Aryos AEE — Pre-Market Brief 2026-05-06

NEUTRAL

Day Score

30/100

(30%)

— SKIP

STAND ASIDE

Spot 7313 ≥ NTRANS 7245 — constructive location +14
IV Compressing — works with Charm tailwind; clears ALLCALLDOM cascade sequentially +23
Delta OTMC Dominant — OI structure supports directional bull move +18
Charm OTMP — constructive structural tailwind; primary driver at gamma-neutral +9
ALLCALLDOM — no put-holder absorption below spot. Declines have no natural cushion.
Partial bull bias — only one source confirms long +5
GammaEdge extraction confidence moderate (0.70) +2
⛔ GEX Ratio 5.47 + ALLCALLDOM = maximum structural fragility. QuantGlide: NO TRADE. -20

ALLCALLDOM with no backfilling: cascade risk elevated. Any decline has no stabilization layer.

⛔ QuantGlide: GEX Ratio 5.47 (max fragility) + ALLCALLDOM — stand aside.

⚡ OPENING PHASE WATCH — QUANTGLIDE

▸ALLCALLDOM active — watch for cascade below DS Lower

▸DEX PTRANS 7270 — bull confirmation on sustained break above; cascade trigger above DS Upper

▸IV compression resolves ALLCALLDOM cascade at +0.44% above spot — sequential bull flips

KEY LEVELS — GAMMEDGE + ADAM CONFLUENCE

Level	GammEdge	Adam	Used	Match
DEX PTRANS / PTRANS	7270	7297	7270	~
DEX NTRANS / NTRANS	7245	7220	7245	~
DS Lower / Floor	—	7240	7240	~
DS Upper	7280	—	7280	~
Proj. Open	—	—	—	~

GAMMEDGE STRUCTURE

StructureALLCALLDOM

Backfilling✗ ALLCALLDOM

GEX Ratio5.47×

GEX InvertedNo

Delta RegimeOTMC —×

CharmOTMP —×

IV DirectionCOMPRESSING

Gamma StateUNKNOWN

TRADE PARAMETERS

DirectionSKIP

Option StructureNONE

Target Points+15 SPX pts

Stop Points−15 SPX pts

Option Delta≈0.40

Unit Size1 contract(s)

ML MODEL — ARYOS XGBOOST FBD v1

ModelXGBoost FBD v1

Threshold0.60

Adam Confidence—

GE Extraction Conf0.70

Adam RegimeBALANCED

Combined Confidence0.350

inputs.json (written by engine)

{"NTRANS": 7245,
"PTRANS": 7270,
"Floor":  7240,
"Regime": "BALANCED",
"Confidence": 0.350,
"TargetPoints": 15.0,
"OptionDelta":  0.40}