Aryos AEE — Pre-Market Brief 2026-06-26

LEAN BULL

Day Score

62/100

(62%)

▲ LONG

SINGLE LEG 0-DTE

Spot 7596 ≥ PTRANS 7570 — above transition (neutral/extended) +6
Spot near DS Upper 7590 — first cascade trigger proximate
IV Neutral — base case; monitor VIX for shift +10
Delta OTMC Dominant 278.81× — OI structure supports directional bull move +18
Charm 5.85× OTMP — constructive structural tailwind; primary driver at gamma-neutral +9
Backfilling present — broad OTMP put-side stabilization layer below spot +7
Bias aligned: Adam LONG + GE Bullish — full directional confirmation +10
GammaEdge extraction confidence moderate (0.78) +2

⚡ OPENING PHASE WATCH — QUANTGLIDE

▸Watch for PTRANS rejection at 7570 — high-probability reversal zone

▸DS Upper at 7590 — cascade trigger proximity

▸VIX direction is primary session trigger — watch for expansion signal

▸Key support: 7545 — bull thesis fails on sustained break below

▸DEX PTRANS 7570 — bull confirmation on sustained break above; cascade trigger above DS Upper

▸LHP GammaZero at -0.91% — crossing removes positive delta acceleration

KEY LEVELS — GAMMEDGE + ADAM CONFLUENCE

Level	GammEdge	Adam	Used	Match
DEX PTRANS / PTRANS	7570	7530	7570	~
DEX NTRANS / NTRANS	7565	7393	7565	~
DS Lower / Floor	7550	7405	7550	~
DS Upper	7590	—	7590	~
Proj. Open	7596	—	7596	~

GAMMEDGE STRUCTURE

StructureALLCALLDOM

Backfilling✓ Present

GEX Ratio—

GEX InvertedNo

Delta RegimeOTMC 278.81×

CharmOTMP 5.85×

IV DirectionNEUTRAL

Gamma StateCALL_CONTROLLED

TRADE PARAMETERS

DirectionLONG

Option StructureSINGLE_LEG

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 Confidence0.75

GE Extraction Conf0.78

Adam RegimeLONG

Combined Confidence0.765

inputs.json (written by engine)

{"NTRANS": 7565,
"PTRANS": 7570,
"Floor":  7550,
"Regime": "LONG",
"Confidence": 0.765,
"TargetPoints": 15.0,
"OptionDelta":  0.40}