ARYOS CAPITAL AEE
SPX Options Trade Recommendation · Pre-Market Brief
2026-05-27
PRE-MARKET
NEUTRAL
Day Score
22/100
(22%)
— SKIP
STAND ASIDE
  • IV direction unknown — monitor VIX closely +5
  • Delta regime unknown +5
  • Charm Neutral +5
  • ALLCALLDOM — no put-holder absorption below spot. Declines have no natural cushion.
  • GE Bullish confirmed, Adam BALANCED (neutral) — GE leads direction +7
  • GammaEdge extraction confidence low (0.35) — verify manually
ALLCALLDOM with no backfilling: cascade risk elevated. Any decline has no stabilization layer.
GE extraction confidence 0.35 — cross-check key levels against original newsletter
⚡ OPENING PHASE WATCH — QUANTGLIDE
ALLCALLDOM active — watch for cascade below DS Lower
KEY LEVELS — GAMMEDGE + ADAM CONFLUENCE
Level GammEdge Adam Used Match
DEX PTRANS / PTRANS ~
DEX NTRANS / NTRANS ~
DS Lower / Floor ~
DS Upper ~
Proj. Open ~
GAMMEDGE STRUCTURE
StructureUNKNOWN
Backfilling✗ ALLCALLDOM
GEX Ratio
GEX InvertedNo
Delta RegimeUNKNOWN —×
CharmNEUTRAL —×
IV DirectionUNKNOWN
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 Conf0.35
Adam RegimeBALANCED
Combined Confidence
inputs.json (written by engine)
{"NTRANS": —,
"PTRANS": —,
"Floor":  —,
"Regime": "BALANCED",
"Confidence": null,
"TargetPoints": 15.0,
"OptionDelta":  0.40}
Generated by Aryos Capital AEE Recommendation Engine · 2026-05-27 23:39:57 · Not financial advice