SPY
Adeployedsta_vrprecommended 2026-05-06 · source sta_vrp/batch=sta-vrp-2026-05-06Research-mode rules
| Research status | queued |
|---|---|
| Analysis batch | sta-vrp-2026-05-06 |
| Analysis file | codex/shortterm_alpha_v0.md→ #pillar-5-vrp |
| Stop-loss | -30% premium → exit fully |
| Time stop | 2026-05-11 → exit if <100% gain |
Instrument & sizing
| Instrument type | leaps_put |
|---|---|
| Strike | $730 |
| Expiration | 2026-05-15 |
| Polygon symbol | O:SPY260515P00730000 |
| Recommended quantity | 2 |
| Recommended dollar amount | $1,250 |
| Recommended entry price | $21.01 |
| Spot at recommendation | $731.93 |
| OTM% | — |
| IV at recommendation | — |
| Delta at recommendation | — |
Thesis summary
VRP rich at +7.10 (VIX=17.22, RV20=10.12); short SPY iron condor 7d.
Linked predictions (0)
No predictions linked.
Linked positions (1)
| Entry | Quantity | Total cost | Current value | P&L | Status |
|---|---|---|---|---|---|
| 2026-05-06 @ $4.92 | -2 | $984 | $-14 | +$970 | ACTIVE |
Upcoming catalysts (1 of 1)
| Date | Type | Description | Expected impact | Status |
|---|---|---|---|---|
| 2026-05-15 | expiration | SPY option expiration | volatility_only | upcoming |
Update history (30)
Most recent first.
| Updated at | Type | Source | Drift / shift |
|---|---|---|---|
| 2026-07-04 22:13Z | auto_review | cron | spot +1.8% |
| 2026-07-03 22:12Z | auto_review | cron | spot +1.8% |
| 2026-07-02 22:14Z | auto_review | cron | spot +1.8% |
| 2026-07-01 22:13Z | auto_review | cron | spot +1.9% |
| 2026-06-30 22:15Z | auto_review | cron | spot +2.0% |
| 2026-06-29 22:09Z | auto_review | cron | spot +1.2% |
| 2026-06-28 22:09Z | auto_review | cron | spot -0.4% |
| 2026-06-27 22:10Z | auto_review | cron | spot -0.4% |
| 2026-06-26 22:13Z | auto_review | cron | spot -0.4% |
| 2026-06-25 22:13Z | auto_review | cron | spot +0.3% |
| 2026-06-24 22:13Z | auto_review | cron | spot +0.2% |
| 2026-06-23 22:14Z | auto_review | cron | spot +0.2% |
| 2026-06-22 22:10Z | auto_review | cron | spot +1.7% |
| 2026-06-21 22:10Z | auto_review | cron | spot +2.0% |
| 2026-06-20 22:10Z | auto_review | cron | spot +2.0% |
| 2026-06-19 22:16Z | auto_review | cron | spot +2.0% |
| 2026-06-18 22:14Z | auto_review | cron | spot +2.0% |
| 2026-06-17 22:13Z | auto_review | cron | spot +1.2% |
| 2026-06-16 22:16Z | auto_review | cron | spot +2.5% |
| 2026-06-15 22:11Z | auto_review | cron | spot +3.1% |
| 2026-06-14 22:10Z | auto_review | cron | spot +1.3% |
| 2026-06-13 22:11Z | auto_review | cron | spot +1.3% |
| 2026-06-12 22:15Z | auto_review | cron | spot +1.3% |
| 2026-06-11 22:14Z | auto_review | cron | spot +0.8% |
| 2026-06-10 22:14Z | auto_review | cron | spot -0.9% |
| 2026-06-09 22:16Z | auto_review | cron | spot +0.7% |
| 2026-06-08 22:11Z | auto_review | cron | spot +1.0% |
| 2026-06-08 01:49Z | auto_review | cron | spot +0.8% |
| 2026-06-08 01:14Z | auto_review | cron | spot +0.8% |
| 2026-06-07 22:10Z | auto_review | cron | spot +0.8% |
Actions
Recommendation is deployed; further actions handled via the position detail page.
Status: deployed