Home › Options Market Notes

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.

August 24, 2026: moderate implied volatility across 12 setupsOptions Market Note

Our August 24, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in HOOD (62.7%), SHOP (49.8%), ASML (45.8%).

August 21, 2026: 12 defined-risk setups on a range-bound tapeOptions Market Note

Our August 21, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in MU (61.2%), AMD (51.5%), AVGO (50.7%).

August 20, 2026: implied volatility runs moderate, topped by MUOptions Market Note

Our August 20, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in MU (63.4%), INTC (61.1%), HOOD (60.6%).

August 19, 2026: Iron Butterfly leads a range-bound scanOptions Market Note

Our August 19, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in MRVL (74.4%), ORCL (51.6%), CAT (44.3%).

August 18, 2026: 12 defined-risk setups on a bearish-leaning tapeOptions Market Note

Our August 18, 2026 end-of-session scan: 12 defined-risk options setups, a bearish-leaning posture, implied volatility highest in MU (64.5%), INTC (62.6%), HOOD (56.1%).

August 17, 2026: implied volatility runs moderate, topped by MUOptions Market Note

Our August 17, 2026 end-of-session scan: 12 defined-risk options setups, a bearish-leaning posture, implied volatility highest in MU (64.4%), HOOD (56.8%), CRM (49.3%).

August 14, 2026: premium sellers eye ORCLOptions Market Note

Our August 14, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in ORCL (70%), MU (61%), COIN (59.8%).

August 13, 2026: Iron Condor leads a range-bound scanOptions Market Note

Our August 13, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in ORCL (71.5%), MU (65.5%), COIN (60.8%).

August 12, 2026: 12 defined-risk setups on a range-bound tapeOptions Market Note

Our August 12, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in ORCL (69.7%), INTC (65.3%), MU (65.3%).

August 11, 2026: implied volatility runs elevated, topped by ORCLOptions Market Note

Our August 11, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in ORCL (72%), MU (65.3%), COIN (60%).

August 10, 2026: Iron Butterfly leads a range-bound scanOptions Market Note

Our August 10, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in MRVL (87.4%), INTC (69.7%), COIN (63.8%).

August 7, 2026: another range-bound options tapeOptions Market Note

Our August 7, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in COIN (65.3%), HOOD (62.1%), ORCL (59.3%).

August 6, 2026: moderate implied volatility across 12 setupsOptions Market Note

Our August 6, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in ORCL (60.5%), CSCO (55.2%), SMH (48.8%).

August 5, 2026: premium sellers eye MUOptions Market Note

Our August 5, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in MU (86.3%), ORCL (61.9%), SHOP (54.1%).

August 4, 2026: Iron Butterfly leads a range-bound scanOptions Market Note

Our August 4, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in SHOP (73.5%), COIN (70.5%), HOOD (66.7%).

August 3, 2026: 12 defined-risk setups on a bearish-leaning tapeOptions Market Note

Our August 3, 2026 end-of-session scan: 12 defined-risk options setups, a bearish-leaning posture, implied volatility highest in SNOW (81.4%), SHOP (71.6%), COIN (69.6%).

July 31, 2026: 12 defined-risk setups on a range-bound tapeOptions Market Note

Our July 31, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in SNOW (74.9%), SHOP (74.1%), COIN (68.6%).

July 30, 2026: implied volatility runs moderate, topped by ORCLOptions Market Note

Our July 30, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in ORCL (67%), ASML (57.6%), CAT (53%).

July 29, 2026: Iron Butterfly leads a range-bound scanOptions Market Note

Our July 29, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in MU (95.5%), SHOP (72.8%), ASML (58.1%).

July 28, 2026: 12 defined-risk setups on a bearish-leaning tapeOptions Market Note

Our July 28, 2026 end-of-session scan: 12 defined-risk options setups, a bearish-leaning posture, implied volatility highest in HOOD (78.9%), SHOP (72.3%), CAT (54.3%).

July 27, 2026: implied volatility runs elevated, topped by HOODOptions Market Note

Our July 27, 2026 end-of-session scan: 12 defined-risk options setups, a bearish-leaning posture, implied volatility highest in HOOD (77.6%), ORCL (66.2%), ASML (59.4%).

July 24, 2026: premium sellers eye INTCOptions Market Note

Our July 24, 2026 end-of-session scan: 12 defined-risk options setups, a range-bound posture, implied volatility highest in INTC (79.8%), AMD (78.3%), ASML (54.6%).

July 23, 2026: Bear Put Spread leads a bearish-leaning scanOptions Market Note

Our July 23, 2026 end-of-session scan: 12 defined-risk options setups, a bearish-leaning posture, implied volatility highest in INTC (97.9%), SHOP (74.8%), GM (36.8%).

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

Our July 22, 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%).

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

Our July 21, 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%).

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

Our July 20, 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%).

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

Our July 17, 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%).

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

Our July 16, 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%).

July 15, 2026: premium sellers eye INTCOptions Market Note

Our July 15, 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%).

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

Our July 14, 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%).