SVV SVV
$9.35 · scored 08:01 · fresh
Decision brief
BULLISH · 42/100
What changed
No prior comparable read.
Evidence is current.
What would change the view
composite falls below +15 · confidence deteriorates materially from 42/100
For the read
options volume favours calls · open interest agrees with the read
Against / uncertainty
signal stability is low · evidence confidence is weak
The read
Strongly bullish, thinly evidenced .
−100 bearish 0 bullish +100
+48.2 composite
Evidence
42 / 100 · top 71% today
55 contracts · quality 45 · stability 0.00
hasn’t paid −0.05% · n=77,942
What traded today · weight 62%
+10.1 pts
32 calls · 58.2% 23 puts
bias +16.4 × 0.62
What’s on the books · weight 38%
+38.0 pts
15 call OI · 100.0% 0 put OI
bias +100.0 × 0.38
Equals
+48.2
21% of the score comes from today’s volume, 79% from open interest. Disagree with either?
See the method.
— price ◆ big one-day moves
NO HISTORY YET
We started scoring SVV 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 42 (29th pct) · quality 45 · 55 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 → −0.05% avg, n=77,942
note Too few of our calls checked 0 closed calls on SVV
04
Where the positions sit calls traded strike puts traded
Spot $9.35 highlighted. The $20 strike holds the most open interest (the “wall”, 10). Near-dated expiry in the mix, so OI is noisier.
We haven’t checked a call on SVV 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 —
SVV
Strongly bullish, thinly evidenced .
−100 bearish 0 bullish +100
+48.2 evidence
hasn’t paid −0.05% · n=77,942
Why it’s +48
+10.1 volume · 58% calls+38.0 OI · 100% calls
1 days · tape bars, price line
Not enough tape history to draw this yet.
Should you trust it?
against Thin evidence confidence 42 (29th pct) · quality 45 · 55 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 → −0.05% avg, n=77,942
note Too few of our calls checked 0 closed calls on SVV
What traded today · 62%
+10.1 pts
32 calls · 23 puts · bias +16.4
What’s on the books · 38%
+38.0 pts
15 call OI · 0 put OI · bias +100.0
— 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 $20 wall price · above
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Ask about SVV
Not enough tape history on SVV for a weekly brief yet. Ask anything below.
Why is our SVV record what it is? What’s the $20 wall?