Long-options setups the calls scan surfaced. Higher score = stronger; low IV favours buying premium, high IV β spreads.
| ticker (calls) | tier | score | IV rank | structure |
|---|---|---|---|---|
| SNOW | tier3 | 4.7 | 6 (cheap) | Long Call |
Independent bearish setups (deteriorating names), even in a bull regime. Cheap IV favours long puts.
| ticker (puts) | tier | score | IV rank | structure |
|---|---|---|---|---|
| NFLX | tier3 | 6.2 | 69 (fair) | Long Put |
| AI | tier3 | 3.2 | 5 (cheap) | Long Put |
| LUNR | tier3 | 3.2 | 4 (cheap) | Long Put |
From the daily prep. Tier1/2 β₯4.0 are actionable swing setups; tier3 are thematic watches (the calls scan can lift these intraday).
No tier1/2 actionable today β watchlist only.
| SNOW | tier3 | 2.7 | Momentum Only |
| AMD | tier3 | 1.8 | Below threshold |
| MU | tier3 | 0.8 | Below threshold |
| WDC | tier3 | 0.8 | Below threshold |
| STX | tier3 | 0.8 | Below threshold |
| RKLB | tier3 | 0.7 | Below threshold |
| PL | tier3 | 0.7 | Below threshold |
| UFO | tier3 | 0.7 | Below threshold |
Biggest % moves with real volume across S&P 100 + your watchlists β names you'd otherwise miss (e.g. $BE). They're auto-added to GEX + the scanners; cross-check each against its GEX regime before acting.
| ticker | % move | pre | intra | RVOL | last | S / R |
|---|---|---|---|---|---|---|
| ACI | -23.4% | -14.4% | -10.5% | 5.6Γ | $11.19 | S 11.0 Β· R 14.8 |
| β¨ no clear catalyst; sector sympathy with retail weakness β Why Kohl's (KSS) Shares Are Plunging Today more β | ||||||
| MBLY | -14.9% | -7.2% | -8.3% | 3.3Γ | $7.47 | S 7.1 Β· R 9.0 |
| β¨ flat revenue growth despite profit gains; concerns raised β Mobileye Global Inc (MBLY) Q2 2026 Earnings Call Highlights: Strong Profitβ¦ more β | ||||||
| CLF | +17.9% | +12.9% | +4.4% | 2.7Γ | $11.14 | S 9.2 Β· R 11.5 |
| β¨ Q2 beat, upbeat outlook; CEO touts tariff benefits β Cleveland-Cliffs Shares Surge on Second-Quarter Beat, Upbeat Outlook more β | ||||||
| LBRT | -19.5% | +3.4% | -22.2% | 2.4Γ | $20.23 | S 20.2 Β· R 25.6 |
| β¨ Q2 earnings and revenue beat estimates β Liberty Energy (LBRT) Q2 Earnings and Revenues Surpass Estimates more β | ||||||
| STM | -18.9% | -17.3% | -1.9% | 2.4Γ | $53.33 | S 53.3 Β· R 60.0 |
| β¨ Q3 outlook misses estimates; European weakness β STMicroelectronics Slides as Third-Quarter Outlook Misses Estimates more β | ||||||
| IMAX | +10.0% | +6.2% | +3.6% | 4.3Γ | $43.24 | S 37.7 Β· R 45.5 |
| β¨ Q2 earnings surpass expectations β IMAX shares rise after second-quarter earnings surpass expectations (NYSE:IMAX) more β | ||||||
| MEDP | +14.8% | +21.3% | -5.2% | 2.6Γ | $606.36 | S 525.2 Β· R 650.0 |
| β¨ Q2 earnings beat estimates β Why Is Medpace (MEDP) Stock Soaring Today more β | ||||||
| TSLA | -14.2% | -8.8% | -6.0% | 2.3Γ | $320.71 | S 318.5 Β· R 350.0 |
| β¨ no clear catalyst; AI volatility sector pressure β Elon Musk and Tesla's next big engineering challenge? Thumbs. more β | ||||||
| ROL | -11.1% | -14.1% | +3.7% | 2.7Γ | $38.65 | S 36.6 Β· R 44.6 |
| β¨ no clear catalyst stated; earnings likely missed β Why Rollins (ROL) Shares Are Sliding Today more β | ||||||
| QS | -13.0% | -6.0% | -7.4% | 2.2Γ | $5.11 | S 5.0 Β· R 6.2 |
| β¨ earnings beat on Eagle Line gains offset concern β QuantumScape Sinks 14%, Solid Power and SES AI Fall as Solid-State Batteryβ¦ more β | ||||||
| DOV | -8.4% | -6.1% | -2.5% | 2.9Γ | $196.45 | S 195.0 Β· R 210.0 |
| β¨ no clear catalyst; mixed guidance signals β Dover Corporation Q2 2026 Earnings Call Summary more β | ||||||
| DGX | +7.9% | +8.7% | -0.6% | 3.1Γ | $226.43 | S 205.4 Β· R 230.0 |
| β¨ Q2 beat; Hims and Oura-tied gains β Quest Diagnostics Surges After Hims- And Oura-Tied Beat more β | ||||||
π΄ trend (neg-Ξ³): momentum works β calls in uptrends, puts in downtrends. π’ pin (pos-Ξ³): mean-reversion between the walls β fade extremes. On the bar: β spot, red = put wall (support), green = call wall (resistance), β = zero-gamma flip (regime pivot β crossing it flips the regime). "strong/borderline" = how firm the regime is (borderline = near zero Ξ³, flips easily).
| symbol | regime | spot | total Ξ³ | vex | put wall | β flip | call wall | position (β spot) |
|---|---|---|---|---|---|---|---|---|
| SPY | π΄ trend strong | 739.19 | -15.4B | +645M | 715.00 | 748.35 | 755.00 | mid-range |
| QQQ | π΄ trend strong | 694.65 | -7.8B | +323M | 690.00 | 708.63 | 730.00 | mid-range |
| NVDA | π’ pin moderate | 209.50 | +845M | +43M | 205.00 | 204.46 | 210.00 | near call β |
| MU | π’ pin moderate | 997.51 | +377M | +10M | 900.00 | 918.71 | 1000.00 | near call β |
| AMD | π’ pin moderate | 554.97 | +258M | +3M | 500.00 | β | 600.00 | mid-range |
| GOOGL | π΄ trend moderate | 317.70 | -234M | -2M | 310.00 | β | 347.50 | mid-range |
| TSLA | π΄ trend moderate | 319.70 | -226M | -4M | 300.00 | β | 350.00 | mid-range |
| AVGO | π’ pin borderline | 393.66 | +173M | +8M | 370.00 | 376.68 | 430.00 | mid-range |
| GOOG | π΄ trend borderline | 319.14 | -133M | +346420 | 300.00 | 349.03 | 350.00 | mid-range |
| AMZN | π΄ trend borderline | 233.26 | -115M | +4M | 230.00 | 239.54 | 250.00 | mid-range |
| AAPL | π΄ trend borderline | 320.50 | -88M | +21M | 315.00 | 322.64 | 350.00 | mid-range |
| MSFT | π΄ trend borderline | 381.00 | -85M | +12M | 370.00 | 385.54 | 400.00 | mid-range |
| META | π΄ trend borderline | 605.32 | -59M | +7M | 550.00 | 623.77 | 655.00 | mid-range |
| GEV | π΄ trend borderline | 978.21 | -57M | +2M | 950.00 | 1045.91 | 1050.00 | mid-range |
| SPCX | π΄ trend borderline | 118.23 | -49M | +2M | 115.00 | 128.33 | 130.00 | mid-range |
| NBIS | π’ pin borderline | 222.11 | +35M | +220262 | 220.00 | β | 230.00 | mid-range |
| NOW | π’ pin borderline | 101.15 | +25M | +592053 | 95.00 | β | 110.00 | mid-range |
| UNP | π’ pin borderline | 310.68 | +24M | -429405 | 285.00 | 280.75 | 320.00 | mid-range |
| CRM | π΄ trend borderline | 157.74 | -24M | +466773 | 150.00 | 167.40 | 170.00 | mid-range |
| MRVL | π’ pin borderline | 212.05 | +23M | +548972 | 200.00 | β | 230.00 | mid-range |
| LMT | π’ pin borderline | 567.50 | +22M | +29051 | 530.00 | β | 580.00 | mid-range |
| TMO | π’ pin borderline | 569.00 | +21M | -321862 | 520.00 | 513.74 | 580.00 | mid-range |
| PLTR | π΄ trend borderline | 123.07 | -16M | +4M | 120.00 | 125.21 | 130.00 | mid-range |
| RTX | π’ pin borderline | 209.28 | +15M | +28863 | 192.50 | 188.78 | 210.00 | near call β |
| URI | π’ pin borderline | 1137.52 | +10M | +279459 | 1090.00 | β | 1150.00 | mid-range |
| SMCI | π’ pin borderline | 30.19 | +10M | +155447 | 30.00 | β | 32.50 | mid-range |
| NFLX | π’ pin borderline | 68.60 | +9M | +4M | 65.00 | 68.15 | 74.00 | mid-range |
| APP | π΄ trend borderline | 397.84 | -9M | +341666 | 380.00 | 424.65 | 430.00 | mid-range |
| BE | π΄ trend borderline | 220.26 | -8M | +372326 | 200.00 | 240.70 | 225.00 | mid-range |
| CRDO | π’ pin borderline | 238.10 | +7M | +180844 | 215.00 | β | 250.00 | mid-range |
| HON | π’ pin borderline | 244.20 | +5M | -233618 | 230.00 | 228.82 | 260.00 | mid-range |
| SNOW | π΄ trend borderline | 265.13 | -5M | +998266 | 260.00 | 267.34 | 290.00 | mid-range |
| EQT | π’ pin borderline | 54.89 | +3M | +92708 | 51.00 | 53.57 | 55.00 | near call β |
| DGX | π’ pin borderline | 227.90 | +3M | -130108 | 190.00 | β | 230.00 | mid-range |
| TMUS | π΄ trend borderline | 176.16 | -3M | +200284 | 165.00 | 193.01 | 180.00 | mid-range |
| ALLE | π’ pin borderline | 154.00 | +2M | -181246 | 130.00 | β | 155.00 | mid-range |
| CAT | π’ pin borderline | 894.04 | +2M | +4M | 830.00 | 893.36 | 925.00 | mid-range |
| TEL | π’ pin borderline | 200.28 | +1M | +996811 | 190.00 | 188.83 | 230.00 | mid-range |
| MEDP | π’ pin borderline | 605.82 | +1M | +232584 | 520.00 | β | 650.00 | mid-range |
| STM | π΄ trend borderline | 54.03 | -965226 | -4462 | 50.00 | β | 58.00 | mid-range |
| DOV | π΄ trend borderline | 197.80 | -902228 | -136074 | 195.00 | β | 210.00 | mid-range |
| IMAX | π’ pin borderline | 43.67 | +706041 | -16496 | 40.00 | β | 45.00 | mid-range |
| SEZL | π’ pin borderline | 158.93 | +703256 | +45309 | 150.00 | β | 175.00 | mid-range |
| ROP | π’ pin borderline | 359.40 | +530953 | +63219 | 320.00 | β | 360.00 | near call β |
| ARWR | π΄ trend borderline | 88.00 | -293181 | +115480 | 85.00 | β | 95.00 | mid-range |
| RIOT | π΄ trend borderline | 23.07 | -251997 | +7820 | 22.00 | β | 25.00 | mid-range |
| WAB | π’ pin borderline | 291.00 | +229880 | +33881 | 260.00 | 263.71 | 300.00 | mid-range |
| IFF | π’ pin borderline | 73.73 | +226866 | +65365 | 65.00 | β | 80.00 | mid-range |
| RDDT | π΄ trend borderline | 174.43 | -183046 | +342996 | 172.50 | 169.37 | 190.00 | mid-range |
| WEX | π’ pin borderline | 169.00 | +150781 | -13566 | 165.00 | β | 175.00 | mid-range |
| FTAI | π’ pin borderline | 219.33 | +101666 | +105977 | 202.50 | 217.13 | 240.00 | mid-range |
| RPM | π’ pin borderline | 107.44 | +81972 | +21812 | 90.00 | 97.86 | 110.00 | mid-range |
| BMI | π΄ trend borderline | 126.67 | -58842 | +2834 | 115.00 | β | 130.00 | mid-range |
| PAG | π΄ trend borderline | 214.57 | -45149 | +6639 | 200.00 | 225.75 | 220.00 | mid-range |
| NSC | π΄ trend borderline | 354.94 | -44411 | +196121 | 300.00 | β | 360.00 | mid-range |
| AIR | π’ pin borderline | 127.60 | +23658 | +21562 | 125.00 | 121.92 | 135.00 | mid-range |
| GL | π΄ trend borderline | 170.02 | -19314 | +86444 | 155.00 | 171.37 | 195.00 | mid-range |
Forward-OOS track record (shares). $ figures are hypothetical at $500/trade (1R) β the strategy is unfunded until the edge holds positive at tβ₯2 on post-baseline trades. Pending execution-queue entries: 4.
β View best & worst 15 trades (entry / exit / why it closed)
Actual paper-account fills and round-trips (EOD-reconciled from IBKR executions at 16:05). Exit tag: target / stop / flatten. 'Submitted' = working or awaiting reconciliation; 'open' = filled, exit not yet traded.
| time | symbol | order | ref | entry fill | exit | P&L | tgt / stop |
|---|---|---|---|---|---|---|---|
| 14:10 | MSFT | SELL 10 | 381.19 | 381.08 | 381.65 flatten | $-5.70 | 376.62 / 382.71 |
| 13:49 | NFLX | BUY 10 | 69.16 | 69.17 | 68.87 stop | $-3.00 | 69.99 / 68.88 |
| 13:19 | CRM | SELL 10 | 157.62 | 157.54 | open | β | 155.73 / 158.25 |
| 10:37 | CRM | SELL 10 | 157.90 | 157.82 | open | β | 156.01 / 158.53 |
| 10:37 | NFLX | SELL 10 | 68.33 | 68.60 | 68.62 stop | $-0.20 | 67.51 / 68.60 |
| 10:37 | MSFT | SELL 10 | 383.59 | Unfilled(EOD) | β | β | 378.99 / 385.12 |
| 15:47 | QQQ | SELL 10 | 707.04 | 706.69 | unrecorded | β | 698.56 / 709.87 |
| 15:42 | CRM | SELL 10 | 163.25 | 163.17 | 163.21 flatten | $-0.40 | 161.29 / 163.90 |
| 15:42 | SPY | SELL 10 | 747.76 | 747.78 | 747.99 flatten | $-2.10 | 738.79 / 750.75 |
| 14:11 | PLTR | SELL 10 | 123.70 | 123.64 | 124.19 stop | $-5.50 | 122.22 / 124.19 |
| 14:06 | AVGO | BUY 10 | 397.21 | 396.40 | 397.18 flatten | $+7.80 | 401.98 / 395.62 |
| 14:01 | META | SELL 10 | 627.44 | 627.13 | 628.34 flatten | $-12.10 | 619.91 / 629.95 |
| 13:55 | AMZN | SELL 10 | 243.19 | 243.07 | 244.17 stop | $-11.00 | 240.27 / 244.16 |
| 13:15 | NVDA | BUY 10 | 214.01 | 213.47 | 213.12 stop | $-3.50 | 216.58 / 213.15 |
| 13:15 | QQQ | BUY 10 | 708.85 | 708.91 | 706.53 stop | $-23.80 | 717.36 / 706.01 |
Forward paper ledger on real Questrade quotes (entry@ask / exit@bid β net of real spread). Same measure-first gate: fund the $5β10K sleeve only once this holds positive. Returns are % of premium (tail-driven, ~25% win expected).
β View open positions & closed trades (entry / exit / days / why it closed)