TLT

$79.38NEUTRAL

spot: 2026/11/13 21:01:24 UTC

analytics: 2026/11/15 16:42:58 UTC

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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 59 rows

Call and put volume are roughly balanced at 0.99x. The busiest strike is 120, which is the first place to inspect for pinning or crowding. 17 strikes need next-day OI confirmation before treating volume as new positioning.

Call / Put volume

0.99x

Highest activity

120 strike

Needs T+1 OI

17 strikes

Show highlighted strike rows

Strike	Call vol	Call OI	Put vol	Put OI	C/P	Vol/OI note	Read
86	518	33681	68	38	7.617647058823529411764705882	Volume > OI; confirm with next-day OI	Call demand concentrated
73.5	—	—	500	0	—	Volume > OI; confirm with next-day OI	Mixed flow
76

TERM / MOVE HIGHLIGHTS

6 expiries from 30 rows

Front expiry implies 0.16% total, or - per day. The curve does not show a clear front/back edge.

Curve read

Flat / unclear

Front daily move

Highest daily

2026-11-16 0.16%

Show highlighted expiry rows

Expiry	DTE	ATM straddle	Move	Daily	Read
2026-11-13	0	$0.53

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

59 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

$0.54

Max profit

$0.54

Max loss

$0.47

Rank

Underlying below 79

bullish flow can break call side

B. put credit spread

Defined-risk short-put premium candidate.

candidate

Credit / Debit

$0.38

Max profit