AM AM
$21.08 · scored 07:05 · fresh
Decision brief
BULLISH · 44/100
What changed
No prior comparable read.
Evidence is stale — treat this read cautiously.
What would change the view
composite falls below +15 · confidence deteriorates materially from 44/100
For the read
options volume favours puts · open interest agrees with the read
Against / uncertainty
signal stability is low · evidence confidence is weak
The read
Mildly bullish, thinly evidenced .
−100 bearish 0 bullish +100
+15.3 composite
Evidence
44 / 100 · top 67% today
46 contracts · quality 48 · stability 0.00
hasn’t paid −7.54% · n=1,217
What traded today · weight 62%
−18.9 pts
16 calls · 34.8% 30 puts
bias −30.4 × 0.62
What’s on the books · weight 38%
+34.2 pts
9,840 call OI · 95.0% 518 put OI
bias +90.0 × 0.38
Equals
+15.3
36% of the score comes from today’s volume, 64% from open interest. Disagree with either?
See the method.
— price ◆ big one-day moves
NO HISTORY YET
We started scoring AM today. There’s one reading so far. The 14-day chart fills in as the hourly tape arrives. Nothing here is back-filled or guessed.
03
Should you trust it? against Thin evidence confidence 44 (33th pct) · quality 48 · 46 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 50
against This kind of read hasn’t paid mildly bullish · put-heavy · low liquidity → −7.54% avg, n=1,217
note Too few of our calls checked 0 closed calls on AM
04
Where the positions sit calls traded strike puts traded
Spot $21.08 highlighted. The $24 strike holds the most open interest (the “wall”, 7,983). Near-dated expiry in the mix, so OI is noisier.
We haven’t checked a call on AM yet. Each read is checked 4 hours, 1 day and 3 days after it’s made.
06
Catalysts & context EPS surprise · last 4 quarters
No reported quarters stored yet.
Street — Next report —
P/E — Beta —
52w — IV rank —
AM
Mildly bullish, thinly evidenced .
−100 bearish 0 bullish +100
+15.3 evidence
hasn’t paid −7.54% · n=1,217
Why it’s +15
−18.9 volume · 35% calls+34.2 OI · 95% calls
1 days · tape bars, price line
Not enough tape history to draw this yet.
Should you trust it?
against Thin evidence confidence 44 (33th pct) · quality 48 · 46 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 50
against This kind of read hasn’t paid mildly bullish · put-heavy · low liquidity → −7.54% avg, n=1,217
note Too few of our calls checked 0 closed calls on AM
What traded today · 62%
−18.9 pts
16 calls · 30 puts · bias −30.4
What’s on the books · 38%
+34.2 pts
9,840 call OI · 518 put OI · bias +90.0
— price ◆ big one-day moves
Not enough tape history to draw this yet.
The read flips to bearish composite · crosses 0
Evidence drops below 60 conf · below
Price reaches the $24 wall price · above
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Ask about AM
Not enough tape history on AM for a weekly brief yet. Ask anything below.
Why is our AM record what it is? What’s the $24 wall?