Aryos AEE — Pre-Market Brief 2026-07-03

NEUTRAL

Day Score

45/100

(45%)

▲ LONG

VERTICAL SPREAD

Spot 7596 ≥ PTRANS 7570 — above transition (neutral/extended) +6
Spot near DS Upper 7590 — first cascade trigger proximate
IV Expanding — activates Vanna negative blade immediately; structural bear trigger
Delta OTMC Dominant 278.81× — OI structure supports directional bull move +18
Charm 5.85× ITMC — structural headwind growing into session close +2
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 (0.72) +2

IV expanding activates Vanna negative blade. Avoid new longs unless contango rapidly re-establishes.

Charm ITMC headwind: afternoon session becomes progressively challenging for longs.

⚡ OPENING PHASE WATCH — QUANTGLIDE

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

▸DS Upper at 7590 — cascade trigger proximity

▸Monitor VIX and VX futures for IV expansion confirmation/reversal

▸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	7611	7570	~
DEX NTRANS / NTRANS	7565	7492	7565	~
DS Lower / Floor	7550	7511	7550	~
DS Upper	7590	—	7590	~
Proj. Open	7596	—	7596	~

GAMMEDGE STRUCTURE

StructureALLCALLDOM

Backfilling✓ Present

GEX Ratio—

GEX InvertedNo

Delta RegimeOTMC 278.81×

CharmITMC 5.85×

IV DirectionEXPANDING

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 Conf0.72

Adam RegimeLONG

Combined Confidence0.735

inputs.json (written by engine)

{"NTRANS": 7565,
"PTRANS": 7570,
"Floor":  7550,
"Regime": "LONG",
"Confidence": 0.735,
"TargetPoints": 15.0,
"OptionDelta":  0.35}