MULL — 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)

11.4: -0.00M11.411.6: -0.00M11.8: +0.00M12: -0.01M12.2: +0.00M12.4: +0.00M12.6: +0.00M12.612.8: +0.00M13: -0.00M13.2: +0.00M13.4: +0.02M13.6: +0.02M13.8: +0.00M13.814: -0.00M14.2: -0.00M14.4: +0.00M14.6: -0.00M14.8: -0.00M15: -0.01M1515.2: +0.00M15.4: -0.00M15.6: -0.00M15.8: -0.00M16: -0.01M16.2: -0.00M16.216.4: +0.00M16.8: +0.01M17: +0.02M17.2: -0.00M17.4: -0.00M17.6: -0.00M17.617.8: +0.00M18: -0.01M18.2: +0.00M18.4: -0.00M18.6: -0.00M18.8: -0.00M18.819: -0.00M19.2: +0.00M19.4: +0.00M19.6: -0.00M19.8: +0.00M20: -0.01M2020.2: -0.00M20.4: +0.00M20.6: -0.00M20.8: -0.00M21: +0.00M21.2: +0.01M21.221.4: -0.00M21.6: +0.01M21.8: -0.00M22: +0.00M22.2: -0.00M22.4: +0.00M22.422.6: -0.00M22.8: +0.00M23: -0.00M23.2: -0.00M23.4: +0.00M23.6: +0.00M23.623.8: +0.00M24: -0.00M24.2: +0.01M24.4: +0.00M24.6: +0.00M24.8: -0.00M24.825: +0.00M25.2: -0.00M25.4: +0.00M25.6: -0.00M25.8: -0.00M26: -0.01M2626.2: -0.00M26.4: +0.00M26.6: -0.00M26.8: -0.00M27: +0.00M27.2: -0.00M27.227.4: +0.00M27.6: -0.00M27.8: +0.00M28: +0.00M28.2: -0.00M28.4: -0.00M28.428.6: +0.00M28.8: -0.00M29: -0.00M29.2: +0.00M29.4: +0.00M29.6: -0.00M29.629.8: +0.00M30: +0.00M30.2: +0.00M30.4: +0.00Mspot 19

iv30 history

204%198%2026-07-172026-07-20

today's report

=== MULL — 2026-07-20 (last completed session) ===  [model: naive_oi_model_v1]
spot 19.00  (-1.25% 1d)
ATM IV: 15d 198.1%*   30d 198.1%*   (* = extrapolated)

gamma regime: POSITIVE   gex_total $0.2M/1%   flip none in ±20%   flip_dist n/a
QA vendor-gamma deviation (median): 5.4%

P/C OI 0.59
max-OI strikes (open contracts, NOT direction):
  puts below spot:  12 (1,712), 6.36 (1,250), 9.4 (1,050), 4.2 (975), 4 (809)
  calls above spot: 34 (2,105), 34.2 (2,000), 35 (1,429), 21.2 (1,053), 21.6 (1,037)

ATM IV curve: 32d=198%  60d=184%
top |GEX| strikes ($M/1%): 13.6:+0.0  13.4:+0.0  34:+0.0  34.2:+0.0  17:+0.0  16.8:+0.0  35:+0.0  8:+0.0

← board

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