SABR
SABR
$1.78 · scored 13:41 · fresh
Decision brief
BULLISH · 52/100
What changed
No prior comparable read.
Evidence is current.
What would change the view
composite falls below +15 · confidence deteriorates materially from 52/100
For the read
options volume favours calls
Against / uncertainty
open interest leans against the read · signal stability is low
The read
Strongly bullish, moderately evidenced.
−100 bearish0bullish +100
+40.5 composite
Evidence
52 / 100 · top 43% today
1,427 contracts · quality 63 · stability 0.00
hasn’t paid −0.05% · n=77,942
What traded today · weight 62%
+45.4 pts
1,236 calls · 86.6%191 puts
bias +73.2 × 0.62
What’s on the books · weight 38%
−4.9 pts
10,062 call OI · 43.5%13,063 put OI
bias −13.0 × 0.38
Equals
+40.5
90% of the score comes from today’s volume, 10% from open interest. Disagree with either?
See the method.
tape composite (bars)— price◆ big one-day moves
NO HISTORY YET
We started scoring SABR 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 52 (57th pct) · quality 63 · 1,427 contracts
noteJumpy0.00 vs 7-day rolling · choppiness 80
againstThis kind of read hasn’t paidstrongly bullish · call-heavy · low liquidity → −0.05% avg, n=77,942
noteToo few of our calls checked0 closed calls on SABR
04
Where the positions sit
calls tradedstrikeputs traded
Spot $1.78 highlighted. The $2 strike holds the most open interest (the “wall”, 13,650). Near-dated expiry in the mix, so OI is noisier.
05Our record on SABR
Proof We haven’t checked a call on SABR 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 —
SABR
Strongly bullish, moderately evidenced.
−100 bearish0bullish +100
+40.5evidence 52
hasn’t paid −0.05% · n=77,942
Why it’s +40
+45.4 volume · 87% calls−4.9 OI · 44% 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 52 (57th pct) · quality 63 · 1,427 contracts
noteJumpy
0.00 vs 7-day rolling · choppiness 80
againstThis kind of read hasn’t paid
strongly bullish · call-heavy · low liquidity → −0.05% avg, n=77,942
noteToo few of our calls checked
0 closed calls on SABR
What traded today · 62%
+45.4 pts
1,236 calls · 191 puts · bias +73.2
What’s on the books · 38%
−4.9 pts
10,062 call OI · 13,063 put OI · bias −13.0
tape composite (bars)— price◆ big one-day moves
Not enough tape history to draw this yet.
The read flips to bearishcomposite · crosses 0
Evidence drops below 60conf · below
Price reaches the $2 wallprice · above
3 days before earningsnot yet · earnings
Score moves ≥10 in a daynot yet · delta
Ask about SABR
Not enough tape history on SABR for a weekly brief yet. Ask anything below.