Analysis Report

Updated: 2026-03-09 22:40:43 MYT

Source File: combined-summary-20260309-223917.md

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Screening Source: screen-report-20260309-221754.md Extracted Symbols: AAOI, VXX

Report Overview

• Generated: 2026-03-09 10:39 PM MYT
• Symbols Covered: 2
• Format: Combined markdown briefing

At a Glance

Symbol	Spot	Regime	Path	Weekly 68%	Support / Resistance	Breakout ↑ / ↓
AAOI	102.85	TRANSITION	UP trend (expanding)	85.44 – 120.26	85.00 / 115.00	16.1% / 15.8%
VXX	36.42	LONG_GAMMA_PIN	UP trend (expanding)	30.48 – 42.36	31.00 / 35.00	49.2% / 15.0%

Analyst Notes

Read the At a Glance table first, then jump into each symbol section for the full setup, risk map, and trade plan.

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1. AAOI

Quick Take: This week is most likely to swing inside 85.4–120.3.

Snapshot

Item	Value
Spot	102.85
Report Time	2026-03-09 10:39 PM MYT
Execution Regime	TRANSITION
Dealer Gamma	SHORT
Trend Path	UP trend (expanding)

Trading Map

Zone	Level / Range	Note
Weekly 68%	85.44 – 120.26	1σ move 17.41
Weekly 90%	74.22 – 131.48	wider risk band
Support	85.00	downside defense
Resistance	115.00	upside supply
Gamma Flip	103.59	regime pivot
Max Pain	NA	pin magnet

Options & Probability Dashboard

Metric	Value	Interpretation
Breakout Up	16.1%	close above upper band
Breakout Down	15.8%	close below lower band
Put/Call Volume	0.62	directional flow
Put/Call OI	1.57	positioning bias
Total Option Volume	5,652	nearest expiry
Total Open Interest	15,766	nearest expiry

Term Structure

Leg	Expiry	DTE	Forward	ATM IV
E1	2026-03-13	4	103.89	128.81%
E2	2026-03-20	11	103.99	115.61%

Distribution & Tail Risk

Q10	Median	Q90	Tail Asymmetry	Skew (25ΔP-25ΔC)
68.59	99.75	121.96	1.79	20.70 volpts

Executive Summary

• This week is most likely to swing inside 85.4–120.3.
• In an extreme move, it may reach ~74.2 or ~131.5.
• 85 is key support (a close below increases downside risk).
• 115 is key resistance (a close above is needed to turn stronger).
• Price is below the pivot (~103.59); moves can accelerate and feel 'slippery'.
• Up/down odds are similar: range behavior is more likely.

Trade Plans

Day Trade Plan

• 100-105 range: fade extremes

• 115: chase only if hold + vol

• < 85: risk expand; reduce size
• Tech: UP trend (expanding)
• Vol: weak (range odds↑)

Swing Trade Plan

• Accumulate: 85-100
• Trim: 104.5-115
• Add: close > 115
• Cut: close < 85

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2. VXX

Quick Take: This week is most likely to swing inside 30.5–42.4.

Snapshot

Item	Value
Spot	36.42
Report Time	2026-03-09 10:39 PM MYT
Execution Regime	LONG_GAMMA_PIN
Dealer Gamma	LONG
Trend Path	UP trend (expanding)

Trading Map

Zone	Level / Range	Note
Weekly 68%	30.48 – 42.36	1σ move 5.94
Weekly 90%	26.65 – 46.19	wider risk band
Support	31.00	downside defense
Resistance	35.00	upside supply
Gamma Flip	31.49	regime pivot
Max Pain	NA	pin magnet

Options & Probability Dashboard

Metric	Value	Interpretation
Breakout Up	49.2%	close above upper band
Breakout Down	15.0%	close below lower band
Put/Call Volume	0.80	directional flow
Put/Call OI	0.67	positioning bias
Total Option Volume	7,175	nearest expiry
Total Open Interest	55,633	nearest expiry

Term Structure

Leg	Expiry	DTE	Forward	ATM IV
E1	2026-03-13	4	36.79	126.74%
E2	2026-03-20	11	36.48	110.00%

Distribution & Tail Risk

Q10	Median	Q90	Tail Asymmetry	Skew (25ΔP-25ΔC)
27.11	32.73	43.59	1.30	-58.69 volpts

Executive Summary

• This week is most likely to swing inside 30.5–42.4.
• In an extreme move, it may reach ~26.6 or ~46.2.
• 31 is key support (a close below increases downside risk).
• 35 is key resistance (a close above is needed to turn stronger).
• Price is above the pivot (~31.49); breaking below it is the danger signal.
• Market is more tilted to breaking resistance than losing support.

Trade Plans

Day Trade Plan

• 35-37 range: fade extremes

• 35: chase only if hold + vol

• < 31: risk expand; reduce size
• Tech: UP trend (expanding)
• Vol: weak (range odds↑)

Swing Trade Plan

• Accumulate: 31-35
• Trim: 35.0-35
• Add: close > 35
• Cut: close < 31

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Generated by stocks-automation (Markdown edition)