Observed Flow
- ContractNov 20 '26 (70 DTE) $32.50 Call
- Tape Delta0.31Δ
- Execution10,000 contracts @ $1.02 (Flat on Ask)
- Quote & Spread$0.98 × $1.02 (4.0% spread)
- Net Outlay$1,020,000
Trade Idea
- Long LegNov 20 '26 $32.50 Call
- Short LegNov 20 '26 $37.50 Call
- Spread Width$5.00
- Net Cost~$0.77 ($77 per spread)
- Breakeven at Expiration$33.27
Max Risk
$0.77
Max Reward
$4.23
Max Return on Risk
549%
Observed Flow
- ContractOct 16 '26 (35 DTE) $165.00 Call
- Tape Delta0.34Δ
- Execution4,241 contracts @ $6.60 (Flat on Ask)
- Quote & Spread$6.35 × $6.60 (3.9% spread)
- Net Outlay$2,799,000
Trade Idea
- Long LegOct 16 '26 $165.00 Call
- Short LegOct 16 '26 $170.00 Call
- Spread Width$5.00
- Net Cost~$1.75 ($175 per spread)
- Breakeven at Expiration$166.75
Max Risk
$1.75
Max Reward
$3.25
Max Return on Risk
185%
Observed Flow
- ContractJan 15 '27 (126 DTE) $62.50 Put
- Tape Delta-0.44Δ
- Execution4,546 contracts @ $3.25 (Flat on Bid)
- Quote & Spread$3.25 × $3.30 (1.5% spread)
- Net Premium$1,477,400
Trade Idea
- Short LegJan 15 '27 $62.50 Put
- Long LegJan 15 '27 $57.50 Put
- Spread Width$5.00
- Net Credit~$1.75 ($175 per spread)
- Breakeven at Expiration$60.75
Max Risk
$3.25
Max Reward
$1.75
Max Return on Risk
54%
Observed Flow
- ContractNov 20 '26 (70 DTE) $220.00 Put
- Tape Delta-0.48Δ
- Execution1,402 contracts @ $13.60 (Flat on Bid)
- Quote & Spread$13.60 × $13.85 (1.8% spread)
- Net Premium$1,906,700
Trade Idea
- Short LegNov 20 '26 $220.00 Put
- Long LegNov 20 '26 $210.00 Put
- Spread Width$10.00
- Net Credit~$3.50 ($350 per spread)
- Breakeven at Expiration$216.50
Max Risk
$6.50
Max Reward
$3.50
Max Return on Risk
54%
Observed Flow
- ContractDec 18 '26 (98 DTE) $315.00 Put
- Tape Delta-0.29Δ
- Execution1,112 contracts @ $9.40 (Flat on Bid)
- Quote & Spread$9.40 × $9.50 (1.1% spread)
- Net Premium$1,045,200
Trade Idea
- Short LegDec 18 '26 $315.00 Put
- Long LegDec 18 '26 $305.00 Put
- Spread Width$10.00
- Net Credit~$2.30 ($230 per spread)
- Breakeven at Expiration$312.70
Max Risk
$7.70
Max Reward
$2.30
Max Return on Risk
30%
Observed Flow
- ContractJan 15 '27 (126 DTE) $155.00 Put
- Tape Delta-0.46Δ
- Execution1,200 contracts @ $6.32 (Near Bid)
- Quote & Spread$6.25 × $6.55 (4.8% spread)
- Net Premium$758,400
Trade Idea
- Short LegJan 15 '27 $155.00 Put
- Long LegJan 15 '27 $150.00 Put
- Spread Width$5.00
- Net Credit~$1.60 ($160 per spread)
- Breakeven at Expiration$153.40
Max Risk
$3.40
Max Reward
$1.60
Max Return on Risk
47%