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SPY

Apendinghedgerecommended 2026-06-19 · source intel_mirror_v0/hedge_bucket batch=hedge-bucket-2026-06-19

Research-mode rules

Research statusqueued
Analysis batchhedge-bucket-2026-06-19
Analysis filecodex/risk_analysis_2026_05_05.md
Stop-loss-50% premium → exit fully
Time stop2026-09-01 → exit if <100% gain

Instrument & sizing

Instrument typeleaps_put
Strike$600
Expiration2027-01-15
Polygon symbolO:SPY270115P00600000
Recommended quantity1
Recommended dollar amount$10,323.959
Recommended entry price$103.24
Spot at recommendation$746.74
OTM%—
IV at recommendation—
Delta at recommendation—

Thesis summary

Deep tail. SPY 600P pays off if drawdown exceeds 17%.

Linked predictions (0)

No predictions linked.

Upcoming catalysts (1 of 1)

DateTypeDescriptionExpected impactStatus
2027-01-15expirationSPY option expirationvolatility_onlyupcoming

Update history (15)

Most recent first.
Updated atTypeSourceDrift / shift
2026-07-04 22:13Zauto_reviewcronspot -0.3%
2026-07-03 22:12Zauto_reviewcronspot -0.3%
2026-07-02 22:14Zauto_reviewcronspot -0.3%
2026-07-01 22:13Zauto_reviewcronspot -0.1%
2026-06-30 22:15Zauto_reviewcronspot +0.0%
2026-06-29 22:09Zauto_reviewcronspot -0.8%
2026-06-28 22:09Zauto_reviewcronspot -2.4%
2026-06-27 22:10Zauto_reviewcronspot -2.4%
2026-06-26 22:13Zauto_reviewcronspot -2.4%
2026-06-25 22:13Zauto_reviewcronspot -1.7%
2026-06-24 22:13Zauto_reviewcronspot -1.8%
2026-06-23 22:14Zauto_reviewcronspot -1.8%
2026-06-22 22:10Zauto_reviewcronspot -0.3%
2026-06-21 22:10Zauto_reviewcronspot +0.0%
2026-06-20 22:10Zauto_reviewcronspot +0.0%

Actions

Deploy captures actual fill details. Pass requires a categorical reason.