "ticker": "^GDAXI", "last": 23577.330078125, "prev_close": 23640.029296875, "change_pct": -0.26522479292480083, "high": 23703.55078125, "low": 23487.099609375, "volume": 0.0, "hist_len": 5 }, "CAC40": { "ticker": "^FCHI", "last": 8003.759765625, "prev_close": 8041.81005859375, "change_pct": -0.47315582799780653, "high": 8037.830078125, "low": 7976.0400390625, "volume": 0.0, "hist_len": 5 }, "EuroStoxx50": { "ticker": "^STOXX50E", "last": 5749.9501953125, "prev_close": 5794.68017578125, "change_pct": -0.7719145683949602, "high": 5783.60009765625, "low": 5736.64990234375, "volume": 0.0, "hist_len": 5 } }, "databento": { "glbx_cost_blocked": "Cannot estimate cost, blocking for safety: 422 data_end_after_available_end\nThe dataset GLBX.MDP3 has data available up to '2026-03-12 12:50:00+00:00'. The `end` in the query ('2026-03-12 13:06:22.782267+00:00') is after the available range. Try requesting with an earlier `end`.\ndocumentation: https://databento.com/docs/api-reference-historical/basics/datasets", "error": "422 data_end_after_available_end\nThe dataset GLBX.MDP3 has data available up to '2026-03-12 12:50:00+00:00'. The `end` in the query ('2026-03-12 13:06:22.782267+00:00') is after the available range. Try requesting with an earlier `end`.\ndocumentation: https://databento.com/docs/api-reference-historical/basics/datasets" }, "econ": [ { "date": "2026-03-17", "time": "14:00", "event": "FOMC Rate Decision", "impact": "HIGH", "days_until": 5 }, { "date": "2026-03-18", "time": "14:00", "event": "FOMC Rate Decision (Day 2)", "impact": "HIGH", "days_until": 6 }, { "date": "2026-03-26", "time": "08:30", "event": "GDP (Q4 Third Estimate)", "impact": "MEDIUM", "days_until": 14 } ], "earnings": [ { "Symbol": "ADBE", "Company": "Adobe Inc.", "Event Name": "Q1 2026 Earnings Announcement", "Earnings Call Time": "AMC", "EPS Estimate": "5.87", "Market Cap": "112.36B" }, { "Symbol": "WPM", "Company": "Wheaton Precious Metals Corp.", "Event Name": "Q4 2025 Earnings Announcement", "Earnings Call Time": "AMC", "EPS Estimate": "1.09", "Market Cap": "67.59B" }, { "Symbol": "DG", "Company": "Dollar General Corporation", "Event Name": "Q4 2025 Earnings Announcement", "Earnings Call Time": "BMO", "EPS Estimate": "1.5", "Market Cap": "31.88B" }, { "Symbol": "DG", "Company": "Dollar General Corporation", "Event Name": "-", "Earnings Call Time": "TAS", "EPS Estimate": "1.64", "Market Cap": "31.88B" }, { "Symbol": "ULTA", "Company": "Ulta Beauty, Inc.", "Event Name": "Q4 2025 Earnings Announcement", "Earnings Call Time": "AMC", "EPS Estimate": "7.15", "Market Cap": "29.26B" }, { "Symbol": "LEN-B", "Company": "Lennar Corporation", "Event Name": "Q1 2026 Earnings Announcement", "Earnings Call Time": "AMC", "EPS Estimate": "-", "Market Cap": "24.01B" }, { "Symbol": "LEN", "Company": "Lennar Corporation", "Event Name": "Q1 2026 Earnings Announcement", "Earnings Call Time": "AMC", "EPS Estimate": "0.95", "Market Cap": "23.91B" }, { "Symbol": "FUTU", "Company": "Futu Holdings Limited", "Event Name": "Q4 2025 Earnings Announcement", "Earnings Call Time": "BMO", "EPS Estimate": "23.79", "Market Cap": "21.25B" }, { "Symbol": "FUTU", "Company": "Futu Holdings Limited", "Event Name": "-", "Earnings Call Time": "TAS", "EPS Estimate": "23.79", "Market Cap": "21.25B" }, { "Symbol": "LI", "Company": "Li Auto Inc.", "Event Name": "Q4 2025 Earnings Announcement", "Earnings Call Time": "BMO", "EPS Estimate": "0.15", "Market Cap": "18.74B" }, { "Symbol": "LI", "Company": "Li Auto Inc.", "Event Name": "-", "Earnings Call Time": "TAS", "EPS Estimate": "0.15", "Market Cap": "18.74B" }, { "Symbol": "DKS", "Company": "DICK'S Sporting Goods, Inc.", "Event Name": "Q4 2025 Earnings Announcement", "Earnings Call Time": "BMO", "EPS Estimate": "3.51", "Market Cap": "17.59B" }, { "Symbol": "RBRK", "Company": "Rubrik, Inc.", "Event Name": "Q4 2026 Earnings Announcement", "Earnings Call Time": "AMC", "EPS Estimate": "-0.11", "Market Cap": "11.51B" }, { "Symbol": "YMM", "Company": "Full Truck Alliance Co. Ltd.", "Event Name": "Q4 2025 Earnings Announcement", "Earnings Call Time": "BMO", "EPS Estimate": "0.98", "Market Cap": "9.55B" }, { "Symbol": "TTAN", "Company": "ServiceTitan, Inc.", "Event Name": "Q4 2026 Earnings Announcement", "Earnings Call Time": "AMC", "EPS Estimate": "0.18", "Market Cap": "7.35B" }, { "Symbol": "OLLI", "Company": "Ollie's Bargain Outlet Holdings, Inc.", "Event Name": "Q4 2025 Earnings Announcement", "Earnings Call Time": "BMO", "EPS Estimate": "1.19", "Market Cap": "6.34B" }, { "Symbol": "OLLI", "Company": "Ollie's Bargain Outlet Holdings, Inc.", "Event Name": "-", "Earnings Call Time": "TAS", "EPS Estimate": "1.38", "Market Cap": "6.34B" }, { "Symbol": "GPGI", "Company": "GPGI, Inc.", "Event Name": "Q4 2025 Earnings Announcement", "Earnings Call Time": "BMO", "EPS Estimate": "0.23", "Market Cap": "5.71B" }, { "Symbol": "MNSO", "Company": "MINISO Group Holding Limited", "Event Name": "Q4 2025 Earnings Announcement", "Earnings Call Time": "AMC", "EPS Estimate": "2.59", "Market Cap": "5.26B" }, { "Symbol": "S", "Company": "SentinelOne, Inc.", "Event Name": "Q4 2026 Earnings Announcement", "Earnings Call Time": "AMC", "EPS Estimate": "-0.18", "Market Cap": "4.81B" } ], "news_headline": "Oil jumps, shares skid after attacks on Gulf shipping (Reuters).", "finviz": { "gaps_up_3pct_error": "Invalid filter 'ta_gap_u3'. 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Possible filter: ['Exchange', 'Index', 'Sector', 'Industry', 'Country', 'Market Cap.', 'P/E', 'Forward P/E', 'PEG', 'P/S', 'P/B', 'Price/Cash', 'Price/Free Cash Flow', 'EPS growththis year', 'EPS growthnext year', 'EPS growthpast 5 years', 'EPS growthnext 5 years', 'Sales growthpast 5 years', 'EPS growth ttm', 'EPS growthqtr over qtr', 'Sales growthqtr over qtr', 'Dividend Yield', 'Return on Assets', 'Return on Equity', 'Return on Investment', 'Current Ratio', 'Quick Ratio', 'LT Debt/Equity', 'Debt/Equity', 'Gross Margin', 'Operating Margin', 'Net Profit Margin', 'Payout Ratio', 'InsiderOwnership', 'InsiderTransactions', 'InstitutionalOwnership', 'InstitutionalTransactions', 'Float Short', 'Analyst Recom.', 'Option/Short', 'Earnings Date', 'Performance', 'Performance 2', 'Volatility', 'RSI (14)', 'Gap', '20-Day Simple Moving Average', '50-Day Simple Moving Average', '200-Day Simple Moving Average', 'Change', 'Change from Open', '20-Day High/Low', '50-Day High/Low', '52-Week High/Low', 'Pattern', 'Candlestick', 'Beta', 'Average True Range', 'Average Volume', 'Relative Volume', 'Current Volume', 'Price', 'Target Price', 'IPO Date', 'Shares Outstanding', 'Float', 'Net Expense Ratio']" }, "yahoo_screeners": { "day_gainers_error": "Expecting value: line 1 column 1 (char 0)", "most_actives_error": "Expecting value: line 1 column 1 (char 0)" }, "signals": [ "FADE GAP DOWN \u2014 64-75% WR in calm regime", "2-DAY REVERSAL SETUP \u2014 56% WR, Sharpe 2.48, buy the bounce", "NVDA DIVERGENCE \u2014 growth bellwether held up, 60% WR ES bounces" ], "btc_weekend_signal": null, "spotgamma": { "date": "2026-03-09", "scraped_at": "2026-03-09T05:45:00", "note": "Full scrape from SpotGamma dashboard. Data as of 3/6 close. Founder's Note published 3/9 7:00 AM ET. Iran conflict escalating, oil surging to $103, VIX 32, deeply negative gamma. SG targeting 6,500 low into March OPEX.", "market_data": { "spx": 6661.45, "spx_change": "-77.05 (1.14%)", "ndx": 24341.22, "ndx_change": "-300.68 (1.22%)", "vix": 31.63, "vix_change": "+1.95 (6.57%)", "wti": 102.88, "wti_change": "+12.08 (13.30%)", "gold": 5103.38, "gold_change": "-49.21 (0.96%)" }, "spx_levels": { "call_wall": { "spx": 7100, "es": 7106 }, "put_wall": { "spx": 6700, "es": 6706 }, "volatility_trigger": { "spx": 6830, "es": 6836 }, "zero_gamma": { "spx": 6802, "es": 6808 }, "abs_gamma_strike": { "spx": 7000, "es": 7006 }, "key_support_resistance": [ 7000, 6000, 6900, 6800 ], "combos_top": [ { "strike": 6700, "score": 98.43 }, { "strike": 6598, "score": 97.7 }, { "strike": 6497, "score": 97.67 }, { "strike": 6801, "score": 95.31 } ], "large_gamma": [ { "strike": 7000, "label": "Large Gamma 1" }, { "strike": 6000, "label": "Large Gamma 2" }, { "strike": 6900, "label": "Large Gamma 3" }, { "strike": 6800, "label": "Large Gamma 4" } ] }, "spy_levels": { "call_wall": 700, "put_wall": 660, "volatility_trigger": 680, "zero_gamma": 686, "key_support_resistance": [ 690, 675, 670, 680 ] }, "ndx_levels": { "call_wall": 25075, "put_wall": 24000, "volatility_trigger": 24650, "zero_gamma": 24580 }, "sg_metrics": { "reference_price": { "es": 6745.73, "spx": 6740, "spy": 672, "ndx": 24643, "qqq": 599, "rut": 2525, "iwm": 250 }, "gamma_index": { "spx": -2.461, "spy": -0.556 }, "implied_1d_move": "0.64%", "implied_1d_move_spy": "0.64%", "implied_5d_move": "1.50%", "implied_1d_high": "After open", "implied_1d_low": "After open", "vol_trigger": { "es": 6835.73, "spx": 6830, "spy": 680, "ndx": 24650, "qqq": 605, "rut": 2590, "iwm": 263 }, "abs_gamma_strike": { "es": 7005.73, "spx": 7000, "spy": 690, "ndx": 25075, "qqq": 600, "rut": 2600, "iwm": 250 }, "call_wall_detail": { "es": 7105.73, "spx": 7100, "spy": 700, "ndx": 25075, "qqq": 630, "rut": 2670, "iwm": 270 }, "put_wall_detail": { "es": 6705.73, "spx": 6700, "spy": 660, "ndx": 24000, "qqq": 600, "rut": 2550, "iwm": 250 }, "zero_gamma_detail": { "es": 6807.73, "spx": 6802, "spy": 686, "ndx": 24580, "qqq": 612, "rut": 2635, "iwm": 270 }, "gamma_tilt": { "spx": 0.765, "spy": 0.521, "ndx": 1.028, "qqq": 0.6, "rut": 0.509, "iwm": 0.328 }, "gamma_notional": { "spx": "-$707.533M", "spy": "-$1.576B", "ndx": "$514.389K", "qqq": "-$673.502M", "rut": "-$60.232M", "iwm": "-$1.364B" }, "risk_reversal_25d": { "spx": -0.109, "spy": 0.0, "ndx": -0.119, "qqq": -0.121, "rut": 0.0, "iwm": 0.0 }, "call_volume": { "spx": "834.148K", "spy": "1.825M", "ndx": "8.738K", "qqq": "835.357K", "rut": "35.71K", "iwm": "416.534K" }, "put_volume": { "spx": "1.237M", "spy": "2.534M", "ndx": "7.622K", "qqq": "1.239M", "rut": "67.416K", "iwm": "1.501M" }, "call_oi": { "spx": "8.422M", "spy": "5.467M", "ndx": "71.756K", "qqq": "3.603M", "rut": "251.409K", "iwm": "3.007M" }, "put_oi": { "spx": "12.863M", "spy": "11.005M", "ndx": "77.813K", "qqq": "5.796M", "rut": "439.982K", "iwm": "7.461M" } }, "founders_notes": "Founder's Note: Mon, March 09, 2026 at 7:00 AM ET\n\nMacro Theme:\nKey dates ahead: 3/10: Home Sales, 3/11: CPI, 3/13: GDP, 3/18: VIX EXP, 3/20: OPEX\n\nSG Summary:\nUpdate 3/9: Our updated lens is watching for a 6,500 low into March OPEX 3/20 - Q End OPEX 3/31. Following March, we think the 6,500 floor drops out. To the upside, Vol premiums are very wide, but they are all tied to the Iran premium, which offers conflict vol, plus energy vol, which is apparently bleeding into rate vol. That said, equity vol premiums are ~20 points (massive), and from that we can see some violent market bounces as that premium contracts, but true to our recent word, vol cannot fully revert until conflicts have largely resolved. To put it more plainly: We think rips should be sold until the Iran situation resolves. Largely that seems like \"Strait of Hormuz has reopened\".\n\n3/3: Don't be a hero. A move into the 6,600s are easy from here, and rallies are likely to be quite unstable given the global and lurking credit uncertainty.\n\n3/2: Given the Iran conflict, we see no reason to buy SPX dips near 6,800 as risks are too high with negative gamma below, and volatility simmering.\n\nKey SG levels for the SPX are:\n\u2022 Resistance: 6,900\n\u2022 Pivot: 6,900 (bearish <, bullish >) updated 2/26\n\u2022 Support: 6,600, 6,500 (Update 3/9: 6,500 is our Major Low target into March end).\n\nFounder's Note:\nFutures were off as much as 2% overnight to 6,600, but have reverted to -1% (6,660) after tensions in Iran have escalated over the weekend.\n\nTLDR: We think that the market may find stability in the 6,600s, with our eyes looking at a 6,500 low into March OPEX 3/20 - Q End OPEX 3/31. Following March, we think the 6,500 floor drops out. To the upside, Vol premiums are very wide, but they are all tied to the Iran premium. Equity vol premiums are ~20 points (massive), and from that we can see some violent market bounces as that premium contracts, but vol cannot fully revert until conflicts have largely resolved. We think rips should be sold until the Iran situation resolves.\n\nWe've been looking for a move into the 6,600s and VIX 30s as a sign of a \"wash out\" in stocks. Futures are currently indicating an open on 6,650, with the VIX at 32. This 6,600s area is the \"gamma trough\" that has been a topic of conversation at SpotGamma.\n\nWhat is destined to get attention now is the 3/31 expiration 6,475 JPM put strike. The JPM put was last in play last March, when chaos erupted with tariffs. The JPM put was at 5,565, and the SPX seemed to hold that level on several attempts into March Quarterly OPEX. We are watching for 6,500 and the 6,475 JPM strike to be a stabilizer into the second half of March.\n\nTurning to implied vols - things have popped! Here is 1-month skew, which is up >=5 vol points across the curve. Realized vol for nearly all rolling windows (2 mo, 1 mo, 5 day) is ~13%, and we have ATM SPX IV at ~28% and the VIX at 32. That is a fat premium, to be sure, and it currently is all event-related.\n\nVIX vs 1-month SPX realized vol spread comparable to: April 25, Aug '24 (When VIX \"Broke\"), Jan 21 (Meme Mania), then GFC.\n\nWhen can we short that vol? We don't think volatility is a \"stable short\" until there are signs that the Iran conflict is ebbing. If the Strait of Hormuz re-opens, then the conflict must be stable-ish.\n\nTrade ideas:\n1. Put flies when markets pop - particularly in DIA, IWM for cheap, 1-3DTE, targeting ~2-3% downside (where JPM strike supports SPX).\n2. Longer dated put flies in SPX can work because skew has blown out (all major indices at 100th %ile put-skew readings).\n3. \"Hugh Hendry\" trade - selling ~10-15 delta puts to buy many ~10-15 delta calls. Would consider more strongly at SPX 6,500 and/or if conflicts are resolving.\n\nNomura highlighted the \"Degen Desire\" Risk Reversal trade: able to buy nearly 2.5 SPY 15 Delta Calls just by selling ONE 15 Delta Put.", "events_calendar": [ { "date": "03-10", "time": "10:00 am EDT", "event": "Existing Home Sales (Feb)", "importance": "high" }, { "date": "03-11", "time": "08:30 am EDT", "event": "Inflation Rate MoM (Feb)", "importance": "high" }, { "date": "03-11", "time": "08:30 am EDT", "event": "Core Inflation Rate YoY (Feb)", "importance": "high" }, { "date": "03-11", "time": "08:30 am EDT", "event": "Core Inflation Rate MoM (Feb)", "importance": "high" }, { "date": "03-11", "time": "08:30 am EDT", "event": "Inflation Rate YoY (Feb)", "importance": "high" }, { "date": "03-12", "time": "08:30 am EDT", "event": "Housing Starts (Jan)", "importance": "high" }, { "date": "03-13", "time": "08:30 am EDT", "event": "GDP Growth Rate QoQ (Q4)", "importance": "high" }, { "date": "03-13", "time": "08:30 am EDT", "event": "Core PCE Price Index MoM (Jan)", "importance": "high" }, { "date": "03-13", "time": "08:30 am EDT", "event": "Durable Goods Orders MoM (Jan)", "importance": "high" }, { "date": "03-13", "time": "08:30 am EDT", "event": "Personal Income MoM (Jan)", "importance": "high" }, { "date": "03-13", "time": "08:30 am EDT", "event": "Gross Domestic Product QoQ (Q3)", "importance": "high" }, { "date": "03-13", "time": "08:30 am EDT", "event": "Personal Spending MoM (Jan)", "importance": "high" }, { "date": "03-13", "time": "10:00 am EDT", "event": "Michigan Consumer Sentiment (Mar)", "importance": "high" }, { "date": "03-13", "time": "10:00 am EDT", "event": "JOLTs Job Openings (Jan)", "importance": "high" }, { "date": "03-18", "time": "08:30 am EDT", "event": "Producer Price Index MoM (Feb)", "importance": "high" }, { "date": "03-18", "time": "02:00 pm EDT", "event": "FOMC Economic Projections", "importance": "high" }, { "date": "03-18", "time": "02:00 pm EDT", "event": "Fed Interest Rate Decision", "importance": "high" }, { "date": "03-18", "time": "02:30 pm EDT", "event": "Fed Press Conference", "importance": "high" } ], "squeeze_candidates": [ { "symbol": "AI", "price": 9.17, "prev_close": 9.19, "call_gamma": "-33M", "top_gamma_exp": "2026-03-13" }, { "symbol": "SMR", "price": 11.64, "prev_close": 11.67, "call_gamma": "-22M", "top_gamma_exp": "2026-03-13" } ], "sg_historical_gamma": [ { "date": "2026-02-10", "spx": 6941, "net_gamma": 0.68, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6940 }, { "date": "2026-02-11", "spx": 6941, "net_gamma": 0.376, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6940 }, { "date": "2026-02-12", "spx": 6832, "net_gamma": -2.888, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6930 }, { "date": "2026-02-13", "spx": 6836, "net_gamma": -2.885, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6920 }, { "date": "2026-02-17", "spx": 6843, "net_gamma": -1.731, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6900 }, { "date": "2026-02-18", "spx": 6881, "net_gamma": -1.123, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6900 }, { "date": "2026-02-19", "spx": 6861, "net_gamma": -1.943, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6890 }, { "date": "2026-02-20", "spx": 6909, "net_gamma": -0.167, "call_wall": 7000, "put_wall": 6800, "abs_gamma": 6900 }, { "date": "2026-02-23", "spx": 6837, "net_gamma": -1.941, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6890 }, { "date": "2026-02-24", "spx": 6890, "net_gamma": -0.2, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6890 }, { "date": "2026-02-25", "spx": 6946, "net_gamma": 2.241, "call_wall": 7000, "put_wall": 6800, "abs_gamma": 6895 }, { "date": "2026-02-26", "spx": 6908, "net_gamma": 0.102, "call_wall": 7050, "put_wall": 6800, "abs_gamma": 6895 }, { "date": "2026-02-27", "spx": 6878, "net_gamma": -0.973, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6890 }, { "date": "2026-03-02", "spx": 6881, "net_gamma": -0.593, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6890 }, { "date": "2026-03-03", "spx": 6816, "net_gamma": -1.725, "call_wall": 7100, "put_wall": 6700, "abs_gamma": 6875 }, { "date": "2026-03-04", "spx": 6869, "net_gamma": -0.091, "call_wall": 7100, "put_wall": 6800, "abs_gamma": 6875 }, { "date": "2026-03-05", "spx": 6830, "net_gamma": -2.049, "call_wall": 7100, "put_wall": 6700, "abs_gamma": 6870 }, { "date": "2026-03-06", "spx": 6740, "net_gamma": -2.461, "call_wall": 7100, "put_wall": 6700, "abs_gamma": 6830 } ] }, "gamma_dashboard": [ { "symbol": "SPX", "spot": 6910, "regime": "POSITIVE", "net_gex": 428131867.8007016, "call_wall": 7000.0, "put_wall": 6700.0, "gamma_flip": 7030.0 }, { "symbol": "TSLA", "spot": 412, "regime": "POSITIVE", "net_gex": 242375546.1795529, "call_wall": 410.0, "put_wall": 400.0, "gamma_flip": 407.5 }, { "symbol": "NVDA", "spot": 190, "regime": "POSITIVE", "net_gex": 1043301076.9745579, "call_wall": 190.0, "put_wall": 180.0, "gamma_flip": 187.5 }, { "symbol": "AAPL", "spot": 245, "regime": "NEGATIVE", "net_gex": -113595618.590117, "call_wall": 275.0, "put_wall": 245.0, "gamma_flip": null }, { "symbol": "AMZN", "spot": 210, "regime": "NEGATIVE", "net_gex": -9353536.724680096, "call_wall": 215.0, "put_wall": 210.0, "gamma_flip": null }, { "symbol": "META", "spot": 700, "regime": "POSITIVE", "net_gex": 119698925.6494725, "call_wall": 700.0, "put_wall": 630.0, "gamma_flip": 665.0 }, { "symbol": "AMD", "spot": 168, "regime": "NEGATIVE", "net_gex": -194308850.15941525, "call_wall": null, "put_wall": 170.0, "gamma_flip": null }, { "symbol": "GOOGL", "spot": 180, "regime": "NEGATIVE", "net_gex": -8712300.257653732, "call_wall": 165.0, "put_wall": 185.0, "gamma_flip": null }, { "symbol": "MSFT", "spot": 410, "regime": "POSITIVE", "net_gex": 76032969.35964859, "call_wall": 410.0, "put_wall": 400.0, "gamma_flip": 412.5 }, { "symbol": "COIN", "spot": 270, "regime": "POSITIVE", "net_gex": 33446615.353152763, "call_wall": 270.0, "put_wall": 230.0, "gamma_flip": 245.0 }, { "symbol": "CRWD", "spot": 389, "regime": "NEGATIVE", "net_gex": -6596204.118823096, "call_wall": 385.0, "put_wall": 390.0, "gamma_flip": null }, { "symbol": "PLTR", "spot": 135, "regime": "NEGATIVE", "net_gex": -51814098.17015427, "call_wall": 150.0, "put_wall": 135.0, "gamma_flip": null }, { "symbol": "NET", "spot": 177, "regime": "NEGATIVE", "net_gex": -3268045.102176885, "call_wall": 177.5, "put_wall": 175.0, "gamma_flip": null }, { "symbol": "MSTR", "spot": 300, "regime": "POSITIVE", "net_gex": 35229529.739227526, "call_wall": 300.0, "put_wall": null, "gamma_flip": null }, { "symbol": "SMCI", "spot": 50, "regime": "POSITIVE", "net_gex": 15137578.66522233, "call_wall": 50.0, "put_wall": 46.0, "gamma_flip": null }, { "symbol": "SNOW", "spot": 190, "regime": "POSITIVE", "net_gex": 13151845.469842201, "call_wall": 190.0, "put_wall": 165.0, "gamma_flip": 165.0 }, { "symbol": "SOFI", "spot": 19, "regime": "POSITIVE", "net_gex": 189158390.50349414, "call_wall": 19.0, "put_wall": 18.0, "gamma_flip": 19.0 }, { "symbol": "MARA", "spot": 17, "regime": "POSITIVE", "net_gex": 9539810.614715375, "call_wall": 17.0, "put_wall": 15.5, "gamma_flip": null } ], "bayesian": { "base_rate": 0.5159, "buckets": { "gap_direction": "gap_down", "dow": "Thursday", "vix_ratio": "low<0.85", "vix_level": ">25", "prior_return": "small_down", "gap_size": "large" }, "contrib": [ { "signal": "gap_direction", "bucket": "gap_down", "wr": 0.415, "n": 200, "shift": -0.35298017419764455 }, { "signal": "dow", "bucket": "Thursday", "wr": 0.5355, "n": 155, "shift": 0.019753671991959074 }, { "signal": "vix_ratio", "bucket": "low<0.85", "wr": 0.6318, "n": 239, "shift": 0.42115169893492616 }, { "signal": "vix_level", "bucket": ">25", "wr": 0.3356, "n": 146, "shift": -0.6116024711594763 }, { "signal": "prior_return", "bucket": "small_down", "wr": 0.5541, "n": 148, "shift": 0.03828190579007175 }, { "signal": "gap_size", "bucket": "large", "wr": 0.4167, "n": 24, "shift": -0.1764966979788741 } ], "raw_logodds": -0.5982706153140823, "prob": 0.31015106086420996, "notes": [ "stress_regime" ], "gap_fill_prob": 0.625, "expected_range_pts": 108.78 }, "trade_ideas": null }