Analysis Report
Updated: 2026-03-24 08:43:10 MYT
Source File: combined-summary-20260324-084309.md
Screening Source: screen-report-20260324-084249.md
Extracted Symbols: AAOI, USO, UVXY
Topline Summary
| Symbol |
Spot |
Support |
Resistance |
Flip |
Regime |
P>Res |
P<Sup |
68% Range |
90% Range |
| AAOI |
95.76 |
95.00 |
97.00 |
80.63 |
TREND |
48.1% |
59.2% |
81.38 - 110.14 |
72.10 - 119.42 |
| USO |
110.56 |
110.00 |
115.00 |
120.38 |
TREND |
42.1% |
64.4% |
96.16 - 124.96 |
86.87 - 134.25 |
| UVXY |
49.88 |
45.00 |
50.00 |
28.64 |
TRANSITION |
44.3% |
19.9% |
42.11 - 57.65 |
37.10 - 62.66 |
AAOI
Spot: 95.76
Report Time: 2026-03-24 08:42 AM MYT
Regime: TREND
Dealer Gamma: SHORT
Term Structure
| Expiry |
DTE |
Forward |
ATM IV |
ATM Straddle |
| 2026-03-27 |
4 |
95.72 |
116.66% |
11.40 |
| 2026-04-02 |
10 |
95.72 |
103.58% |
16.25 |
Weekly Range
| Confidence |
Low |
High |
Width |
| 68% |
81.38 |
110.14 |
28.77 |
| 80% |
77.33 |
114.19 |
36.87 |
| 90% |
72.10 |
119.42 |
47.32 |
| 95% |
67.57 |
123.95 |
56.39 |
Structure & Probabilities
| Support |
Resistance |
Gamma Flip |
Max Pain |
P>Res |
P<Sup |
| 95.00 |
97.00 |
80.63 |
90.00 |
48.1% |
59.2% |
Flow & Skew
| Call Vol |
Put Vol |
Vol P/C |
Call OI |
Put OI |
OI P/C |
Skew |
Skew Bias |
| 18,570 |
6,292 |
0.34 |
19,289 |
14,123 |
0.73 |
5.96 vol pts |
PUT_SKEW |
Tail Risk
| Q10 |
Q50 |
Q90 |
Down Tail |
Up Tail |
Down/Up |
| 76.98 |
96.08 |
109.96 |
18.78 |
14.20 |
1.32 |
Daily Technicals
| EMA20 |
EMA50 |
VWAP20 |
BB Lower |
BB Mid |
BB Upper |
BB Width |
Vol Ratio |
Path |
| 89.36 |
70.15 |
96.03 |
54.98 |
93.30 |
131.62 |
82.14% |
0.77 |
UP trend (expanding) |
Day Plan
- 95.00-97.00 range: fade extremes
- > 97.00: chase only if hold + vol
- < 95.00: risk expand; reduce size
- Regime: TREND
- Tech: UP trend (expanding)
Swing Plan
- Accumulate: 95.00-95.00
- Trim: 97.00-97.00
- Add: close > 97.00
- Cut: close < 95.00
- Best for: trend regime
Raw Text Summary
📌 AAOI @ 95.76 (2026-03-24 08:42 AM MYT)
• Current price is **95.76**. Key support is around **95.00**, and resistance is around **97.00**.
• For the next week, the model’s **68% expected range** is roughly **81.38 to 110.14**.
• A wider **90% range** is about **72.10 to 119.42**.
• Dealer positioning looks **SHORT gamma**, so the market behavior is classified as **TREND**.
• The estimated **gamma flip** is near **80.63**. Crossing and holding beyond this area can change the trading behavior.
• Approximate breakout odds: **above resistance 48.1%**, **below support 59.2%** 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 116.66% vs IV2 103.58%**), which suggests **near-term event stress / backwardation**.
• Recent volume is only **0.77x** the 20-day average, so breakouts may be less reliable unless volume improves.
• On the daily chart, the stock currently looks like **UP trend (expanding)**.
• The implied distribution shows **heavier downside tail risk** than upside tail potential.
USO
Spot: 110.56
Report Time: 2026-03-24 08:43 AM MYT
Regime: TREND
Dealer Gamma: SHORT
Term Structure
| Expiry |
DTE |
Forward |
ATM IV |
ATM Straddle |
| 2026-03-25 |
2 |
110.60 |
104.26% |
8.10 |
| 2026-03-27 |
4 |
110.55 |
96.17% |
10.85 |
Weekly Range
| Confidence |
Low |
High |
Width |
| 68% |
96.16 |
124.96 |
28.81 |
| 80% |
92.10 |
129.02 |
36.92 |
| 90% |
86.87 |
134.25 |
47.38 |
| 95% |
82.33 |
138.79 |
56.46 |
Structure & Probabilities
| Support |
Resistance |
Gamma Flip |
Max Pain |
P>Res |
P<Sup |
| 110.00 |
115.00 |
120.38 |
122.00 |
42.1% |
64.4% |
Flow & Skew
| Call Vol |
Put Vol |
Vol P/C |
Call OI |
Put OI |
OI P/C |
Skew |
Skew Bias |
| 46,306 |
47,356 |
1.02 |
25,936 |
35,119 |
1.35 |
8.25 vol pts |
PUT_SKEW |
Tail Risk
| Q10 |
Q50 |
Q90 |
Down Tail |
Up Tail |
Down/Up |
| 55.97 |
104.85 |
121.48 |
54.59 |
10.92 |
5.00 |
Daily Technicals
| EMA20 |
EMA50 |
VWAP20 |
BB Lower |
BB Mid |
BB Upper |
BB Width |
Vol Ratio |
Path |
| 105.55 |
91.97 |
108.25 |
71.95 |
102.88 |
133.82 |
60.14% |
1.49 |
UP trend (expanding) |
Day Plan
- 110.00-115.00 range: fade extremes
- > 115.00: chase only if hold + vol
- < 110.00: risk expand; reduce size
- Regime: TREND
- Tech: UP trend (expanding)
Swing Plan
- Accumulate: 110.00-110.00
- Trim: 115.00-115.00
- Add: close > 115.00
- Cut: close < 110.00
- Best for: trend regime
- Bias: downside break risk elevated
Raw Text Summary
📌 USO @ 110.56 (2026-03-24 08:43 AM MYT)
• Current price is **110.56**. Key support is around **110.00**, and resistance is around **115.00**.
• For the next week, the model’s **68% expected range** is roughly **96.16 to 124.96**.
• A wider **90% range** is about **86.87 to 134.25**.
• Dealer positioning looks **SHORT gamma**, so the market behavior is classified as **TREND**.
• The estimated **gamma flip** is near **120.38**. Crossing and holding beyond this area can change the trading behavior.
• Approximate breakout odds: **above resistance 42.1%**, **below support 64.4%** 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 104.26% vs IV2 96.17%**), 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.
UVXY
Spot: 49.88
Report Time: 2026-03-24 08:43 AM MYT
Regime: TRANSITION
Dealer Gamma: LONG
Term Structure
| Expiry |
DTE |
Forward |
ATM IV |
ATM Straddle |
| 2026-03-27 |
4 |
49.93 |
109.14% |
5.55 |
| 2026-04-02 |
10 |
49.73 |
111.05% |
9.07 |
Weekly Range
| Confidence |
Low |
High |
Width |
| 68% |
42.11 |
57.65 |
15.55 |
| 80% |
39.92 |
59.84 |
19.92 |
| 90% |
37.10 |
62.66 |
25.57 |
| 95% |
34.65 |
65.11 |
30.47 |
Structure & Probabilities
| Support |
Resistance |
Gamma Flip |
Max Pain |
P>Res |
P<Sup |
| 45.00 |
50.00 |
28.64 |
45.00 |
44.3% |
19.9% |
Flow & Skew
| Call Vol |
Put Vol |
Vol P/C |
Call OI |
Put OI |
OI P/C |
Skew |
Skew Bias |
| 15,045 |
7,802 |
0.52 |
29,387 |
11,133 |
0.38 |
-49.32 vol pts |
CALL_SKEW |
Tail Risk
| Q10 |
Q50 |
Q90 |
Down Tail |
Up Tail |
Down/Up |
| 41.26 |
48.17 |
58.41 |
8.62 |
8.53 |
1.01 |
Daily Technicals
| EMA20 |
EMA50 |
VWAP20 |
BB Lower |
BB Mid |
BB Upper |
BB Width |
Vol Ratio |
Path |
| 46.65 |
43.63 |
46.01 |
34.77 |
45.81 |
56.85 |
48.20% |
0.91 |
UP trend (expanding) |
Day Plan
- 45.00-50.00 range: fade extremes
- > 50.00: chase only if hold + vol
- < 45.00: risk expand; reduce size
- Regime: TRANSITION
- Tech: UP trend (expanding)
Swing Plan
- Accumulate: 45.00-45.00
- Trim: 50.00-50.00
- Add: close > 50.00
- Cut: close < 45.00
- Best for: transition regime
Raw Text Summary
📌 UVXY @ 49.88 (2026-03-24 08:43 AM MYT)
• Current price is **49.88**. Key support is around **45.00**, and resistance is around **50.00**.
• For the next week, the model’s **68% expected range** is roughly **42.11 to 57.65**.
• A wider **90% range** is about **37.10 to 62.66**.
• Dealer positioning looks **LONG gamma**, so the market behavior is classified as **TRANSITION**.
• The estimated **gamma flip** is near **28.64**. Crossing and holding beyond this area can change the trading behavior.
• Approximate breakout odds: **above resistance 44.3%**, **below support 19.9%** by the target horizon.
• Options skew is tilted toward **calls**, which suggests upside speculation is relatively stronger.
• Near-term implied volatility is lower than the next expiry (**IV1 109.14% vs IV2 111.05%**), which suggests a **contango / calmer front expiry** setup.
• On the daily chart, the stock currently looks like **UP trend (expanding)**.
• The implied distribution is **fairly balanced** between upside and downside tails.
