VAL VAL
$85.32 · scored 11:51 · fresh
Decision brief
NEUTRAL · 55/100
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 55/100
For the read
options volume favours puts
Against / uncertainty
open interest leans against the read · signal stability is low
The read
Mildly bearish, moderately evidenced .
−100 bearish 0 bullish +100
−11.5 composite
Evidence
55 / 100 · top 34% today
2,575 contracts · quality 77 · stability 0.00
has paid −1.33% · n=4,127
What traded today · weight 62%
−29.5 pts
674 calls · 26.2% 1,901 puts
bias −47.7 × 0.62
What’s on the books · weight 38%
+18.0 pts
9,211 call OI · 73.7% 3,284 put OI
bias +47.4 × 0.38
Equals
−11.5
62% of the score comes from today’s volume, 38% from open interest. Disagree with either?
See the method.
— price ◆ big one-day moves
NO HISTORY YET
We started scoring VAL 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 55 (66th pct) · quality 77 · 2,575 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 63
pass This kind of read has paid mildly bearish · put-heavy · low liquidity → −1.33% avg, n=4,127
note Too few of our calls checked 0 closed calls on VAL
04
Where the positions sit calls traded strike puts traded
Spot $85.32 highlighted. The $85 strike holds the most open interest (the “wall”, 5,016).
We haven’t checked a call on VAL 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 —
VAL
Mildly bearish, moderately evidenced .
−100 bearish 0 bullish +100
−11.5 evidence
has paid −1.33% · n=4,127
Why it’s −12
−29.5 volume · 26% calls+18.0 OI · 74% 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 55 (66th pct) · quality 77 · 2,575 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 63
note Too few of our calls checked 0 closed calls on VAL
What traded today · 62%
−29.5 pts
674 calls · 1,901 puts · bias −47.7
What’s on the books · 38%
+18.0 pts
9,211 call OI · 3,284 put OI · bias +47.4
— price ◆ big one-day moves
Not enough tape history to draw this yet.
The read flips to bullish composite · crosses 0
Evidence drops below 60 conf · below
Price reaches the $85 wall price · below
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Ask about VAL
Not enough tape history on VAL for a weekly brief yet. Ask anything below.
Why is our VAL record what it is? What’s the $85 wall?