Analysis Report
Updated: 2026-03-20 15:43:07 MYT
Source File: combined-summary-20260320-154307.md
Screening Source:
screen-report-20260320-154259.mdExtracted Symbols: AAOI
Topline Summary
| Symbol | Spot | Support | Resistance | Flip | Regime | P>Res | P<Sup | 68% Range | 90% Range |
|---|---|---|---|---|---|---|---|---|---|
| AAOI | 101.92 | 23.00 | 117.26 | NA | TREND | 17.6% | 0.0% | 86.58 - 117.26 | 76.68 - 127.16 |
AAOI
Spot: 101.92
Report Time: 2026-03-20 03:43 PM MYT
Regime: TREND
Dealer Gamma: SHORT
Term Structure
| Expiry | DTE | Forward | ATM IV | ATM Straddle |
|---|---|---|---|---|
| 2026-03-20 | 1 | 101.31 | 167.76% | 6.40 |
| 2026-03-27 | 8 | 101.00 | 106.66% | 15.59 |
Weekly Range
| Confidence | Low | High | Width |
|---|---|---|---|
| 68% | 86.58 | 117.26 | 30.69 |
| 80% | 82.26 | 121.58 | 39.33 |
| 90% | 76.68 | 127.16 | 50.47 |
| 95% | 71.85 | 131.99 | 60.14 |
Structure & Probabilities
| Support | Resistance | Gamma Flip | Max Pain | P>Res | P<Sup |
|---|---|---|---|---|---|
| 23.00 | 117.26 | NA | 23.00 | 17.6% | 0.0% |
Flow & Skew
| Call Vol | Put Vol | Vol P/C | Call OI | Put OI | OI P/C | Skew | Skew Bias |
|---|---|---|---|---|---|---|---|
| 16,463 | 7,863 | 0.48 | 0 | 965 | NA | 1809.37 vol pts | PUT_SKEW |
Tail Risk
| Q10 | Q50 | Q90 | Down Tail | Up Tail | Down/Up |
|---|---|---|---|---|---|
| 7.02 | 97.11 | 108.75 | 94.90 | 6.83 | 13.91 |
Daily Technicals
| EMA20 | EMA50 | VWAP20 | BB Lower | BB Mid | BB Upper | BB Width | Vol Ratio | Path |
|---|---|---|---|---|---|---|---|---|
| 88.80 | 68.35 | 93.91 | 43.73 | 89.41 | 135.10 | 102.18% | 0.86 | UP trend (expanding) |
Day Plan
- 23.00-117.26 range: fade extremes
- > 117.26: chase only if hold + vol
- < 23.00: risk expand; reduce size
- Regime: TREND
- Tech: UP trend (expanding)
Swing Plan
- Accumulate: 23.00-23.00
- Trim: 117.26-117.26
- Add: close > 117.26
- Cut: close < 23.00
- Best for: trend regime
Raw Text Summary
📌 AAOI @ 101.92 (2026-03-20 03:43 PM MYT)
• Current price is **101.92**. Key support is around **23.00**, and resistance is around **117.26**.
• For the next week, the model’s **68% expected range** is roughly **86.58 to 117.26**.
• A wider **90% range** is about **76.68 to 127.16**.
• Dealer positioning looks **SHORT gamma**, so the market behavior is classified as **TREND**.
• Approximate breakout odds: **above resistance 17.6%**, **below support 0.0%** by the target horizon.
• Options skew is tilted toward **puts**, which suggests traders are paying more for downside protection.
• Near-term implied volatility is higher than the next expiry (**IV1 167.76% vs IV2 106.66%**), which suggests **near-term event stress / backwardation**.
• On the daily chart, the stock currently looks like **UP trend (expanding)**.
• The implied distribution shows **heavier downside tail risk** than upside tail potential.