MU — 2026-07-20

data as of 2026-07-20 (last completed session) · model: naive_oi_model_v1 (assumption over OI, under validation — design 03) · derived indicators only, no positions

GEX by strike ($ per 1% move, naive_oi_model_v1)

510: +0.06M510515: -0.04M520: -0.37M525: -0.09M530: -0.26M535: -0.24M540: -1.39M545: -0.07M550: -1.91M555: -0.14M557.5: -0.00M560: -0.30M565: -0.77M570: -0.15M572.5: -0.00M572.5575: -0.22M577.5: -0.03M580: -0.44M582.5: -0.03M585: -0.12M587.5: -0.01M590: -1.02M592.5: -0.00M595: -5.19M597.5: -0.00M600: -3.89M602.5: -0.00M605: -0.92M607.5: -0.05M607.5610: -0.89M612.5: -0.02M615: -0.28M617.5: -0.01M620: -1.48M622.5: -0.01M625: -0.76M627.5: -0.02M630: -2.34M632.5: -0.02M635: -0.21M637.5: -0.01M640: -1.62M642.5: -0.01M642.5645: -0.22M647.5: -0.02M650: -6.78M652.5: -0.07M655: -0.36M657.5: -0.05M660: -2.03M662.5: -0.15M665: -1.62M667.5: -0.07M670: -2.80M672.5: -0.02M675: -0.41M677.5: -0.09M677.5680: -4.21M682.5: -0.06M685: -0.58M687.5: -0.10M690: -4.30M692.5: -0.07M695: -1.21M697.5: -0.12M700: -14.64M702.5: -0.14M705: -0.84M707.5: -0.15M710: -1.94M712.5: -0.17M712.5715: -0.55M717.5: -0.14M720: -2.42M722.5: -0.10M725: -1.67M727.5: -0.18M730: -5.32M732.5: -0.10M735: -1.23M737.5: -0.40M740: -1.82M742.5: -0.46M745: -1.46M747.5: -0.47M747.5750: -21.96M755: -2.18M760: -4.46M765: -1.53M770: -4.00M775: -6.65M780: -6.59M785: -2.05M790: -21.04M795: -2.51M800: -51.89M805: -5.86M810: -4.22M815: -43.36M815820: -26.68M825: -14.60M830: -5.15M835: -2.03M840: -5.90M845: -1.39M850: -32.60M855: -1.02M860: -4.13M865: -0.61M870: -3.10M875: -1.43M880: -1.42M885: -2.03M885890: -0.01M895: -1.00M900: +2.30M905: +1.42M910: +3.76M915: +5.15M920: +0.17M925: +0.31M930: +0.12M932.5: -0.07M935: -1.38M937.5: -0.18M940: -0.29M942.5: +0.39M942.5945: +0.41M947.5: -0.28M950: -2.76M952.5: +0.21M955: +0.75M960: +2.22M965: +0.02M970: +4.20M975: +0.11M980: -2.76M985: -0.38M990: -4.42M995: -0.41M1000: +11.22M10001002.5: +0.10M1005: +1.75M1007.5: +0.05M1010: +0.96M1012.5: +0.04M1015: +0.26M1017.5: +0.00M1020: +1.25M1022.5: +0.05M1025: +0.59M1030: +0.38M1035: +0.08M1040: +1.17M1045: +0.25M10451050: +7.02M1055: +2.35M1060: +1.89M1065: +0.58M1070: +0.11M1075: +0.31M1080: +0.98M1085: +0.72M1090: +0.19M1095: +0.30M1100: +7.95M1105: +0.20M1110: +1.42M1115: +0.10M11151120: +0.14M1125: +0.23M1130: +0.43M1135: -0.05M1140: +0.86M1145: -0.02M1150: +2.85M1155: +0.03M1160: +0.78M1165: +0.02M1170: +0.52M1175: +0.01M1180: +1.03M1185: +0.01M11851190: +0.58M1195: +0.01M1200: +8.13M1205: +0.00M1210: +1.02M1215: +0.01M1220: +0.78M1225: +0.01M1230: +0.68M1235: +0.01M1240: +0.76M1245: +0.02M1250: +2.25M1255: +0.00M12551260: +0.76M1265: +0.00M1270: +0.87M1275: +0.01M1280: +0.83M1285: +0.01M1290: +0.46M1295: +0.00M1300: +4.06M1305: +0.01M1310: +0.34M1315: +0.00M1320: +0.45M1325: +0.00M13251330: +0.23M1335: +0.00M1340: +0.24M1345: +0.00M1350: +1.46M1355: +0.00Mspot 848.95

iv30 history

107%103%2026-07-172026-07-20

today's report

=== MU — 2026-07-20 (last completed session) ===  [model: naive_oi_model_v1]
spot 848.95  (-0.50% 1d)
ATM IV: 15d 111.7%   30d 103.5%

gamma regime: NEGATIVE   gex_total $-287.4M/1%   flip 959.3   flip_dist -13.0%
QA vendor-gamma deviation (median): 9.8%

P/C OI 1.81
max-OI strikes (open contracts, NOT direction):
  puts below spot:  500 (59,887), 800 (36,865), 300 (30,466), 700 (22,113), 750 (19,962)
  calls above spot: 1000 (24,309), 1200 (18,696), 1100 (15,856), 900 (14,285), 1500 (14,179)

ATM IV curve: 7d=102%  9d=112%  11d=120%  14d=111%  18d=112%  25d=106%  32d=103%  39d=100%  60d=96%
top |GEX| strikes ($M/1%): 800:-51.9  815:-43.4  850:-32.6  820:-26.7  750:-22.0  790:-21.0  700:-14.6  825:-14.6

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optrack · decision support, not advice · OI has no direction