XLF

$58.68NEUTRAL

spot: 2026/11/13 21:01:05 UTC

analytics: 2026/11/15 16:43:06 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 55 rows

Calls traded 1.91x puts across available rows, so flow leans call-heavy. The busiest strike is 53, which is the first place to inspect for pinning or crowding. 21 strikes need next-day OI confirmation before treating volume as new positioning.

Call / Put volume

1.91x

Highest activity

53 strike

Needs T+1 OI

21 strikes

Show highlighted strike rows

Strike	Call vol	Call OI	Put vol	Put OI	C/P	Vol/OI note	Read
70	90	17865	72	0	1.25	Volume > OI; confirm with next-day OI	Mixed flow
67	70	1007	30	0	2.333333333333333333333333333	Volume > OI; confirm with next-day OI	Call demand concentrated
48.5

TERM / MOVE HIGHLIGHTS

6 expiries from 23 rows

Front expiry implies 0.23% 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 0.24%

Show highlighted expiry rows

Expiry	DTE	ATM straddle	Move	Daily	Read
2026-11-13	0	$0.46

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

55 strike rows available

TERM

TERM_ROWS_AVAILABLE

23 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

$0.36

Max profit

$0.36

Max loss

$0.64

Rank

Underlying below 59

bullish flow can break call side

B. put credit spread

Defined-risk short-put premium candidate.

candidate

Credit / Debit

$0.53

Max profit