Aryos AEE — Pre-Market Brief 2026-05-29

LEAN BULL

Day Score

52/100

(52%)

▲ LONG

VERTICAL SPREAD

Spot 7575 ≥ PTRANS 7545 — above transition (neutral/extended) +6
Spot near DS Upper 7560 — first cascade trigger proximate
IV direction unknown — monitor VIX closely +5
Delta OTMC Dominant 25.91× — OI structure supports directional bull move +18
Charm 1.09× OTMP — constructive structural tailwind; primary driver at gamma-neutral +9
ALLCALLDOM — no put-holder absorption below spot. Declines have no natural cushion.
Bias aligned: Adam LONG + GE Bullish — full directional confirmation +10
GammaEdge extraction confidence high (0.85) +4

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

⚡ OPENING PHASE WATCH — QUANTGLIDE

▸Watch for PTRANS rejection at 7545 — high-probability reversal zone

▸DS Upper at 7560 — cascade trigger proximity

▸ALLCALLDOM active — watch for cascade below DS Lower

▸Key support: 7500 — bull thesis fails on sustained break below

▸DEX PTRANS 7545 — bull confirmation on sustained break above; cascade trigger above DS Upper

▸LHP GammaZero at -0.23% — crossing removes positive delta acceleration

KEY LEVELS — GAMMEDGE + ADAM CONFLUENCE

Level	GammEdge	Adam	Used	Match
DEX PTRANS / PTRANS	7545	7578	7545	~
DEX NTRANS / NTRANS	7495	7517	7495	~
DS Lower / Floor	7485	7516	7485	~
DS Upper	7560	—	7560	~
Proj. Open	7575	—	7575	~

GAMMEDGE STRUCTURE

StructureALLCALLDOM

Backfilling✗ ALLCALLDOM

GEX Ratio—

GEX InvertedNo

Delta RegimeOTMC 25.91×

CharmOTMP 1.09×

IV DirectionUNKNOWN

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 Confidence0.75

GE Extraction Conf0.85

Adam RegimeLONG

Combined Confidence0.800

inputs.json (written by engine)

{"NTRANS": 7495,
"PTRANS": 7545,
"Floor":  7485,
"Regime": "LONG",
"Confidence": 0.800,
"TargetPoints": 15.0,
"OptionDelta":  0.35}