CBOE
CBOE
$314.23 · +0.00% vs $314.23 close · scored 21:36 · stale
Decision brief
NEUTRAL · 62/100
What changed
No prior comparable read.
Evidence is stale — treat this read cautiously.
What would change the view
composite leaves the neutral band · confidence deteriorates materially from 62/100
For the read
No strong confirming evidence isolated.
Against / uncertainty
signal stability is low
The read
Neutral, moderately evidenced.
−100 bearish0bullish +100
−0.6 composite
Evidence
62 / 100 · top 19% today
1,230 contracts · quality 77 · stability 0.00
neutral · −2.09% · n=10,264
What traded today · weight 62%
+1.0 pts
625 calls · 50.8%605 puts
bias +1.6 × 0.62
What’s on the books · weight 38%
−1.6 pts
5,538 call OI · 47.9%6,013 put OI
bias −4.1 × 0.38
Equals
−0.6
39% of the score comes from today’s volume, 61% from open interest. Disagree with either?
See the method.
tape composite (bars)— price◆ big one-day moves
NO HISTORY YET
We started scoring CBOE 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?
noteSome evidence, not a lotconfidence 62 (81th pct) · quality 77 · 1,230 contracts
noteJumpy0.00 vs 7-day rolling · choppiness 0
noteNeutral reads make no callneutral · balanced · low liquidity → −2.09% avg, n=10,264
noteToo few of our calls checked1 closed call on CBOE
04
Where the positions sit
calls tradedstrikeputs traded
Spot $314.23 highlighted. The $295 strike holds the most open interest (the “wall”, 792). Near-dated expiry in the mix, so OI is noisier.
05Our record on CBOE
Proof
16 Oct · 4h
$314.23 → $314.23
+0.00%flat
One rule everywhere: a move of 0.05% or less is flat, and flat is not a hit. That is the same rule Proof uses; 1 of these 1 calls were flat.
06
Catalysts & context
EPS surprise · last 4 quarters
No reported quarters stored yet.
Street —Next report —
P/E —Beta —
52w —IV rank —
CBOE
Neutral, moderately evidenced.
−100 bearish0bullish +100
−0.6evidence 62
neutral · −2.09% · n=10,264
Why it’s −1
+1.0 volume · 51% calls−1.6 OI · 48% calls
1 days · tape bars, price line
Not enough tape history to draw this yet.
Should you trust it?
noteSome evidence, not a lot
confidence 62 (81th pct) · quality 77 · 1,230 contracts
noteJumpy
0.00 vs 7-day rolling · choppiness 0
noteNeutral reads make no call
neutral · balanced · low liquidity → −2.09% avg, n=10,264
noteToo few of our calls checked
1 closed call on CBOE
What traded today · 62%
+1.0 pts
625 calls · 605 puts · bias +1.6
What’s on the books · 38%
−1.6 pts
5,538 call OI · 6,013 put OI · bias −4.1
tape composite (bars)— price◆ big one-day moves
Not enough tape history to draw this yet.
0% hit rate · 1 closed
16 Oct · 4h
$314.23 → $314.23
+0.00%flat
The read flips to bullishcomposite · crosses 0
Evidence drops below 60conf · below
Price reaches the $295 wallprice · below
3 days before earningsnot yet · earnings
Score moves ≥10 in a daynot yet · delta
Ask about CBOE
Not enough tape history on CBOE for a weekly brief yet. Ask anything below.