|Z| 4.2 · HIGH
14:32 ET
SMCI · Volume Spike
28.4M shares vs 6.8M 20d avg. Coincides with +8.4% price move. Likely informed flow or capitulation. Probability of follow-through: 68%.
RVol 4.18x
Z-score +4.2
|Z| 3.8 · HIGH
14:18 ET
RIVN · Earnings-Gap Down
Gap of -6.8% vs avg gap stdev of 1.8%. Production guide cut + layoffs. Hit 52-week low. Mean reversion historically poor — trend continuation 71%.
Gap -6.8%
Z-score -3.8
|Z| 3.4 · HIGH
13:54 ET
NVDA · Unusual Options Flow
$48M call premium in 5 sessions vs avg 5d total of $14M. Concentrated at $145/$150 6/20 strikes. Strong informed-flow signal ahead of Computex.
Prem ratio 3.43x
Z-score +3.4
|Z| 2.8 · MED
13:18 ET
VIX Term Structure Flattening
M2-M1 spread compressed to 0.8 vs 30d avg 1.6. Often precedes vol expansion. Watch for breakout above front month over next 5 sessions.
M2-M1 0.80
Z-score -2.8
|Z| 2.6 · MED
12:54 ET
META / GOOGL Pair Divergence
Z-score of cointegrated pair hit -2.84 σ. Mean reversion edge: long META, short GOOGL. Half-life 6.2 days. See Pair Trading page.
Spread Z -2.84
p-val 0.012
|Z| 2.4 · MED
12:14 ET
XLE Sector Capitulation
Energy sector -1.24% on inventory build, breaks May trend support. RSI 38, NH/NL ratio negative. Watch for reversal candle near $92.50.
RSI 38
Z-score -2.4
|Z| 2.2 · MED
11:48 ET
QQQ Gamma Flip Crossed
Dealer positioning shifted from short to long gamma at $487. Above this level, dealer hedging dampens range. Expect tighter intraday ranges.
Flip @ $487
Net γ +$1.4B
|Z| 2.0 · MED
11:22 ET
PLTR · Ascending Triangle Break
3-week triangle resolved upward on 2.84x avg volume. Measured-move target $36. Major resistance at $34.
RVol 2.84x
Target $36
META · LOW
10:54 ET
Skew Inversion in 30-day Options
25-delta call IV exceeds 25-delta put IV by 0.4 pts — bullish skew shift. Indicates positive expected drift.
25Δ RR +0.40
Z-score +1.8