Aryos AEE — Pre-Market Brief 2026-07-07

LEAN BULL

Day Score

59/100

(59%)

▲ LONG

VERTICAL SPREAD

Spot 7596 ≥ PTRANS 7570 — above transition (neutral/extended) +6
Spot near DS Upper 7590 — first cascade trigger proximate
IV Neutral — base case; monitor VIX for shift +10
Delta OTMC Dominant 278.81× — OI structure supports directional bull move +18
Charm 5.85× OTMP — constructive structural tailwind; primary driver at gamma-neutral +9
Backfilling present — broad OTMP put-side stabilization layer below spot +7
GE Bullish confirmed, Adam BALANCED (neutral) — GE leads direction +7
GammaEdge extraction confidence moderate (0.75) +2

⚡ OPENING PHASE WATCH — QUANTGLIDE

▸Watch for PTRANS rejection at 7570 — high-probability reversal zone

▸DS Upper at 7590 — cascade trigger proximity

▸VIX direction is primary session trigger — watch for expansion signal

▸Key support: 7545 — bull thesis fails on sustained break below

▸DEX PTRANS 7570 — bull confirmation on sustained break above; cascade trigger above DS Upper

▸LHP GammaZero at -0.91% — crossing removes positive delta acceleration

KEY LEVELS — GAMMEDGE + ADAM CONFLUENCE

Level	GammEdge	Adam	Used	Match
DEX PTRANS / PTRANS	7570	—	7570	~
DEX NTRANS / NTRANS	7565	—	7565	~
DS Lower / Floor	7550	—	7550	~
DS Upper	7590	—	7590	~
Proj. Open	7596	—	7596	~

GAMMEDGE STRUCTURE

StructureALLCALLDOM

Backfilling✓ Present

GEX Ratio—

GEX InvertedNo

Delta RegimeOTMC 278.81×

CharmOTMP 5.85×

IV DirectionNEUTRAL

Gamma StateCALL_CONTROLLED

TRADE PARAMETERS

DirectionLONG

Option StructureSPREAD

Target Points+15 SPX pts

Stop Points−15 SPX pts

Option Delta≈0.35

Unit Size1 contract(s)

ML MODEL — ARYOS XGBOOST FBD v1

ModelXGBoost FBD v1

Threshold0.60

Adam Confidence—

GE Extraction Conf0.75

Adam RegimeBALANCED

Combined Confidence0.375

inputs.json (written by engine)

{"NTRANS": 7565,
"PTRANS": 7570,
"Floor":  7550,
"Regime": "BALANCED",
"Confidence": 0.375,
"TargetPoints": 15.0,
"OptionDelta":  0.35}