QQQ

$679.89NEUTRAL

spot: 2026/11/15 05:12:44 UTC

analytics: 2026/11/15 16:43:04 UTC

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QQQ

$679.89NEUTRAL

spot: 2026/11/15 05:12:44 UTC

analytics: 2026/11/15 16:43:04 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 147 rows

Calls traded 0.48x puts across available rows, so flow leans put-heavy. The busiest strike is 780, which is the first place to inspect for pinning or crowding. 104 strikes need next-day OI confirmation before treating volume as new positioning.

Call / Put volume

0.48x

Highest activity

780 strike

Needs T+1 OI

104 strikes

Show highlighted strike rows

Strike	Call vol	Call OI	Put vol	Put OI	C/P	Vol/OI note	Read
780	19280	48452	1898	345	10.15806111696522655426765016	Volume > OI; confirm with next-day OI	Call demand concentrated
682	2076	961	18049	2951	0.1150202227270208875837996565	Volume > OI; confirm with next-day OI	Mixed flow
665	2937	3004	14308	2148	0.2052697791445345261392228124	Volume > OI; confirm with next-day OI	Mixed flow
704	16562	2138	—	—	—	Volume > OI; confirm with next-day OI	Mixed flow
705	15166	5558	1018	7181	14.89783889980353634577603143	Volume > OI; confirm with next-day OI	Call demand concentrated
760	1564	24765	12401	2006	0.1261188613821466010805580195	Volume > OI; confirm with next-day OI	Mixed flow
740	1520	18393	11859	2110	0.1281726958428197993085420356	Volume > OI; confirm with next-day OI	Mixed flow
660	—	—	13263	3018	—	Volume > OI; confirm with next-day OI	Mixed flow

TERM / MOVE HIGHLIGHTS

6 expiries from 30 rows

Front expiry implies 0.11% total, or - per day. The curve does not show a clear front/back edge.

Curve read

Flat / unclear

Front daily move

Highest daily

2026-11-17 0.43%

Show highlighted expiry rows

Expiry	DTE	ATM straddle	Move	Daily	Read
2026-11-13	0	$12.86	0.11%	-	Front elevated
2026-11-16	3	-	1.21%	0.40%	Front elevated
2026-11-17	4	-	1.71%	0.43%	Front elevated
2026-11-18	5	-	2.12%	0.42%	Front elevated
2026-11-19	6	-	2.42%	0.40%	Front elevated
2026-11-20	7	$25.25	2.67%	0.38%	Front elevated

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

CALL_DEMAND

147 strike rows available

TERM

TERM_ROWS_AVAILABLE

30 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

$6.27

Max profit

$6.27

Max loss

$3.73

Rank

Underlying below 680

bullish flow can break call side

B. put credit spread

Defined-risk short-put premium candidate.

candidate

Credit / Debit

$1.28

Max profit

$1.28

Max loss

$2.71

Rank

Underlying above 680

gap down risk

C. iron condor

Defined-risk range candidate built from both short verticals.

candidate

Credit / Debit

$7.55

Max profit

$7.55

Max loss

$2.44

Rank

Underlying above 680; Underlying below 680

breakout risk; event check required

D. long straddle

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

candidate

Credit / Debit

$-44.78

Max profit

Max loss

$44.78

Rank

theta decay; requires realized move

E. calendar spread

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

candidate

Credit / Debit

$-2.75

Max profit

Max loss

$2.75

Rank

Near 700 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

$-6.27

Max profit

$3.73

Max loss

$6.27

Rank

Underlying above 680 at expiry

theta drag; needs directional move

G. bear put spread

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

candidate

Credit / Debit

$-1.28

Max profit

$2.71

Max loss

$1.28

Rank

Underlying below 680 at expiry

theta drag; needs directional move

H. long call

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

candidate

Credit / Debit

$-28.43

Max profit

Max loss

$28.43

Rank

Underlying above 708.425

theta decay; iv crush risk

I. long put

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

candidate

Credit / Debit

$-16.36

Max profit

$663.64

Max loss

$16.36

Rank

Underlying below 663.64

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 147 rows

Call / Put volume

0.48x

Highest activity

780 strike

Needs T+1 OI

104 strikes

Show highlighted strike rows

Strike	Call vol	Call OI	Put vol	Put OI	C/P	Vol/OI note	Read
780	19280	48452	1898	345	10.15806111696522655426765016	Volume > OI; confirm with next-day OI	Call demand concentrated
682	2076	961	18049	2951	0.1150202227270208875837996565	Volume > OI; confirm with next-day OI	Mixed flow
665	2937	3004	14308	2148	0.2052697791445345261392228124	Volume > OI; confirm with next-day OI	Mixed flow
704	16562	2138	—	—	—	Volume > OI; confirm with next-day OI	Mixed flow
705	15166	5558	1018	7181	14.89783889980353634577603143	Volume > OI; confirm with next-day OI	Call demand concentrated
760	1564	24765	12401	2006	0.1261188613821466010805580195	Volume > OI; confirm with next-day OI	Mixed flow
740	1520	18393	11859	2110	0.1281726958428197993085420356	Volume > OI; confirm with next-day OI	Mixed flow
660	—	—	13263	3018	—	Volume > OI; confirm with next-day OI	Mixed flow

TERM / MOVE HIGHLIGHTS

6 expiries from 30 rows

Front expiry implies 0.11% total, or - per day. The curve does not show a clear front/back edge.

Curve read

Flat / unclear

Front daily move

Highest daily

2026-11-17 0.43%

Show highlighted expiry rows

Expiry	DTE	ATM straddle	Move	Daily	Read
2026-11-13	0	$12.86	0.11%	-	Front elevated
2026-11-16	3	-	1.21%	0.40%	Front elevated
2026-11-17	4	-	1.71%	0.43%	Front elevated
2026-11-18	5	-	2.12%	0.42%	Front elevated
2026-11-19	6	-	2.42%	0.40%	Front elevated
2026-11-20	7	$25.25	2.67%	0.38%	Front elevated

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

CALL_DEMAND

147 strike rows available

TERM

TERM_ROWS_AVAILABLE

30 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

$6.27

Max profit

$6.27

Max loss

$3.73

Rank

Underlying below 680

bullish flow can break call side

B. put credit spread

Defined-risk short-put premium candidate.

candidate

Credit / Debit

$1.28

Max profit

$1.28

Max loss

$2.71

Rank

Underlying above 680

gap down risk

C. iron condor

Defined-risk range candidate built from both short verticals.

candidate

Credit / Debit

$7.55

Max profit

$7.55

Max loss

$2.44

Rank

Underlying above 680; Underlying below 680

breakout risk; event check required

D. long straddle

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

candidate

Credit / Debit

$-44.78

Max profit

Max loss

$44.78

Rank

theta decay; requires realized move

E. calendar spread

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

candidate

Credit / Debit

$-2.75

Max profit

Max loss

$2.75

Rank

Near 700 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

$-6.27

Max profit

$3.73

Max loss

$6.27

Rank

Underlying above 680 at expiry

theta drag; needs directional move

G. bear put spread

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

candidate

Credit / Debit

$-1.28

Max profit

$2.71

Max loss

$1.28

Rank

Underlying below 680 at expiry

theta drag; needs directional move

H. long call

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

candidate

Credit / Debit

$-28.43

Max profit

Max loss

$28.43

Rank

Underlying above 708.425

theta decay; iv crush risk

I. long put

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

candidate

Credit / Debit

$-16.36

Max profit

$663.64

Max loss

$16.36

Rank

Underlying below 663.64

theta decay; iv crush risk