XLRE

$44.37NEUTRAL

spot: 2026/11/13 21:01:19 UTC

analytics: 2026/11/15 16:43:09 UTC

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RESEARCH READ

Trade Insights Research

Neutral Short Vol

Confidence

Medium

Data quality

Mixed

Defined-risk onlySource reconciliation incompleteEvent check required

AI ANALYSIS

No analysis yet for Deepseek. Click Run to generate.

CHAIN / FLOW HIGHLIGHTS

8 highlighted strikes from 28 rows

Put volume is unavailable, so call/put balance is inconclusive. The busiest strike is 60, which is the first place to inspect for pinning or crowding. No highlighted strikes need next-day OI confirmation.

Call / Put volume

Put volume unavailable

Highest activity

60 strike

Needs T+1 OI

0 strikes

Show highlighted strike rows

Strike	Call OI	Put vol	Put OI	C/P	Vol/OI note	Read
25	2	0	38	—	No volume/OI anomaly	Mixed flow
30	0	0	0	—	No volume/OI anomaly	Mixed flow
32

TERM / MOVE HIGHLIGHTS

5 expiries from 5 rows

Front expiry (2026-11-20, 7 DTE) implies 1.33% total, or 0.19% per day, above the next expiry at 0.09% per day.

Curve read

Front elevated

Front daily move

0.19%

Highest daily

2026-11-20 0.19%

Show highlighted expiry rows

Expiry	DTE	ATM straddle	Move	Daily	Read
2026-11-20	7	$1.27

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

28 strike rows available

TERM

TERM_ROWS_AVAILABLE

5 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

$-1.45

Max profit

$-1.45

Max loss

$2.45

Rank

Underlying below 44

bullish flow can break call side

B. put credit spread

Defined-risk short-put premium candidate.

candidate

Credit / Debit

$-1.98

Max profit