ErTrack - Stock Analysis Platform

Ticker: Days: Search

How to read: Skew 25Δ = Put25Δ IV − Call25Δ IV (positive = downside fear). RR 30d = 30-day constant-maturity risk reversal (put − call IV). RR Z = z-score vs 1-year history. Call/Put Z = ATM IV z-score vs 30-day history. "Data ✓" means enough history to trust the z-scores. ER badge = expiry straddles earnings, so skew reflects binary-event premium rather than structural vol — compare the non-ER row (longer DTE) for the cleaner structural signal, and use RR 30d as the cross-ticker summary.

Ticker: Search

Walls Verdict Scan

Ticker: Strike: DTE: Search

How this works: Input a ticker, a short-put strike, and days to expiry. The check pulls the latest dealer_gex_snapshot and flags mechanical risk. GREEN: POS-GEX regime and strike at/below put_wall (OI floor between strike and spot). RED: NEG-GEX with spot below gamma_flip (dealers accelerate drops), or strike above put_wall (no support), or snapshot stale. Use alongside your TA direction read — do not sell puts when this is red, even if premium looks fat.

Ticker: Search Refresh Top 10

How this works: Input a ticker. Reads the latest dealer_gex_snapshot plus SMA50/SMA200 as a cheap pseudo-trend, scores four candidate directions (bull / bear / premium-sell / wait), and proposes a concrete structure when appropriate. Top score is the advisor's lean; evidence lists show what pushed each direction. Scoring weights are hand-calibrated from the gamma-wall doc §5 + our backtest — treat as ranking, not probability. Always reconcile with your own trend read before acting.

Refresh

Filters: universe = allIntraday.txt, today's $vol ≥ $50M, 52w high ≥ $5. No vol-ratio filter — low-volume new highs often run further (no overhead supply). Boundaries from yesterday's finviz fstk.52wHigh/Low.
States: ATH_HOLD (close top 30% of range) / ATH_REVERSE (close bottom 35%, failed breakout) / APPROACH (within 0.5%); mirror for ATL (HOLD = continuation down, REVERSE = capitulation bounce).

Refresh Look up

Score = 100 × (C − P) ÷ (C + P + λ), where C/P are positive OI creation in OTM calls/puts weighted by option mark × risk-neutral probability of finishing OTM; λ is the daily cross-sectional median C + P. Only matching contracts from the exact previous business-day morning are compared, 7–45 DTE, base OI ≥ 20k, with at least 80% economic-weight coverage. Raw prior OI is a liquidity gate, not the denominator. Morning OI reflects positions built during the previous session. This is positioning, not direction: OI changes do not show whether contracts were bought or written. Unwinds and paired ATM volatility builds are tracked separately. Flags: PRE-EVENT = spot gapped ≥10% (the build predates the gap) · WALL ON SPOT = STRONG call wall within 2% above spot. Walls / flip are shown only within 25% / 15% of spot; each hidden level is marked far. Click a row to open it in Advisor.

Refresh Look up

Realized performance of Fidelity-reported option trades, grouped by execution type. Only expired contracts are counted: the payoff is the intrinsic value at expiry (call = max(S−K,0), put = max(K−S,0)) against the underlying close on the expiry date, so nothing depends on a stale option mark. Cancelled trades are excluded and sold legs have their return sign flipped. Weighted return is weighted by notional and is the metric to trust; win rate near 50% is normal because every option trade has two sides. Median is shown for context — a plain average is meaningless here because a $0.02 contract going to $1 is +4900%.

In ThinkorSwim, open the Trade tab and enter your ticker (e.g. AAPL). In the Option Chain column-display dropdown, enable Vol, Open.Int, Impl Vol, Delta. Click the three-dot / three-line menu in the upper right → Export, save with the default filename (e.g. 2026-05-01-StockAndOptionQuoteForAAPL.csv), then drop the file here. Each (ticker, date) combo successfully written to option_zscore + dealer_gex_snapshot earns 5 tokens. First-come-first-served — later uploads of the same combo are skipped.

Upload & Import

⚡ Spike	VIX jumps above 35, or rises 2x its 50-day average, or fear index spikes unusually high. Market fear is rising fast. Sell-off may be starting or accelerating. Stay cautious. Watch for escalation. Do not buy the dip yet.
💥 Climax	VIX reaches extreme levels (Z-score above 3). Rare, high-fear event. Panic selling in progress. Market may be near a washout point. Prepare your watchlist. Small positions OK if you have high conviction.
🔄 Reversal	VIX drops 10%+ from its recent peak while a spike is still active. Fear is fading. The worst selling pressure may be over. Good entry window. Start buying quality stocks in small portions. Use tight stops.
✅ Breadth Confirm	Market breadth improves — more stocks rising than falling during a reversal. Broad market participation confirms the bounce is real, not just a dead-cat bounce. Strongest buy signal. Add to positions with confidence. Widen stops for swing trades.

A-Share Market Breadth Chart

Loading chart...