Aryos AEE — Pre-Market Brief 2026-05-25

BULL

Day Score

75/100

(75%)

▲ LONG

SINGLE LEG 0-DTE

Spot 7221 within Transition zone 7210–7250 — ideal bull entry zone +27
IV Compressing — works with Charm tailwind; clears ALLCALLDOM cascade sequentially +23
Delta ITMP Dominant 3.38× — OI structure bearish. Only fresh intraday OTMC volume overrides.
Charm 1.49× 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 high (0.92) +4

ITMP dominant: OI structure is bearish. Shift to intraday SPXP volumetrics, not OI snapshots.

⚡ OPENING PHASE WATCH — QUANTGLIDE

▸ITMP structure — watch SPXP intraday volume for OTMC override signal

▸Key support: 7190 — bull thesis fails on sustained break below

▸DEX PTRANS 7250 — bull confirmation on sustained break above; cascade trigger above DS Upper

▸LHP GammaZero at -1.73% — crossing removes positive delta acceleration

▸IV compression resolves ALLCALLDOM cascade at +0.61% above spot — sequential bull flips

KEY LEVELS — GAMMEDGE + ADAM CONFLUENCE

Level	GammEdge	Adam	Used	Match
DEX PTRANS / PTRANS	7250	7554	7250	~
DEX NTRANS / NTRANS	7210	7355	7210	~
DS Lower / Floor	7190	7355	7190	~
DS Upper	7275	—	7275	~
Proj. Open	7221	—	7221	~

GAMMEDGE STRUCTURE

StructureBACKFILLING

Backfilling✓ Present

GEX Ratio—

GEX InvertedYes

Delta RegimeITMP 3.38×

CharmOTMP 1.49×

IV DirectionCOMPRESSING

Gamma StateGAMMA_NEUTRAL

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 Conf0.92

Adam RegimeLONG

Combined Confidence0.885

inputs.json (written by engine)

{"NTRANS": 7210,
"PTRANS": 7250,
"Floor":  7190,
"Regime": "LONG",
"Confidence": 0.885,
"TargetPoints": 20.0,
"OptionDelta":  0.40}