MAGS

$68.66NEUTRAL

spot: 2026/11/15 05:12:46 UTC

analytics: 2026/11/15 16:43:03 UTC

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MAGS

$68.66NEUTRAL

spot: 2026/11/15 05:12:46 UTC

analytics: 2026/11/15 16:43:03 UTC

RESEARCH READ

Trade Insights Research

Neutral Short Vol

Confidence

Medium

Data quality

Mixed

Defined-risk onlySource reconciliation incompleteEvent check requiredVolume > OI needs next-day OI confirmation

AI ANALYSIS

No analysis yet for Deepseek. Click Run to generate.

CHAIN / FLOW HIGHLIGHTS

8 highlighted strikes from 53 rows

Calls traded 0.63x puts across available rows, so flow leans put-heavy. The busiest strike is 73, which is the first place to inspect for pinning or crowding. 1 strike needs next-day OI confirmation before treating volume as new positioning.

Call / Put volume

0.63x

Highest activity

73 strike

Needs T+1 OI

1 strike

Show highlighted strike rows

Strike	Call vol	Call OI	Put vol	Put OI	C/P	Vol/OI note	Read
35	—	—	24	1	—	Volume > OI; confirm with next-day OI	Mixed flow
100	13	886	—	—	—	No volume/OI anomaly	Mixed flow
85	2	411	0	0	—	No volume/OI anomaly	Mixed flow
40	0	0	0	0	—	No volume/OI anomaly	Mixed flow
45	0	0	0	0	—	No volume/OI anomaly	Mixed flow
50	0	0	0	0	—	No volume/OI anomaly	Mixed flow
52	0	7	0	40	—	No volume/OI anomaly	Mixed flow
53	0	6	0	44	—	No volume/OI anomaly	Mixed flow

TERM / MOVE HIGHLIGHTS

6 expiries from 13 rows

Front expiry implies 0.50% total, or - per day. The curve does not show a clear front/back edge.

Curve read

Flat / unclear

Front daily move

Highest daily

2026-11-20 0.41%

Show highlighted expiry rows

Expiry	DTE	ATM straddle	Move	Daily	Read
2026-11-13	0	$1.20	0.50%	-	Front elevated
2026-11-20	7	$2.83	2.84%	0.41%	Front elevated
2026-11-27	14	$3.10	3.20%	0.23%	Back expiry
2026-12-04	21	$3.65	4.24%	0.20%	Back expiry
2026-12-11	28	$4.13	4.96%	0.18%	Back expiry
2026-12-18	35	$4.55	5.47%	0.16%	Back expiry

SOURCE RECONCILIATION

No external IV source reconciliation stored for this run

Use chain-derived values for contract math; do not make absolute-IV trust claims.

No source reconciliation rows available.

SIGNAL STACK

VOL_LEVEL

IV_RV_PROXY_AVAILABLE

Use Volatility tab IV-RV spread proxy; true model-free VRP not computed.

FLOW

MIXED

53 strike rows available

TERM

TERM_ROWS_AVAILABLE

13 expiries available

SYNTHESIS

Research-grade setup favors candidate A; event, source, and liquidity checks remain pre-sizing controls.

Preferred

Best risk/reward

Avoid

Naked short options

Undefined-risk short-vol structures

Required before sizing

Confirm event calendar through all expiries

Confirm bid/ask width and open interest

Confirm next-day OI for volume > OI flags

Run out-of-sample validation before automation

CANDIDATE STRUCTURES

A. call credit spread

Defined-risk short-call premium candidate.

preferred

Credit / Debit

$0.55

Max profit

$0.55

Max loss

$0.45

Rank

Underlying below 69

bullish flow can break call side

B. put credit spread

Defined-risk short-put premium candidate.

candidate

Credit / Debit

$0.42

Max profit

$0.42

Max loss

$0.57

Rank

Underlying above 69

gap down risk

C. iron condor

Defined-risk range candidate built from both short verticals.

candidate

Credit / Debit

$0.97

Max profit

$0.97

Max loss

$0.03

Rank

Underlying above 69; Underlying below 69

breakout risk; event check required

D. long straddle

Long-vol candidate for cheap-vol or realized-move expansion setups.

candidate

Credit / Debit

$-4.55

Max profit

Max loss

$4.55

Rank

theta decay; requires realized move

E. calendar spread

Term-structure candidate: sell front volatility, buy later expiry.

candidate

Credit / Debit

$-0.40

Max profit

Max loss

$0.40

Rank

Near 69 through front expiry

event check required; assignment ex dividend check; path dependent far iv collapse

F. bull call spread

Defined-risk long-delta directional candidate (call debit spread).

candidate

Credit / Debit

$-0.55

Max profit

$0.45

Max loss

$0.55

Rank

Underlying above 69 at expiry

theta drag; needs directional move

G. bear put spread

Defined-risk short-delta directional candidate (put debit spread).

candidate

Credit / Debit

$-0.42

Max profit

$0.57

Max loss

$0.42

Rank

Underlying below 69 at expiry

theta drag; needs directional move

H. long call

Unbounded-upside long-delta candidate (single long call).

candidate

Credit / Debit

$-2.33

Max profit

Max loss

$2.33

Rank

Underlying above 71.325

theta decay; iv crush risk

I. long put

Bounded-downside short-delta candidate (single long put).

candidate

Credit / Debit

$-2.23

Max profit

$66.78

Max loss

$2.23

Rank

Underlying below 66.775

theta decay; iv crush risk

RESEARCH READ

Trade Insights Research

Neutral Short Vol

Confidence

Medium

Data quality

Mixed

Defined-risk onlySource reconciliation incompleteEvent check requiredVolume > OI needs next-day OI confirmation

AI ANALYSIS

No analysis yet for Deepseek. Click Run to generate.

CHAIN / FLOW HIGHLIGHTS

8 highlighted strikes from 53 rows

Call / Put volume

0.63x

Highest activity

73 strike

Needs T+1 OI

1 strike

Show highlighted strike rows

Strike	Call vol	Call OI	Put vol	Put OI	C/P	Vol/OI note	Read
35	—	—	24	1	—	Volume > OI; confirm with next-day OI	Mixed flow
100	13	886	—	—	—	No volume/OI anomaly	Mixed flow
85	2	411	0	0	—	No volume/OI anomaly	Mixed flow
40	0	0	0	0	—	No volume/OI anomaly	Mixed flow
45	0	0	0	0	—	No volume/OI anomaly	Mixed flow
50	0	0	0	0	—	No volume/OI anomaly	Mixed flow
52	0	7	0	40	—	No volume/OI anomaly	Mixed flow
53	0	6	0	44	—	No volume/OI anomaly	Mixed flow

TERM / MOVE HIGHLIGHTS

6 expiries from 13 rows

Front expiry implies 0.50% total, or - per day. The curve does not show a clear front/back edge.

Curve read

Flat / unclear

Front daily move

Highest daily

2026-11-20 0.41%

Show highlighted expiry rows

Expiry	DTE	ATM straddle	Move	Daily	Read
2026-11-13	0	$1.20	0.50%	-	Front elevated
2026-11-20	7	$2.83	2.84%	0.41%	Front elevated
2026-11-27	14	$3.10	3.20%	0.23%	Back expiry
2026-12-04	21	$3.65	4.24%	0.20%	Back expiry
2026-12-11	28	$4.13	4.96%	0.18%	Back expiry
2026-12-18	35	$4.55	5.47%	0.16%	Back expiry

SOURCE RECONCILIATION

No external IV source reconciliation stored for this run

Use chain-derived values for contract math; do not make absolute-IV trust claims.

No source reconciliation rows available.

SIGNAL STACK

VOL_LEVEL

IV_RV_PROXY_AVAILABLE

Use Volatility tab IV-RV spread proxy; true model-free VRP not computed.

FLOW

MIXED

53 strike rows available

TERM

TERM_ROWS_AVAILABLE

13 expiries available

SYNTHESIS

Research-grade setup favors candidate A; event, source, and liquidity checks remain pre-sizing controls.

Preferred

Best risk/reward

Avoid

Naked short options

Undefined-risk short-vol structures

Required before sizing

Confirm event calendar through all expiries

Confirm bid/ask width and open interest

Confirm next-day OI for volume > OI flags

Run out-of-sample validation before automation

CANDIDATE STRUCTURES

A. call credit spread

Defined-risk short-call premium candidate.

preferred

Credit / Debit

$0.55

Max profit

$0.55

Max loss

$0.45

Rank

Underlying below 69

bullish flow can break call side

B. put credit spread

Defined-risk short-put premium candidate.

candidate

Credit / Debit

$0.42

Max profit

$0.42

Max loss

$0.57

Rank

Underlying above 69

gap down risk

C. iron condor

Defined-risk range candidate built from both short verticals.

candidate

Credit / Debit

$0.97

Max profit

$0.97

Max loss

$0.03

Rank

Underlying above 69; Underlying below 69

breakout risk; event check required

D. long straddle

Long-vol candidate for cheap-vol or realized-move expansion setups.

candidate

Credit / Debit

$-4.55

Max profit

Max loss

$4.55

Rank

theta decay; requires realized move

E. calendar spread

Term-structure candidate: sell front volatility, buy later expiry.

candidate

Credit / Debit

$-0.40

Max profit

Max loss

$0.40

Rank

Near 69 through front expiry

event check required; assignment ex dividend check; path dependent far iv collapse

F. bull call spread

Defined-risk long-delta directional candidate (call debit spread).

candidate

Credit / Debit

$-0.55

Max profit

$0.45

Max loss

$0.55

Rank

Underlying above 69 at expiry

theta drag; needs directional move

G. bear put spread

Defined-risk short-delta directional candidate (put debit spread).

candidate

Credit / Debit

$-0.42

Max profit

$0.57

Max loss

$0.42

Rank

Underlying below 69 at expiry

theta drag; needs directional move

H. long call

Unbounded-upside long-delta candidate (single long call).

candidate

Credit / Debit

$-2.33

Max profit

Max loss

$2.33

Rank

Underlying above 71.325

theta decay; iv crush risk

I. long put

Bounded-downside short-delta candidate (single long put).

candidate

Credit / Debit

$-2.23

Max profit

$66.78

Max loss

$2.23

Rank

Underlying below 66.775

theta decay; iv crush risk