RANGES: LEVELS and low probability of breach RANGES on 30+ liquid/high IV assets for directional traders and premium sellers — July 10th
...GDXJ, TJX, ITB, MCD, LEN, XHB, WPM...
Disclaimer For Premium Sellers:
The one-week ranges are calculated using live option chain exposure to identify high-probability support and resistance outer boundaries. These are put through a noise filter and adjusted using live volatility metrics as coefficients.
Success in the iron condor strategy comes down to execution. A win rate below 76% is not profitable, but consistently above that, you can quickly achieve Sharpe ratios of 0.8 to 1.0+. That’s the profit curve for Iron Condors. For collars or jade lizards (which could have a win rate of 80-85%) we obviously have different risk profiles…
My ranges typically sit around 6–15 delta, which technically means you have only a 6–15% chance of expiring in the money and getting assigned. If you select your assets carefully and time your risk-off weeks, a 78-79%+ win rate and a 0.8+ Sharpe ratio is achievable.
Theoretically, 6–15 delta strikes offer an 85–94% probability of success per position, but poor execution, tail events, or underestimating volatility clusters can drag your win rate below 76% for condor setups. Lower risk is the jade lizard. As mentioned above, the win rate would be far higher if set-up carefully. Setup selection would likely be:
Jade Lizards (capitalize on call premium)
Inverted Jade Lizards (capitalize on put premium)
Iron Condors (more balanced premium)
These strategies can offer more margin for error than many others when paired with disciplined risk management.
Risk Guidelines:
Max 2% portfolio allocation per position.
No more than 22% total portfolio exposure at any time.
Run minimum 7 active positions per week to maximize statistical edge.
Consider taking risk-off weeks each year to account for heightened times with tail risk.
IWM
Current Stock Price: $223.19
Weighted Delta Exposure: 480772.05
Weighted Gamma Exposure: 69015.67
Average Daily Volume: 33643784
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$223.49
$227.67
-
$220.33
$222.36
Call Gamma Walls:
$227.00 (Strength: 0.020145)
$219.00 (Strength: 0.019262)
Put Gamma Walls:
$227.00 (Strength: 0.013976)
$219.00 (Strength: 0.016343)
Call Vanna Walls:
$223.00 (Strength: 0.493244)
$217.00 (Strength: 0.439242)
Put Vanna Walls:
$217.00 (Strength: 0.179068)
$223.00 (Strength: 0.419106)
CONVERGENT WALLS:
$223.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.912350)
$217.00: Call Vanna Right + Put Vanna Left (Combined Strength: 0.618310)
$227.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.034121)
$219.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.035605)
DIA
Current Stock Price: $444.58
Weighted Delta Exposure: 242471.87
Weighted Gamma Exposure: 36791.80
Average Daily Volume: 3279388
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$511.27
$454.60
-
$434.07
$377.89
Call Gamma Walls:
$450.00 (Strength: 0.010331)
$441.00 (Strength: 0.007648)
Put Gamma Walls:
$450.00 (Strength: 0.012061)
$441.00 (Strength: 0.007708)
Call Vanna Walls:
$445.00 (Strength: 0.603659)
$453.00 (Strength: 0.300823)
Put Vanna Walls:
$450.00 (Strength: 0.546444)
$445.00 (Strength: 0.578426)
CONVERGENT WALLS:
$445.00: Call Vanna Left + Put Vanna Right (Combined Strength: 1.182086)
$450.00: Put Vanna Left + Call Gamma Left (Combined Strength: 0.556775)
$450.00: Put Vanna Left + Put Gamma Left (Combined Strength: 0.558505)
$450.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.022392)
$441.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.015356)
SMH
Current Stock Price: $285.32
Weighted Delta Exposure: 2050965.23
Weighted Gamma Exposure: 87450.95
Average Daily Volume: 7748348
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$322.40
$293.46
-
$272.38
$249.58
Call Gamma Walls:
$292.50 (Strength: 0.004423)
$280.00 (Strength: 0.003577)
Put Gamma Walls:
$292.50 (Strength: 0.004570)
$280.00 (Strength: 0.004082)
Call Vanna Walls:
$285.00 (Strength: 0.169558)
$297.50 (Strength: 0.075230)
Put Vanna Walls:
$272.50 (Strength: 0.059529)
$285.00 (Strength: 0.185846)
CONVERGENT WALLS:
$285.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.355405)
$292.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.008993)
$280.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.007660)
AAPL
Current Stock Price: $208.62
Weighted Delta Exposure: 2061538.23
Weighted Gamma Exposure: 710866.12
Average Daily Volume: 54460534
Premium Analysis: Put premiums very high
1wk Price Ranges For Premium Selling:
$239.91
$215.75
-
$199.25
$177.33
Call Gamma Walls:
$212.50 (Strength: 0.010176)
$205.00 (Strength: 0.008439)
Put Gamma Walls:
$212.50 (Strength: 0.010735)
$205.00 (Strength: 0.010292)
Call Vanna Walls:
$210.00 (Strength: 0.277785)
$217.50 (Strength: 0.123869)
Put Vanna Walls:
$200.00 (Strength: 0.109485)
$210.00 (Strength: 0.297617)
CONVERGENT WALLS:
$210.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.575402)
$212.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.020911)
$205.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.018731)
MSFT
Current Stock Price: $503.02
Weighted Delta Exposure: 2356805.03
Weighted Gamma Exposure: 208167.29
Average Daily Volume: 19684691
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$578.47
$509.88
-
$494.29
$427.57
Call Gamma Walls:
$510.00 (Strength: 0.005179)
$497.50 (Strength: 0.003777)
Put Gamma Walls:
$510.00 (Strength: 0.005317)
$497.50 (Strength: 0.004944)
Call Vanna Walls:
$505.00 (Strength: 0.332115)
$515.00 (Strength: 0.164353)
Put Vanna Walls:
$512.50 (Strength: 0.136484)
$502.50 (Strength: 0.395887)
CONVERGENT WALLS:
$510.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.010496)
$497.50: Call Gamma Right + Put Gamma Right (Combined Strength: 0.008720)
GOOG
Current Stock Price: $182.81
Weighted Delta Exposure: 2151878.17
Weighted Gamma Exposure: 262711.84
Average Daily Volume: 29467433
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$210.23
$190.62
-
$176.88
$155.94
Call Gamma Walls:
$187.50 (Strength: 0.010905)
$180.00 (Strength: 0.009370)
Put Gamma Walls:
$187.50 (Strength: 0.011472)
$177.50 (Strength: 0.011009)
Call Vanna Walls:
$182.50 (Strength: 0.280922)
$190.00 (Strength: 0.107506)
Put Vanna Walls:
$175.00 (Strength: 0.107371)
$182.50 (Strength: 0.309288)
CONVERGENT WALLS:
$182.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.590210)
$187.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.022378)
AMZN
Current Stock Price: $225.69
Weighted Delta Exposure: nan
Weighted Gamma Exposure: nan
Average Daily Volume: 45139623
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$nan
$233.12
-
$219.38
$nan
Call Gamma Walls:
$230.00 (Strength: 0.009099)
$222.50 (Strength: 0.007693)
Put Gamma Walls:
$230.00 (Strength: 0.009406)
$220.00 (Strength: 0.008750)
Call Vanna Walls:
$225.00 (Strength: 0.275135)
$235.00 (Strength: 0.128349)
Put Vanna Walls:
$217.50 (Strength: 0.103083)
$225.00 (Strength: 0.299465)
CONVERGENT WALLS:
$225.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.574600)
$230.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.018505)
NVDA
Current Stock Price: $164.07
Weighted Delta Exposure: -17274834.16
Weighted Gamma Exposure: 1892958.15
Average Daily Volume: 183196394
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$188.68
$168.00
-
$157.00
$139.46
Call Gamma Walls:
$170.00 (Strength: 0.009943)
$160.00 (Strength: 0.008726)
Put Gamma Walls:
$167.50 (Strength: 0.010539)
$160.00 (Strength: 0.010324)
Call Vanna Walls:
$165.00 (Strength: 0.230070)
$172.50 (Strength: 0.096641)
Put Vanna Walls:
$172.50 (Strength: 0.085918)
$165.00 (Strength: 0.257456)
CONVERGENT WALLS:
$165.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.487526)
$172.50: Call Vanna Right + Put Vanna Left (Combined Strength: 0.182559)
$160.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.019051)
TSLA
Current Stock Price: $316.90
Weighted Delta Exposure: 1155797.48
Weighted Gamma Exposure: 319336.64
Average Daily Volume: 102146136
Premium Analysis: Put premiums very high
1wk Price Ranges For Premium Selling:
$364.43
$331.25
-
$303.75
$269.36
Call Gamma Walls:
$330.00 (Strength: 0.001341)
$307.50 (Strength: 0.001386)
Put Gamma Walls:
$327.50 (Strength: 0.001418)
$305.00 (Strength: 0.001523)
Call Vanna Walls:
$317.50 (Strength: 0.068019)
$340.00 (Strength: 0.023747)
Put Vanna Walls:
$297.50 (Strength: 0.025068)
$317.50 (Strength: 0.072282)
CONVERGENT WALLS:
$317.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.140302)
META
Current Stock Price: $720.92
Weighted Delta Exposure: 2025873.35
Weighted Gamma Exposure: 67101.21
Average Daily Volume: 12024163
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$829.06
$742.00
-
$698.00
$612.78
Call Gamma Walls:
$740.00 (Strength: 0.000833)
$705.00 (Strength: 0.000726)
Put Gamma Walls:
$737.50 (Strength: 0.000868)
$707.50 (Strength: 0.000847)
Call Vanna Walls:
$722.50 (Strength: 0.087384)
$750.00 (Strength: 0.037431)
Put Vanna Walls:
$692.50 (Strength: 0.033134)
$722.50 (Strength: 0.098213)
CONVERGENT WALLS:
$722.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.185597)
AMD
Current Stock Price: $146.24
Weighted Delta Exposure: 7122730.78
Weighted Gamma Exposure: 560128.72
Average Daily Volume: 57112049
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$168.18
$153.12
-
$139.38
$124.30
Call Gamma Walls:
$152.50 (Strength: 0.008081)
$142.00 (Strength: 0.008690)
Put Gamma Walls:
$150.00 (Strength: 0.008629)
$142.00 (Strength: 0.010155)
Call Vanna Walls:
$146.00 (Strength: 0.198603)
$155.00 (Strength: 0.069582)
Put Vanna Walls:
$138.00 (Strength: 0.079411)
$146.00 (Strength: 0.220357)
CONVERGENT WALLS:
$146.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.418960)
$142.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.018846)
AVGO
Current Stock Price: $275.60
Weighted Delta Exposure: 2111691.49
Weighted Gamma Exposure: 97722.31
Average Daily Volume: 21828605
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$316.94
$291.50
-
$258.50
$234.26
Call Gamma Walls:
$285.00 (Strength: 0.002999)
$267.50 (Strength: 0.002636)
Put Gamma Walls:
$285.00 (Strength: 0.003071)
$267.50 (Strength: 0.003040)
Call Vanna Walls:
$275.00 (Strength: 0.116245)
$290.00 (Strength: 0.050312)
Put Vanna Walls:
$290.00 (Strength: 0.045422)
$275.00 (Strength: 0.125618)
CONVERGENT WALLS:
$275.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.241862)
$290.00: Call Vanna Right + Put Vanna Left (Combined Strength: 0.095734)
$285.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.006070)
$267.50: Call Gamma Right + Put Gamma Right (Combined Strength: 0.005676)
MU
Current Stock Price: $118.61
Weighted Delta Exposure: 723491.99
Weighted Gamma Exposure: 300204.83
Average Daily Volume: 26296523
Premium Analysis: Call premiums elevated
1wk Price Ranges For Premium Selling:
$136.40
$125.77
-
$108.90
$100.82
Call Gamma Walls:
$123.00 (Strength: 0.012684)
$115.00 (Strength: 0.011478)
Put Gamma Walls:
$123.00 (Strength: 0.013570)
$115.00 (Strength: 0.014043)
Call Vanna Walls:
$119.00 (Strength: 0.223288)
$126.00 (Strength: 0.086580)
Put Vanna Walls:
$129.00 (Strength: 0.096883)
$119.00 (Strength: 0.243895)
CONVERGENT WALLS:
$119.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.467184)
$123.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.026253)
$115.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.025522)
XLF
Current Stock Price: $52.55
Weighted Delta Exposure: 1623762.29
Weighted Gamma Exposure: 2811727.46
Average Daily Volume: 37045810
Premium Analysis: Balanced premium - neutral sentiment
1wk Price Ranges For Premium Selling:
$60.43
$53.62
-
$50.88
$44.67
Call Gamma Walls:
$53.50 (Strength: 0.220071)
$52.00 (Strength: 0.196244)
Put Gamma Walls:
$53.50 (Strength: 0.161815)
$51.50 (Strength: 0.157321)
Call Vanna Walls:
$52.50 (Strength: 1.717024)
$54.00 (Strength: 0.771685)
Put Vanna Walls:
$50.50 (Strength: 0.412955)
$52.50 (Strength: 1.317892)
CONVERGENT WALLS:
$52.50: Call Vanna Left + Put Vanna Right (Combined Strength: 3.034916)
$53.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.381885)
XLE
Current Stock Price: $88.15
Weighted Delta Exposure: 523648.37
Weighted Gamma Exposure: 770421.80
Average Daily Volume: 23267323
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$101.37
$90.55
-
$85.78
$74.93
Call Gamma Walls:
$89.00 (Strength: 0.101917)
$88.00 (Strength: 0.084528)
Put Gamma Walls:
$88.50 (Strength: 0.071307)
$86.50 (Strength: 0.068632)
Call Vanna Walls:
$88.50 (Strength: 0.822365)
$91.00 (Strength: 0.396994)
Put Vanna Walls:
$85.00 (Strength: 0.331862)
$88.00 (Strength: 0.725037)
CONVERGENT WALLS:
$88.50: Call Vanna Left + Put Gamma Left (Combined Strength: 0.893672)
$88.00: Put Vanna Right + Call Gamma Right (Combined Strength: 0.809566)
XLK
Current Stock Price: $255.64
Weighted Delta Exposure: 135189.26
Weighted Gamma Exposure: 18276.03
Average Daily Volume: 5745727
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$293.99
$260.75
-
$244.25
$217.29
Call Gamma Walls:
$260.00 (Strength: 0.009171)
$255.00 (Strength: 0.005899)
Put Gamma Walls:
$260.00 (Strength: 0.006465)
$250.00 (Strength: 0.007832)
Call Vanna Walls:
$257.50 (Strength: 0.296983)
$262.50 (Strength: 0.153846)
Put Vanna Walls:
$247.50 (Strength: 0.130935)
$255.00 (Strength: 0.236430)
CONVERGENT WALLS:
$255.00: Put Vanna Right + Call Gamma Right (Combined Strength: 0.242329)
$260.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.015636)
XLV
Current Stock Price: $135.03
Weighted Delta Exposure: 170591.93
Weighted Gamma Exposure: 103276.32
Average Daily Volume: 13842897
Premium Analysis: Balanced premium - neutral sentiment
1wk Price Ranges For Premium Selling:
$147.04
$141.48
-
$130.85
$122.51
Call Gamma Walls:
$137.00 (Strength: 0.055757)
$132.50 (Strength: 0.051316)
Put Gamma Walls:
$136.50 (Strength: 0.087920)
$135.50 (Strength: 0.086576)
Call Vanna Walls:
$136.00 (Strength: 1.162369)
$132.50 (Strength: 0.564073)
Put Vanna Walls:
$136.50 (Strength: 0.437606)
$134.00 (Strength: 0.717473)
CONVERGENT WALLS:
$132.50: Call Vanna Right + Call Gamma Right (Combined Strength: 0.615389)
$136.50: Put Vanna Left + Put Gamma Left (Combined Strength: 0.525525)
XLI
Current Stock Price: $151.01
Weighted Delta Exposure: 438702.02
Weighted Gamma Exposure: 34563.13
Average Daily Volume: 11310064
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$167.55
$154.60
-
$141.40
$134.08
Call Gamma Walls:
$153.00 (Strength: 0.055394)
$150.00 (Strength: 0.069107)
Put Gamma Walls:
$150.00 (Strength: 0.030147)
$148.00 (Strength: 0.030107)
Call Vanna Walls:
$152.00 (Strength: 0.537083)
$154.00 (Strength: 0.338349)
Put Vanna Walls:
$148.00 (Strength: 0.335947)
$150.00 (Strength: 0.484858)
CONVERGENT WALLS:
$148.00: Put Vanna Left + Put Gamma Right (Combined Strength: 0.366054)
$150.00: Put Vanna Right + Call Gamma Right (Combined Strength: 0.553966)
$150.00: Put Vanna Right + Put Gamma Left (Combined Strength: 0.515005)
$150.00: Call Gamma Right + Put Gamma Left (Combined Strength: 0.099254)
XLU
Current Stock Price: $82.78
Weighted Delta Exposure: 346445.43
Weighted Gamma Exposure: 154243.45
Average Daily Volume: 13283561
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$89.51
$84.15
-
$80.85
$75.82
Call Gamma Walls:
$83.50 (Strength: 0.162488)
$82.50 (Strength: 0.149432)
Put Gamma Walls:
$84.00 (Strength: 0.113983)
$81.00 (Strength: 0.106307)
Call Vanna Walls:
$83.00 (Strength: 1.536714)
$85.00 (Strength: 0.909428)
Put Vanna Walls:
$80.50 (Strength: 0.718614)
$82.50 (Strength: 1.113646)
CONVERGENT WALLS:
$82.50: Put Vanna Right + Call Gamma Right (Combined Strength: 1.263079)
XLY
Current Stock Price: $222.25
Weighted Delta Exposure: 167510.70
Weighted Gamma Exposure: 20079.94
Average Daily Volume: 4214108
Premium Analysis: Call premiums elevated
1wk Price Ranges For Premium Selling:
$247.09
$228.21
-
$212.62
$195.50
Call Gamma Walls:
$227.50 (Strength: 0.010986)
$217.50 (Strength: 0.006125)
Put Gamma Walls:
$222.50 (Strength: 0.008629)
$217.50 (Strength: 0.011422)
Call Vanna Walls:
$222.50 (Strength: 0.247695)
$230.00 (Strength: 0.135200)
Put Vanna Walls:
$215.00 (Strength: 0.115367)
$222.50 (Strength: 0.247639)
CONVERGENT WALLS:
$222.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.495334)
$222.50: Call Vanna Left + Put Gamma Left (Combined Strength: 0.256324)
$222.50: Put Vanna Right + Put Gamma Left (Combined Strength: 0.256269)
$217.50: Call Gamma Right + Put Gamma Right (Combined Strength: 0.017546)
XLP
Current Stock Price: $80.88
Weighted Delta Exposure: 142590.06
Weighted Gamma Exposure: 138719.83
Average Daily Volume: 15268958
Premium Analysis: Put premiums very high
1wk Price Ranges For Premium Selling:
$90.48
$83.02
-
$78.81
$71.15
Call Gamma Walls:
$82.50 (Strength: 0.199268)
$80.50 (Strength: 0.266785)
Put Gamma Walls:
$82.00 (Strength: 0.136688)
$79.50 (Strength: 0.156169)
Call Vanna Walls:
$81.50 (Strength: 1.633788)
$82.50 (Strength: 1.452241)
Put Vanna Walls:
$83.50 (Strength: 0.639682)
$80.50 (Strength: 1.533929)
CONVERGENT WALLS:
$82.50: Call Vanna Right + Call Gamma Left (Combined Strength: 1.651509)
$80.50: Put Vanna Right + Call Gamma Right (Combined Strength: 1.800714)
GDXJ
Current Stock Price: $68.58
Weighted Delta Exposure: 171619.30
Weighted Gamma Exposure: 54986.36
Average Daily Volume: 3799630
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$78.87
$70.20
-
$65.80
$58.40
Call Gamma Walls:
$71.00 (Strength: 0.040672)
$67.00 (Strength: 0.044871)
Put Gamma Walls:
$71.00 (Strength: 0.037731)
$66.50 (Strength: 0.049017)
Call Vanna Walls:
$68.50 (Strength: 0.481968)
$65.00 (Strength: 0.152261)
Put Vanna Walls:
$65.00 (Strength: 0.185073)
$68.50 (Strength: 0.500116)
CONVERGENT WALLS:
$68.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.982083)
$65.00: Call Vanna Right + Put Vanna Left (Combined Strength: 0.337334)
$71.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.078403)
TJX
Current Stock Price: $123.56
Weighted Delta Exposure: nan
Weighted Gamma Exposure: nan
Average Daily Volume: 5150212
Premium Analysis: Put premiums very high
1wk Price Ranges For Premium Selling:
$nan
$128.08
-
$118.92
$nan
Call Gamma Walls:
$126.00 (Strength: 0.056466)
$122.00 (Strength: 0.042604)
Put Gamma Walls:
$126.00 (Strength: 0.050729)
$122.00 (Strength: 0.054380)
Call Vanna Walls:
$124.00 (Strength: 0.878355)
$119.00 (Strength: 0.346669)
Put Vanna Walls:
$127.00 (Strength: 0.500354)
$124.00 (Strength: 1.008645)
CONVERGENT WALLS:
$124.00: Call Vanna Left + Put Vanna Right (Combined Strength: 1.887000)
$126.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.107195)
$122.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.096985)
ITB
Current Stock Price: $98.02
Weighted Delta Exposure: nan
Weighted Gamma Exposure: nan
Average Daily Volume: 3711874
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$nan
$100.98
-
$87.04
$nan
Call Gamma Walls:
$94.50 (Strength: 6.390494)
$99.01 (Strength: 11.306314)
Put Gamma Walls:
$94.50 (Strength: 3.826324)
$98.01 (Strength: 12.939528)
Call Vanna Walls:
$101.01 (Strength: 66.667045)
$97.01 (Strength: 30.003454)
Put Vanna Walls:
$97.00 (Strength: 32.755555)
$101.01 (Strength: 72.050939)
CONVERGENT WALLS:
$101.01: Call Vanna Left + Put Vanna Right (Combined Strength: 138.717984)
$97.01: Call Vanna Right + Put Vanna Left (Combined Strength: 62.759009)
$94.50: Call Gamma Left + Put Gamma Left (Combined Strength: 10.216817)
MCD
Current Stock Price: $301.88
Weighted Delta Exposure: nan
Weighted Gamma Exposure: nan
Average Daily Volume: 4464622
Premium Analysis: Put premiums very high
1wk Price Ranges For Premium Selling:
$nan
$310.75
-
$294.25
$nan
Call Gamma Walls:
$307.50 (Strength: 0.008288)
$297.50 (Strength: 0.007610)
Put Gamma Walls:
$305.00 (Strength: 0.008332)
$297.50 (Strength: 0.009470)
Call Vanna Walls:
$302.50 (Strength: 0.370822)
$310.00 (Strength: 0.126729)
Put Vanna Walls:
$310.00 (Strength: 0.143602)
$302.50 (Strength: 0.399456)
CONVERGENT WALLS:
$302.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.770277)
$310.00: Call Vanna Right + Put Vanna Left (Combined Strength: 0.270332)
$297.50: Call Gamma Right + Put Gamma Right (Combined Strength: 0.017080)
LEN
Current Stock Price: $112.89
Weighted Delta Exposure: 157273.34
Weighted Gamma Exposure: 26880.22
Average Daily Volume: 4038998
Premium Analysis: Put premiums very high
1wk Price Ranges For Premium Selling:
$128.02
$117.50
-
$106.50
$96.64
Call Gamma Walls:
$117.00 (Strength: 0.014860)
$110.00 (Strength: 0.013193)
Put Gamma Walls:
$116.00 (Strength: 0.015142)
$109.00 (Strength: 0.015831)
Call Vanna Walls:
$113.00 (Strength: 0.240997)
$107.00 (Strength: 0.083972)
Put Vanna Walls:
$107.00 (Strength: 0.091193)
$113.00 (Strength: 0.274187)
CONVERGENT WALLS:
$113.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.515183)
$107.00: Call Vanna Right + Put Vanna Left (Combined Strength: 0.175165)
XHB
Current Stock Price: $104.02
Weighted Delta Exposure: 636181.35
Weighted Gamma Exposure: 73009.78
Average Daily Volume: 2677477
Premium Analysis: Call premiums very high
1wk Price Ranges For Premium Selling:
$119.62
$107.52
-
$96.15
$88.42
Call Gamma Walls:
$117.00 (Strength: 0.011352)
$104.00 (Strength: 0.010861)
Put Gamma Walls:
$104.00 (Strength: 0.010673)
$90.50 (Strength: 0.015343)
Call Vanna Walls:
$99.00 (Strength: 0.109249)
$117.00 (Strength: 0.086759)
Put Vanna Walls:
$99.00 (Strength: 0.351097)
$100.00 (Strength: 0.352312)
CONVERGENT WALLS:
$99.00: Call Vanna Left + Put Vanna Left (Combined Strength: 0.460346)
$117.00: Call Vanna Right + Call Gamma Left (Combined Strength: 0.098111)
$104.00: Call Gamma Right + Put Gamma Left (Combined Strength: 0.021535)
WPM
Current Stock Price: $91.37
Weighted Delta Exposure: 160582.76
Weighted Gamma Exposure: 27185.73
Average Daily Volume: 1740120
Premium Analysis: Call premiums elevated
1wk Price Ranges For Premium Selling:
$105.04
$95.03
-
$86.97
$78.15
Call Gamma Walls:
$94.00 (Strength: 0.025013)
$89.00 (Strength: 0.025304)
Put Gamma Walls:
$95.00 (Strength: 0.024213)
$89.00 (Strength: 0.029266)
Call Vanna Walls:
$91.00 (Strength: 0.350630)
$96.00 (Strength: 0.111787)
Put Vanna Walls:
$87.00 (Strength: 0.140442)
$91.00 (Strength: 0.389008)
CONVERGENT WALLS:
$91.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.739638)
$89.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.054569)
GLD
Current Stock Price: $308.01
Weighted Delta Exposure: 47195.65
Weighted Gamma Exposure: 26100.31
Average Daily Volume: 9142726
Premium Analysis: Balanced premium - neutral sentiment
1wk Price Ranges For Premium Selling:
$326.37
$315.62
-
$302.05
$289.47
Call Gamma Walls:
$311.00 (Strength: 0.028543)
$306.00 (Strength: 0.022420)
Put Gamma Walls:
$310.00 (Strength: 0.034076)
$306.00 (Strength: 0.030775)
Call Vanna Walls:
$308.00 (Strength: 0.952202)
$313.00 (Strength: 0.429072)
Put Vanna Walls:
$303.00 (Strength: 0.398476)
$308.00 (Strength: 1.221664)
CONVERGENT WALLS:
$308.00: Call Vanna Left + Put Vanna Right (Combined Strength: 2.173866)
$306.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.053195)
SLV
Current Stock Price: $34.63
Weighted Delta Exposure: 357185.62
Weighted Gamma Exposure: 252279.33
Average Daily Volume: 21619891
Premium Analysis: Call premiums elevated
1wk Price Ranges For Premium Selling:
$38.28
$35.64
-
$32.52
$31.11
Call Gamma Walls:
$35.50 (Strength: 0.342295)
$34.00 (Strength: 0.296530)
Put Gamma Walls:
$35.50 (Strength: 0.567878)
$34.00 (Strength: 0.539669)
Call Vanna Walls:
$34.50 (Strength: 1.167101)
$36.00 (Strength: 0.499994)
Put Vanna Walls:
$36.00 (Strength: 1.760550)
$34.50 (Strength: 1.859537)
CONVERGENT WALLS:
$34.50: Call Vanna Left + Put Vanna Right (Combined Strength: 3.026638)
$36.00: Call Vanna Right + Put Vanna Left (Combined Strength: 2.260544)
$35.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.910174)
$34.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.836199)
HYG
Current Stock Price: $80.09
Weighted Delta Exposure: -341076.71
Weighted Gamma Exposure: 6756027.63
Average Daily Volume: 34136734
Premium Analysis: Balanced premium - neutral sentiment
1wk Price Ranges For Premium Selling:
$90.43
$81.28
-
$78.89
$69.64
Call Gamma Walls:
$80.50 (Strength: 0.344825)
$79.50 (Strength: 0.373338)
Put Gamma Walls:
$80.50 (Strength: 0.948719)
$79.50 (Strength: 0.950190)
Call Vanna Walls:
$80.50 (Strength: 2.043304)
$81.50 (Strength: 0.591870)
Put Vanna Walls:
$81.00 (Strength: 6.672871)
$80.00 (Strength: 8.331480)
CONVERGENT WALLS:
$80.50: Call Vanna Left + Call Gamma Left (Combined Strength: 2.388130)
$80.50: Call Vanna Left + Put Gamma Left (Combined Strength: 2.992023)
$80.50: Call Gamma Left + Put Gamma Left (Combined Strength: 1.293544)
$79.50: Call Gamma Right + Put Gamma Right (Combined Strength: 1.323527)
TLT
Current Stock Price: $85.61
Weighted Delta Exposure: 112874.78
Weighted Gamma Exposure: 204912.42
Average Daily Volume: 36062940
Premium Analysis: Call premiums elevated
1wk Price Ranges For Premium Selling:
$86.89
$87.15
-
$83.85
$84.35
Call Gamma Walls:
$86.50 (Strength: 0.330077)
$85.00 (Strength: 0.323589)
Put Gamma Walls:
$86.50 (Strength: 0.241308)
$85.00 (Strength: 0.257176)
Call Vanna Walls:
$85.50 (Strength: 3.395158)
$87.00 (Strength: 1.277392)
Put Vanna Walls:
$84.00 (Strength: 1.049484)
$85.50 (Strength: 2.710784)
CONVERGENT WALLS:
$85.50: Call Vanna Left + Put Vanna Right (Combined Strength: 6.105942)
$86.50: Call Gamma Left + Put Gamma Left (Combined Strength: 0.571385)
$85.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.580765)
VXX
Current Stock Price: $45.87
Weighted Delta Exposure: -223051.76
Weighted Gamma Exposure: 195132.35
Average Daily Volume: 4417690
Premium Analysis: Put premiums elevated
1wk Price Ranges For Premium Selling:
$52.75
$48.55
-
$43.78
$38.99
Call Gamma Walls:
$47.00 (Strength: 0.045583)
$44.00 (Strength: 0.062238)
Put Gamma Walls:
$47.00 (Strength: 0.044615)
$44.00 (Strength: 0.073462)
Call Vanna Walls:
$46.00 (Strength: 0.391403)
$42.00 (Strength: 0.144615)
Put Vanna Walls:
$43.00 (Strength: 0.229636)
$46.00 (Strength: 0.368346)
CONVERGENT WALLS:
$46.00: Call Vanna Left + Put Vanna Right (Combined Strength: 0.759748)
$47.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.090198)
$44.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.135700)
UVXY
Current Stock Price: $17.42
Weighted Delta Exposure: -5884397.53
Weighted Gamma Exposure: 714532.04
Average Daily Volume: 18789453
Premium Analysis: Put premiums very high
1wk Price Ranges For Premium Selling:
$20.03
$19.15
-
$15.85
$14.81
Call Gamma Walls:
$18.00 (Strength: 0.156943)
$16.00 (Strength: 0.158101)
Put Gamma Walls:
$18.00 (Strength: 0.161969)
$16.00 (Strength: 0.170007)
Call Vanna Walls:
$17.50 (Strength: 0.531517)
$15.00 (Strength: 0.106966)
Put Vanna Walls:
$15.00 (Strength: 0.126589)
$17.50 (Strength: 0.462745)
CONVERGENT WALLS:
$17.50: Call Vanna Left + Put Vanna Right (Combined Strength: 0.994262)
$15.00: Call Vanna Right + Put Vanna Left (Combined Strength: 0.233555)
$18.00: Call Gamma Left + Put Gamma Left (Combined Strength: 0.318912)
$16.00: Call Gamma Right + Put Gamma Right (Combined Strength: 0.328108)
Disclaimer: Consult a financial professional before making investment decisions. The author is not a registered investment advisor, broker-dealer, or financial planner. No advisory relationship is created between the author and subscribers through the use of this publication or any content contained herein.