SKHY — 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)

95: -0.10M95100: -0.36M105: -0.51M110: -0.31M111: -0.00M111114: -0.00M115: -0.75M117: +0.00M118: -0.00M118119: -0.00M120: -0.37M122: -0.00M123: -0.11M123124: -0.02M125: +0.78M126: -0.01M127: -0.01M127128: -0.01M129: -0.02M130: -0.55M131: -0.00M131132: -0.01M133: -0.00M134: -0.17M135: -0.34M135136: -0.13M137: -0.01M138: -0.16M139: -0.45M139140: -0.73M141: -0.30M142: -0.40M143: -0.38M143144: -0.07M145: -0.50M146: -0.01M147: -0.38M147148: -0.22M149: -0.02M150: -1.63M152.5: -0.21M152.5155: -0.16M157.5: +0.09M160: +0.51M162.5: +0.06M162.5165: +0.33M167.5: +0.00M170: +0.78M172.5: +0.02M172.5175: +0.25M177.5: +0.03M180: +0.73M182.5: +0.02M182.5185: +0.33M187.5: +0.01M190: +0.45M192.5: +0.01M192.5195: +0.15M197.5: +0.01M200: +5.61M202.5: +0.02M202.5205: +0.09M207.5: +0.00M210: +0.14M212.5: +0.01M212.5215: +0.12M217.5: +0.00M220: +0.22M225: +0.10M225230: +0.12M235: +0.01M240: +0.15M245: +0.02M245spot 154.03

iv30 history

141%136%2026-07-172026-07-20

today's report

=== SKHY — 2026-07-20 (last completed session) ===  [model: naive_oi_model_v1]
spot 154.03  (1.13% 1d)
ATM IV: 15d 149.0%   30d 135.8%

gamma regime: NEGATIVE   gex_total $-1.2M/1%   flip 157.3   flip_dist -2.1%
QA vendor-gamma deviation (median): 3.1%

P/C OI 1.70
max-OI strikes (open contracts, NOT direction):
  puts below spot:  85 (58,966), 80 (19,099), 60 (10,589), 150 (8,769), 115 (8,034)
  calls above spot: 200 (46,272), 180 (6,579), 170 (4,419), 160 (4,151), 190 (3,835)

ATM IV curve: 11d=157%  18d=145%  25d=138%  32d=135%  39d=131%  60d=125%
top |GEX| strikes ($M/1%): 200:+5.6  85:-2.5  150:-1.6  170:+0.8  125:+0.8  115:-0.7  180:+0.7  140:-0.7

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