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.
Our July 10, 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%).
Our July 9, 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%).
Our July 8, 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%).
Our July 7, 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%).
Our July 6, 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%).
Our July 3, 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%).
Our July 2, 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%).
Our July 1, 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%).
Our June 30, 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%).
Our June 29, 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%).