RMBS RMBS
$107.47 · +0.00% vs $107.47 close · scored 10:29 · stale
Decision brief
BULLISH · 57/100
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 57/100
For the read
options volume favours calls · open interest agrees with the read
Against / uncertainty
signal stability is low
The read
Strongly bullish, moderately evidenced .
−100 bearish 0 bullish +100
+67.5 composite
Evidence
57 / 100 · top 40% today
2,466 contracts · quality 75 · stability 0.00
hasn’t paid −0.04% · n=83,764
What traded today · weight 62%
+35.2 pts
1,934 calls · 78.4% 532 puts
bias +56.9 × 0.62
What’s on the books · weight 38%
+32.3 pts
110 call OI · 92.4% 9 put OI
bias +84.9 × 0.38
Equals
+67.5
52% of the score comes from today’s volume, 48% from open interest. Disagree with either?
See the method.
— price ◆ big one-day moves
NO HISTORY YET
We started scoring RMBS 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? note Some evidence, not a lot confidence 57 (60th pct) · quality 75 · 2,466 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 0
against This kind of read hasn’t paid strongly bullish · call-heavy · low liquidity → −0.04% avg, n=83,764
note Too few of our calls checked 1 closed call on RMBS
04
Where the positions sit calls traded strike puts traded
Spot $107.47 highlighted. The $185 strike holds the most open interest (the “wall”, 109). Near-dated expiry in the mix, so OI is noisier.
05 Our record on RMBS Proof 12 Oct · 4h
$107.47 → $107.47
+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 —
RMBS
Strongly bullish, moderately evidenced .
−100 bearish 0 bullish +100
+67.5 evidence
hasn’t paid −0.04% · n=83,764
Why it’s +68
+35.2 volume · 78% calls+32.3 OI · 92% calls
1 days · tape bars, price line
Not enough tape history to draw this yet.
Should you trust it?
note Some evidence, not a lot confidence 57 (60th pct) · quality 75 · 2,466 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 0
against This kind of read hasn’t paid strongly bullish · call-heavy · low liquidity → −0.04% avg, n=83,764
note Too few of our calls checked 1 closed call on RMBS
What traded today · 62%
+35.2 pts
1,934 calls · 532 puts · bias +56.9
What’s on the books · 38%
+32.3 pts
110 call OI · 9 put OI · bias +84.9
— price ◆ big one-day moves
Not enough tape history to draw this yet.
0% hit rate · 1 closed
12 Oct · 4h
$107.47 → $107.47
+0.00% flat
The read flips to bearish composite · crosses 0
Evidence drops below 60 conf · below
Price reaches the $185 wall price · above
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Ask about RMBS
Not enough tape history on RMBS for a weekly brief yet. Ask anything below.
Why is our RMBS record what it is? What’s the $185 wall?