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IWM·Heavy
Pressure
35/100
Crowd Heat
-41
Confidence
75/100
Pros
high
Levels
Pin $265 (strength 9/100)
  • Gamma Flip$259 -1.2%
  • Call Wall$265 +1.2%
  • Put Wall$250 -4.5%
Regime
Transitional · Unstable
Price is near the tipping point at $259. A move through it changes the regime.
Score
37
Flip prox
0.01
Reflex
none
Edgesconviction
  • Downside protection is overpriced
    51/100
  • The next event is being underpriced
    60/100
Mispricingsscore
  • Fear is overpriced
    55/100
  • Established Positioning
    65/100
  • A bigger move is being underpriced
    31/100
Raw
P/C OI
2.7
Skew %
4.91
ATM IV %
21.26
RV20 %
24.24
GEX positive
yes
Net flow
buying
Flow score
53.000
Spot
$261.85