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Options Market Notes

A short, data-driven note on where the options market’s defined-risk setups and implied volatility sit — written from our automated end-of-session scan each trading day.

22 July 2026: 12 defined-risk setups on a bearish-leaning tapeOptions Market Note

Our 22 July 2026 end-of-session scan: 12 defined-risk options setups, a bearish-leaning posture, implied volatility highest in MU (99.6%), SHOP (74.1%), SOFI (66.7%).

21 July 2026: implied volatility runs elevated, topped by SHOPOptions Market Note

Our 21 July 2026 end-of-session scan: 12 defined-risk options setups, a bearish-leaning posture, implied volatility highest in SHOP (73.5%), SOFI (67.1%), SNOW (62.5%).

20 July 2026: Iron Butterfly leads a range-bound scanOptions Market Note

Our 20 July 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in INTC (99.1%), SHOP (73.1%), SNOW (62.3%).

17 July 2026: another range-bound options tapeOptions Market Note

Our 17 July 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in COIN (79.3%), ASML (58.6%), SMH (57.9%).

16 July 2026: elevated implied volatility across 12 setupsOptions Market Note

Our 16 July 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in HOOD (79.1%), SHOP (74.3%), ASML (57.9%).

15 July 2026: premium sellers eye INTCOptions Market Note

Our 15 July 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in INTC (96%), HOOD (76.2%), PLTR (64%).

14 July 2026: Iron Butterfly leads a range-bound scanOptions Market Note

Our 14 July 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in MU (95.8%), ASML (62.7%), ORCL (62%).

13 July 2026: 12 defined-risk setups on a range-bound tapeOptions Market Note

Our 13 July 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in INTC (90.8%), COIN (72.6%), PLTR (63.6%).

10 July 2026: elevated implied volatility across 12 setupsOptions Market Note

Our 10 July 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in MRVL (90.6%), COIN (75.8%), SHOP (74.7%).

9 July 2026: implied volatility runs moderate, topped by NVDAOptions Market Note

Our 9 July 2026 end-of-session scan: 3 defined-risk options setups, a range-bound posture, implied volatility highest in NVDA (39.7%), AAPL (28.3%), BAC (25.3%).

8 July 2026: another range-bound options tapeOptions Market Note

Our 8 July 2026 end-of-session scan: 4 defined-risk options setups, a range-bound posture, implied volatility highest in NVDA (40.8%), XOM (33.2%), AAPL (28.1%).

7 July 2026: elevated implied volatility across 6 setupsOptions Market Note

Our 7 July 2026 end-of-session scan: 6 defined-risk options setups, a range-bound posture, implied volatility highest in MU (100%), SHOP (72.1%), PLTR (63.9%).

6 July 2026: premium sellers eye COINOptions Market Note

Our 6 July 2026 end-of-session scan: 3 defined-risk options setups, a range-bound posture, implied volatility highest in COIN (79.2%), NVDA (38.7%), BAC (26.7%).

3 July 2026: implied volatility runs moderate, topped by SHOPOptions Market Note

Our 3 July 2026 end-of-session scan: 4 defined-risk options setups, a range-bound posture, implied volatility highest in SHOP (59.3%), NVDA (40%), XOM (30.2%).

2 July 2026: another range-bound options tapeOptions Market Note

Our 2 July 2026 end-of-session scan: 5 defined-risk options setups, a range-bound posture, implied volatility highest in NVDA (38.8%), AAPL (29.1%), XOM (28.6%).

1 July 2026: moderate implied volatility across 6 setupsOptions Market Note

Our 1 July 2026 end-of-session scan: 6 defined-risk options setups, a range-bound posture, implied volatility highest in SHOP (61.2%), NVDA (37.2%), AAPL (28.9%).

30 June 2026: another range-bound options tapeOptions Market Note

Our 30 June 2026 end-of-session scan: 6 defined-risk options setups, a range-bound posture, implied volatility highest in MU (92.1%), AMD (77.2%), COIN (75.6%).

29 June 2026: 6 defined-risk setups on a range-bound tapeOptions Market Note

Our 29 June 2026 end-of-session scan: 6 defined-risk options setups, a range-bound posture, implied volatility highest in MU (92.8%), COIN (69.9%), NVDA (37.7%).