Aryos AEE — Pre-Market Brief 2026-05-07

BULL

Day Score

78/100

(78%)

▲ LONG

SINGLE LEG 0-DTE

Spot 7280 ≥ NTRANS 7199 — 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
Backfilling present — broad OTMP put-side stabilization layer below spot +7
Partial bull bias — only one source confirms long +5
GammaEdge extraction confidence moderate (0.70) +2

⚡ OPENING PHASE WATCH — QUANTGLIDE

▸DEX PTRANS 7350 — bull confirmation on sustained break above; cascade trigger above DS Upper

▸LHP GammaZero at +0.15% — crossing removes positive delta acceleration

▸IV compression resolves ALLCALLDOM cascade at +0.15% above spot — sequential bull flips

KEY LEVELS — GAMMEDGE + ADAM CONFLUENCE

Level	GammEdge	Adam	Used	Match
DEX PTRANS / PTRANS	7350	7300	7350	~
DEX NTRANS / NTRANS	—	7199	7199	~
DS Lower / Floor	—	7213	7213	~
DS Upper	—	—	—	~
Proj. Open	—	—	—	~

GAMMEDGE STRUCTURE

StructureBACKFILLING

Backfilling✓ Present

GEX Ratio1.80×

GEX InvertedNo

Delta RegimeOTMC —×

CharmOTMP —×

IV DirectionCOMPRESSING

Gamma StateUNKNOWN

TRADE PARAMETERS

DirectionLONG

Option StructureSINGLE_LEG

Target Points+20 SPX pts

Stop Points−10 SPX pts

Option Delta≈0.40

Unit Size1 contract(s)

ML MODEL — ARYOS XGBOOST FBD v1

ModelXGBoost FBD v1

Threshold0.60

Adam Confidence0.85

GE Extraction Conf0.70

Adam RegimeLONG

Combined Confidence0.775

inputs.json (written by engine)

{"NTRANS": 7199,
"PTRANS": 7350,
"Floor":  7213,
"Regime": "LONG",
"Confidence": 0.775,
"TargetPoints": 20.0,
"OptionDelta":  0.40}