Skip to main content

Analysis Report

Updated: 2026-03-25 08:43:06 MYT

Source File: combined-summary-20260325-084306.md

Screening Source: screen-report-20260325-084250.md Extracted Symbols: AAOI, UVXY

Topline Summary

Symbol Spot Support Resistance Flip Regime P>Res P<Sup 68% Range 90% Range
AAOI 113.90 110.00 115.00 80.04 TRANSITION 39.0% 40.6% 96.04 - 131.76 84.52 - 143.28
UVXY 51.56 50.00 52.00 30.24 TRANSITION 43.7% 32.5% 43.30 - 59.82 37.97 - 65.15

AAOI

Spot: 113.90
Report Time: 2026-03-25 08:42 AM MYT
Regime: TRANSITION
Dealer Gamma: LONG

AAOI Daily Candles EMA

AAOI Option Chain CALL vs PUT

Term Structure

Expiry DTE Forward ATM IV ATM Straddle
2026-03-27 3 113.98 127.27% 12.70
2026-04-02 9 113.77 109.43% 19.35

Weekly Range

Confidence Low High Width
68% 96.04 131.76 35.73
80% 91.01 136.79 45.79
90% 84.52 143.28 58.77
95% 78.89 148.91 70.03

Structure & Probabilities

Support Resistance Gamma Flip Max Pain P>Res P<Sup
110.00 115.00 80.04 90.00 39.0% 40.6%

Flow & Skew

Call Vol Put Vol Vol P/C Call OI Put OI OI P/C Skew Skew Bias
27,312 15,515 0.57 22,612 15,267 0.68 2.25 vol pts PUT_SKEW

Tail Risk

Q10 Q50 Q90 Down Tail Up Tail Down/Up
93.89 111.76 127.86 20.01 13.96 1.43

Daily Technicals

EMA20 EMA50 VWAP20 BB Lower BB Mid BB Upper BB Width Vol Ratio Path
91.69 71.86 97.39 61.05 96.18 131.31 73.05% 1.20 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: TRANSITION
  • 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: transition regime
Raw Text Summary 
📌 AAOI @ 113.90 (2026-03-25 08:42 AM MYT)

• Current price is **113.90**. Key support is around **110.00**, and resistance is around **115.00**.
• For the next week, the model’s **68% expected range** is roughly **96.04 to 131.76**.
• A wider **90% range** is about **84.52 to 143.28**.
• Dealer positioning looks **LONG gamma**, so the market behavior is classified as **TRANSITION**.
• The estimated **gamma flip** is near **80.04**. Crossing and holding beyond this area can change the trading behavior.
• Approximate breakout odds: **above resistance 39.0%**, **below support 40.6%** 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 127.27% vs IV2 109.43%**), 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: 51.56
Report Time: 2026-03-25 08:43 AM MYT
Regime: TRANSITION
Dealer Gamma: LONG

UVXY Daily Candles EMA

UVXY Option Chain CALL vs PUT

Term Structure

Expiry DTE Forward ATM IV ATM Straddle
2026-03-27 3 51.36 127.18% 5.75
2026-04-02 9 51.21 112.12% 8.98

Weekly Range

Confidence Low High Width
68% 43.30 59.82 16.52
80% 40.98 62.14 21.17
90% 37.97 65.15 27.17
95% 35.37 67.75 32.38

Structure & Probabilities

Support Resistance Gamma Flip Max Pain P>Res P<Sup
50.00 52.00 30.24 45.00 43.7% 32.5%

Flow & Skew

Call Vol Put Vol Vol P/C Call OI Put OI OI P/C Skew Skew Bias
7,813 5,356 0.69 30,398 11,980 0.39 -10.94 vol pts CALL_SKEW

Tail Risk

Q10 Q50 Q90 Down Tail Up Tail Down/Up
39.47 49.11 59.73 12.09 8.17 1.48

Daily Technicals

EMA20 EMA50 VWAP20 BB Lower BB Mid BB Upper BB Width Vol Ratio Path
47.12 43.94 46.38 35.65 46.45 57.25 46.50% 0.61 UP trend (expanding)

Day Plan

  • 50.00-52.00 range: fade extremes
  • > 52.00: chase only if hold + vol
  • < 50.00: risk expand; reduce size
  • Regime: TRANSITION
  • Tech: UP trend (expanding)

Swing Plan

  • Accumulate: 50.00-50.00
  • Trim: 52.00-52.00
  • Add: close > 52.00
  • Cut: close < 50.00
  • Best for: transition regime
Raw Text Summary 
📌 UVXY @ 51.56 (2026-03-25 08:43 AM MYT)

• Current price is **51.56**. Key support is around **50.00**, and resistance is around **52.00**.
• For the next week, the model’s **68% expected range** is roughly **43.30 to 59.82**.
• A wider **90% range** is about **37.97 to 65.15**.
• Dealer positioning looks **LONG gamma**, so the market behavior is classified as **TRANSITION**.
• The estimated **gamma flip** is near **30.24**. Crossing and holding beyond this area can change the trading behavior.
• Approximate breakout odds: **above resistance 43.7%**, **below support 32.5%** by the target horizon.
• Options skew is tilted toward **calls**, which suggests upside speculation is relatively stronger.
• Near-term implied volatility is higher than the next expiry (**IV1 127.18% vs IV2 112.12%**), which suggests **near-term event stress / backwardation**.
• Recent volume is only **0.61x** 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.
Back to top