VSEC VSEC
$163.33 · scored 10:41 · fresh
Decision brief
BEARISH · 54/100
What changed
No prior comparable read.
Evidence is stale — treat this read cautiously.
What would change the view
composite rises above -15 · confidence deteriorates materially from 54/100
For the read
options volume favours puts · open interest agrees with the read
Against / uncertainty
signal stability is low
The read
Strongly bearish, moderately evidenced .
−100 bearish 0 bullish +100
−58.5 composite
Evidence
54 / 100 · top 42% today
2,273 contracts · quality 74 · stability 0.00
hasn’t paid +0.36% · n=16,987
What traded today · weight 62%
−50.9 pts
203 calls · 8.9% 2,070 puts
bias −82.1 × 0.62
What’s on the books · weight 38%
−7.6 pts
28 call OI · 40.0% 42 put OI
bias −20.0 × 0.38
Equals
−58.5
87% of the score comes from today’s volume, 13% from open interest. Disagree with either?
See the method.
— price ◆ big one-day moves
NO HISTORY YET
We started scoring VSEC 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 54 (58th pct) · quality 74 · 2,273 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 16
against This kind of read hasn’t paid strongly bearish · put-heavy · low liquidity → +0.36% avg, n=16,987
note Too few of our calls checked 0 closed calls on VSEC
04
Where the positions sit calls traded strike puts traded
Spot $163.33 highlighted. The $140 strike holds the most open interest (the “wall”, 26). Near-dated expiry in the mix, so OI is noisier.
05 Our record on VSEC Proof We haven’t checked a call on VSEC 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 —
VSEC
Strongly bearish, moderately evidenced .
−100 bearish 0 bullish +100
−58.5 evidence
hasn’t paid +0.36% · n=16,987
Why it’s −59
−50.9 volume · 9% calls−7.6 OI · 40% 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 54 (58th pct) · quality 74 · 2,273 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 16
against This kind of read hasn’t paid strongly bearish · put-heavy · low liquidity → +0.36% avg, n=16,987
note Too few of our calls checked 0 closed calls on VSEC
What traded today · 62%
−50.9 pts
203 calls · 2,070 puts · bias −82.1
What’s on the books · 38%
−7.6 pts
28 call OI · 42 put OI · bias −20.0
— 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 $140 wall price · below
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Ask about VSEC
Not enough tape history on VSEC for a weekly brief yet. Ask anything below.
Why is our VSEC record what it is? What’s the $140 wall?