ImpliedOptions

option insights, flow and stock screener tool.
click the link for full access.

[ImpliedOptions @ImpliedOptions]

$QQQ options show a bullish tilt as traders commit $576.3M in premium across 3M contracts. With capital concentrating in upside flow, the heavy call demand suggests institutional players are paying to chase the intraday trend rather than hedging for a reversal.

[ImpliedOptions @ImpliedOptions]

$MRVL now carries a 4.1% 1D range as IV holds at 64.9%. A $362K call sale at the $240 strike suggests traders are underwriting a volatility ceiling rather than chasing a breakout.

[ImpliedOptions @ImpliedOptions]

$MU near-term options point to a 4.1% expected swing as traders concentrate $9.0M in premium across 23.6K contracts. The heavy flow into the $1000 calls expiring September 2026 suggests institutional players are paying for long-dated upside exposure despite the high IV.

[ImpliedOptions @ImpliedOptions]

$SPXW positioning leans bullish as traders commit $1.1B in premium across 1.2M contracts. This concentration of capital suggests institutional players are aggressively absorbing intraday volatility to chase upside rather than hedging for a reversal in the current trend.

[ImpliedOptions @ImpliedOptions]

$NVDA traders are paying for a 2.0% near-term swing as IV rank sits at 7.2. A $983K call sweep at the $225 strike suggests positioning for a breakout above the $215-$224 projected window.

[ImpliedOptions @ImpliedOptions]

$TSLA now carries a 2.6% expected one-day range as IV holds at 40.8%. A $949K call sweep at the $360 strike suggests institutional buyers are absorbing risk for a move above the $357-$376 window.

[ImpliedOptions @ImpliedOptions]

$SPX near-term options point to a 0.9% 1D swing as IV holds at 14.1%. A $10.7M put sale at the 7000 strike suggests institutional players are underwriting a floor well below the $7485-$7619 projected range. This positioning reflects a high-conviction bet on stability.

[ImpliedOptions @ImpliedOptions]

$QQQ traders are committing $692.8M in premium as bearish sentiment leads the intraday leaderboard across 2.8M contracts. This heavy capital concentration suggests institutional players are aggressively paying for downside protection rather than chasing the current move.

[ImpliedOptions @ImpliedOptions]

$SPY near-term options point to a 1.0% expected swing as IV settles at 15.3%. A $2.2M put sale at the $750 strike suggests traders are underwriting a floor within the $747-$761 projected range, signaling a bet on stability rather than a directional breakout.

[ImpliedOptions @ImpliedOptions]

$UNG options point to a 11.8% swing for the next session, signaling a heavy volatility carry as traders price a $1.20 range. This 1D expectation significantly outpaces the 4.7% weekly outlook, suggesting high-velocity gap risk as the market prepares for a sharp open.

[ImpliedOptions @ImpliedOptions]

$PDSB carries a 25.9% expected move for the next session, signaling a heavy volatility carry that accounts for nearly half of the 57.9% weekly outlook. Traders are positioning for a $0.30 swing, creating high-velocity gap risk as the market prepares for a sharp opening move.

[ImpliedOptions @ImpliedOptions]

$GLD near-term options point to a 1.4% expected move as traders commit $7.5M in premium to the board. A heavy concentration in the $392 puts expiring September 2026 suggests institutional players are paying for long-term protection rather than chasing the current price.

[ImpliedOptions @ImpliedOptions]

$SPX now carries a 0.8% expected one-day range as IV holds at 13.3%. A $13.1M put sale at the 7000 strike suggests institutional players are underwriting a structural floor well below the $7522-$7649 window.

[ImpliedOptions @ImpliedOptions]

$QQQ traders are committing $647.7M in premium as the intraday range expands, with volume surging to 2.6M contracts. This concentration of capital amid a bullish tilt suggests players are chasing momentum rather than hedging.

[ImpliedOptions @ImpliedOptions]

$NVDA now carries a 2.1% 1D range as IV holds at 33.5% with a low IV rank of 16. A $767K call sweep at the $225 strike indicates traders are positioning for a breakout above the $208-$217 window. This concentration suggests a tilt toward volatility expansion.

[ImpliedOptions @ImpliedOptions]

$UEC near-term options point to a 10.3% 1D expected move, pricing a $1.20 swing that accounts for nearly 75% of the total weekly range. This concentration of risk suggests a binary resolution is imminent as the market pays for immediate clarity over a slower trend.

[ImpliedOptions @ImpliedOptions]

$RXT near-term options point to an 8.1% 1D expected move, signaling a sharp $0.30 swing as midday volatility expands. This aggressive pricing reflects a significant risk premium compared to the 14.2% 1W range, suggesting traders are bracing for a high-velocity break.

[ImpliedOptions @ImpliedOptions]

$SPXW options show a bearish tilt as traders commit $1.6B in premium across 1.8M contracts. With capital concentrating in defensive positioning, the heavy put flow suggests institutional players are paying to hedge downside risk rather than chasing the current intraday.

[ImpliedOptions @ImpliedOptions]

$CONL near-term options point to an 11.2% 1D expected move as midday volatility expands. This sharp $0.60 projected swing reflects a high-velocity risk premium when compared to the 25.1% weekly range. Traders are pricing in a binary resolution rather than a slow trend.

[ImpliedOptions @ImpliedOptions]

$MU traders are paying for a 3.9% near-term swing as IV holds at 61.1%. A $1.4M call sweep at the $920 strike suggests sellers are capping upside risk within the $888-$960 range. This positioning reflects a defensive shift as players underwrite a volatility ceiling.