$375 · Jul 17 · 31Δ
$3.31 premium · 10%/yr annualized
ISHARES S&P 100 ETF
Free ward
We DM you the instant the $380 call wall or the $310 put wall breaks. No noise, just the break.
Wall-break alerts arrive as a Discord DM.
Free ward
We DM you the instant the $380 call wall or the $310 put wall breaks.
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Warded
We'll DM you the moment the $380 call wall breaks. Rest easy.
The Read
$OEF is in long gamma at heat 31, which keeps moves muted as dealers pin the stock near key levels. The $380 call wall and $310 put wall are fresh today but both have a strong track record of holding 83% and 81% of tests respectively, so these lines should hold again if tested. Spot is 1.2% above its gamma flip at $360.27, meaning any push higher will likely face resistance near that call wall.
Regime pinning — moves get faded back to the walls.
Scored Levels
PROWhere the market is positioned
Risk-neutral, implied by options pricing — where the market is positioned, not a forecast.
Implied vs Measured
PRO$375 · Jul 17 · 31Δ
$3.31 premium · 10%/yr annualized
$355 · Jul 17 · 29Δ
$4.02 premium · 12%/yr annualized
Not investment advice · Informational only
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