Files
ite-workflows/sources/misc/260901.1950.I-m-thinking-short-on-the-spy-what-do-you-think-run-2026-09-01-d0f77003.json
Eric Bell c34ec8af08 Moved files around, updated README
Various files from live trading sessions were dumped in the root.
Moved these files sources/misc/ (new folder).
Updated README
2026-09-16 10:59:54 -04:00

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{
"exportVersion": 1,
"exportedAt": "2026-09-01T23:50:09.724Z",
"session": {
"id": "run-2026-09-01-d0f77003",
"title": "I'm thinking short on the spy what do you think",
"project": {
"id": "workspace",
"label": "TTG Cell",
"workspacePath": "/workspace",
"description": "Main remote TTG Cell project"
}
},
"timeline": [
{
"id": "user_03c1f8f41857",
"type": "message",
"role": "user",
"content": "I'm thinking short on the spy what do you think",
"actionable": true
},
{
"id": "assistant_474815ea36b3",
"type": "message",
"role": "assistant",
"content": "Gump — let me pull the live tape and both 0DTE chains before I give you a lean.",
"actionable": false,
"replyToUserMessageId": "user_03c1f8f41857"
},
{
"id": "tool_call_4c43652a94aa",
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"toolCallId": "call_01a05d5c5b36797091bc0603",
"sessionId": "run-2026-09-01-d0f77003",
"name": "snapshot",
"input": {
"symbol": "SPY"
},
"output": "{\"symbol\": \"SPY\", \"snapshot\": {\"data\": {\"ticker\": {\"ticker\": \"SPY\", \"todaysChangePerc\": -0.4119679290789347, \"todaysChange\": -3.159999999999968, \"updated\": 1788272735369665300, \"day\": {\"dv\": \"6645480.063369\", \"o\": 762.01, \"h\": 764, \"l\": 761.17, \"c\": 763.71, \"v\": 6645480, \"vw\": 762.313}, \"lastQuote\": {\"P\": 763.89, \"S\": 1200, \"p\": 763.88, \"s\": 560, \"t\": 1788272735566873000}, \"lastTrade\": {\"c\": [14, 41], \"i\": \"62879415819335\", \"p\": 763.89, \"s\": 40, \"t\": 1788272735369665300, \"x\": 12, \"ds\": \"40.0\"}, \"min\": {\"dv\": \"63711.583391\", \"dav\": \"6643140.824765\", \"av\": 6643140, \"t\": 1788272640000, \"n\": 1495, \"o\": 763.74, \"h\": 763.84, \"l\": 763.63, \"c\": 763.68, \"v\": 63711, \"vw\": 763.7319}, \"prevDay\": {\"o\": 767.33, \"h\": 767.995, \"l\": 764.715, \"c\": 767.05, \"v\": 38810779.709412, \"vw\": 766.6591}}}}}",
"isError": false,
"status": "completed"
},
{
"id": "tool_call_a14f931ecd03",
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"runId": "run_1b5e0ac6337146a399c190df723bc7cb",
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"sessionId": "run-2026-09-01-d0f77003",
"name": "mcp",
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"operation": "call",
"server": "ttg-options",
"tool": "execute",
"args": {
"endpoint": "options_snapshot_chain",
"params": {
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"contract_type": "call",
"expiration_date": "2026-09-01",
"limit": 250,
"sort": "strike_price"
}
}
},
"output": 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[638,353 chars / 1 lines total — truncated]\nFull output saved to: .tool_results\\run_1b5e0ac6337146a399c190df723bc7cb\\call_01a05d5c5b7c73f0afa180e6.txt\nUse file_read to access specific sections.",
"isError": false,
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{
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"sessionId": "run-2026-09-01-d0f77003",
"name": "mcp",
"input": {
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"tool": "execute",
"args": {
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"params": {
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"contract_type": "put",
"expiration_date": "2026-09-01",
"limit": 250,
"sort": "strike_price"
}
}
},
"output": "{\"mcp_ui\":true,\"kind\":\"mcp_call_result\",\"operation\":\"call\",\"server\":\"ttg-options\",\"tool\":\"execute\",\"text\":\"{\\\"results\\\":[{\\\"break_even_price\\\":419.995,\\\"day\\\":{\\\"change\\\":0,\\\"change_percent\\\":0,\\\"close\\\":0.01,\\\"high\\\":0.01,\\\"last_updated\\\":1787927222165000000,\\\"low\\\":0.01,\\\"open\\\":0.01,\\\"previous_close\\\":0.01,\\\"volume\\\":5,\\\"vwap\\\":0.01},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":420,\\\"ticker\\\":\\\"O:SPY260901P00420000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":5709,\\\"ask_exchange\\\":312,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737780000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{\\\"sip_timestamp\\\":1787927219947895600,\\\"conditions\\\":[227],\\\"price\\\":0.01,\\\"size\\\":1,\\\"exchange\\\":300,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"open_interest\\\":5,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-344,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":424.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":425,\\\"ticker\\\":\\\"O:SPY260901P00425000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":2005,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737379000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-339,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":429.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":430,\\\"ticker\\\":\\\"O:SPY260901P00430000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":2005,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572736974300,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-334,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":434.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":435,\\\"ticker\\\":\\\"O:SPY260901P00435000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":2004,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737465000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-329,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":439.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":440,\\\"ticker\\\":\\\"O:SPY260901P00440000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737253600,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-324,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":444.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":445,\\\"ticker\\\":\\\"O:SPY260901P00445000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737424600,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-319,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":449.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":450,\\\"ticker\\\":\\\"O:SPY260901P00450000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572736938500,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-314,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":454.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":455,\\\"ticker\\\":\\\"O:SPY260901P00455000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572736843000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-309,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":459.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":460,\\\"ticker\\\":\\\"O:SPY260901P00460000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572738432000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-304,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":464.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":465,\\\"ticker\\\":\\\"O:SPY260901P00465000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572738406400,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-299,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":469.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":470,\\\"ticker\\\":\\\"O:SPY260901P00470000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1995,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572738251000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-294,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":474.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":475,\\\"ticker\\\":\\\"O:SPY260901P00475000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1995,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572736817700,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-289,\\\"last_u\n\n... [716,813 chars / 1 lines total — truncated]\nFull output saved to: .tool_results\\run_1b5e0ac6337146a399c190df723bc7cb\\call_01a05d5c5e2a75b3b92adfc2.txt\nUse file_read to access specific sections.",
"isError": false,
"status": "completed"
},
{
"id": "assistant_aa857ae632d6",
"type": "message",
"role": "assistant",
"content": "Tape is in — parsing both 0DTE chains for the near-money strikes before I give you the lean.",
"actionable": false,
"replyToUserMessageId": "user_03c1f8f41857"
},
{
"id": "tool_call_1f742b6144e4",
"type": "tool",
"eventId": 6,
"runId": "run_1b5e0ac6337146a399c190df723bc7cb",
"sourceEventId": "tool_call_1f742b6144e4",
"toolCallId": "call_01a05d5d36827ae191e3911f",
"sessionId": "run-2026-09-01-d0f77003",
"name": "bash",
"input": {
"command": "python3 << 'PYEOF'\nimport json, re\n\ndef load(fn):\n raw = open(r\".tool_results/run_1b5e0ac6337146a399c190df723bc7cb/\" + fn, encoding=\"utf-8\").read()\n i = raw.find('{')\n d, _ = json.JSONDecoder().raw_decode(raw[i:])\n inner = d.get(\"json\")\n if isinstance(inner, str):\n inner = json.loads(inner)\n if inner is None:\n inner = d\n return inner\n\nfor label, fn in [(\"CALLS\",\"call_01a05d5c5b7c73f0afa180e6.txt\"), (\"PUTS\",\"call_01a05d5c5e2a75b3b92adfc2.txt\")]:\n d = load(fn)\n results = d.get(\"results\", d)\n rows = []\n for r in results:\n k = r[\"details\"][\"strike_price\"]\n if 756 <= k <= 772:\n q = r[\"last_quote\"]\n day = r.get(\"day\") or {}\n rows.append((k, q[\"bid\"], q[\"ask\"], round((q[\"bid\"]+q[\"ask\"])/2,3), q[\"bid_size\"], q[\"ask_size\"], day.get(\"volume\",\"\"), r.get(\"open_interest\",\"\")))\n rows.sort()\n print(f\"=== {label} (SPY spot 763.89) ===\")\n print(\"strike | bid/ask | mid | bidSz/askSz | dayVol | OI\")\n for k,b,a,m,bs,as_,v,oi in rows:\n print(f\"{k:>6} | {b:.2f}/{a:.2f} | {m:>7.3f} | {bs}x{as_} | {v} | {oi}\")\nPYEOF"
},
"output": "=== CALLS (SPY spot 763.89) ===\nstrike | bid/ask | mid | bidSz/askSz | dayVol | OI\n 756 | 7.73/7.93 | 7.830 | 100x62 | 555 | 225\n 757 | 6.74/6.94 | 6.840 | 72x1 | 852 | 227\n 758 | 5.83/5.95 | 5.890 | 71x100 | 2357 | 389\n 759 | 4.91/4.98 | 4.945 | 100x19 | 3032 | 375\n 760 | 4.00/4.03 | 4.015 | 37x37 | 10751 | 507\n 761 | 3.09/3.12 | 3.105 | 79x100 | 46501 | 499\n 762 | 2.26/2.28 | 2.270 | 37x100 | 129789 | 659\n 763 | 1.52/1.53 | 1.525 | 126x86 | 184845 | 921\n 764 | 0.93/0.94 | 0.935 | 152x116 | 137814 | 2086\n 765 | 0.52/0.53 | 0.525 | 302x371 | 118497 | 3850\n 766 | 0.28/0.29 | 0.285 | 651x891 | 45250 | 13650\n 767 | 0.14/0.15 | 0.145 | 1367x1350 | 60095 | 12333\n 768 | 0.08/0.09 | 0.085 | 1375x1299 | 45984 | 6747\n 769 | 0.05/0.06 | 0.055 | 2230x1692 | 8618 | 7155\n 770 | 0.03/0.04 | 0.035 | 2403x2629 | 8502 | 8204\n 771 | 0.02/0.03 | 0.025 | 2665x1633 | 4026 | 7274\n 772 | 0.01/0.02 | 0.015 | 2866x1071 | 3619 | 7529\n=== PUTS (SPY spot 763.89) ===\nstrike | bid/ask | mid | bidSz/askSz | dayVol | OI\n 756 | 0.03/0.04 | 0.035 | 2288x2820 | 25514 | 2218\n 757 | 0.04/0.05 | 0.045 | 1916x2334 | 38216 | 4218\n 758 | 0.06/0.07 | 0.065 | 1381x2218 | 77972 | 5280\n 759 | 0.09/0.10 | 0.095 | 741x1080 | 49738 | 3027\n 760 | 0.14/0.15 | 0.145 | 1024x1257 | 98198 | 6466\n 761 | 0.23/0.24 | 0.235 | 720x985 | 123766 | 4825\n 762 | 0.39/0.40 | 0.395 | 494x742 | 106181 | 5777\n 763 | 0.65/0.66 | 0.655 | 425x335 | 69908 | 6974\n 764 | 1.07/1.08 | 1.075 | 143x228 | 22331 | 6201\n 765 | 1.65/1.68 | 1.665 | 204x167 | 11356 | 10209\n 766 | 2.40/2.43 | 2.415 | 156x75 | 5980 | 9937\n 767 | 3.27/3.30 | 3.285 | 37x49 | 5157 | 7342\n 768 | 4.18/4.28 | 4.230 | 72x72 | 1397 | 2825\n 769 | 5.15/5.30 | 5.225 | 60x70 | 1309 | 3216\n 770 | 6.13/6.28 | 6.205 | 102x52 | 682 | 2320\n 771 | 7.12/7.33 | 7.225 | 67x66 | 272 | 1515\n 772 | 8.11/8.26 | 8.185 | 150x100 | 231 | 1550\n",
"isError": false,
"status": "completed"
},
{
"id": "assistant_de500f65fcf9",
"type": "message",
"role": "assistant",
"content": "Gump — honest read: **not yet**. The tape argues against shorting right here.\n\n**What the tape says (spot 763.89, 10:26 ET):**\n- Gapped down (767.05 → 762.01 open), bounced off 761.17, and the bounce was **bought** — price reclaimed day VWAP (762.31) and is now pressing the day high at 764.00\n- Near-money volume is call-heavy: 763C traded 185K vs 70K on the 763P — dip buyers won the first hour\n- Gap-fill magnet sits just overhead: prev-day low 764.72 — price tends to test that before sellers get control\n\nShorting a VWAP reclaim at the day highs is counter-trend. Two cleaner short triggers:\n\n1. **Fade the gap fill:** rejection at **764.70–765.00** (prev-day low) → short, stop 765.30, target VWAP 762.3\n2. **VWAP loss:** back below **762.30** with a failed retest → short, stop 763.20, target 761.2 (day low), then 760\n\nIf you want short exposure *now* anyway, the defined-risk version is the **764/762 put spread (~$0.68 debit, 1–2¢ wide)** — hits +25% (spread ~$0.85) if SPY slips under ~763. But I'd rather take trigger 2 than chase it here.\n\nWant me to set either trigger up as a plan, or watch for the 764.70 rejection?",
"actionable": true,
"replyToUserMessageId": "user_03c1f8f41857"
}
],
"messages": [
{
"id": "user_03c1f8f41857",
"role": "user",
"content": "I'm thinking short on the spy what do you think",
"actionable": true
},
{
"id": "assistant_474815ea36b3",
"role": "assistant",
"content": "Gump — let me pull the live tape and both 0DTE chains before I give you a lean.",
"actionable": false,
"replyToUserMessageId": "user_03c1f8f41857"
},
{
"id": "assistant_aa857ae632d6",
"role": "assistant",
"content": "Tape is in — parsing both 0DTE chains for the near-money strikes before I give you the lean.",
"actionable": false,
"replyToUserMessageId": "user_03c1f8f41857"
},
{
"id": "assistant_de500f65fcf9",
"role": "assistant",
"content": "Gump — honest read: **not yet**. The tape argues against shorting right here.\n\n**What the tape says (spot 763.89, 10:26 ET):**\n- Gapped down (767.05 → 762.01 open), bounced off 761.17, and the bounce was **bought** — price reclaimed day VWAP (762.31) and is now pressing the day high at 764.00\n- Near-money volume is call-heavy: 763C traded 185K vs 70K on the 763P — dip buyers won the first hour\n- Gap-fill magnet sits just overhead: prev-day low 764.72 — price tends to test that before sellers get control\n\nShorting a VWAP reclaim at the day highs is counter-trend. Two cleaner short triggers:\n\n1. **Fade the gap fill:** rejection at **764.70–765.00** (prev-day low) → short, stop 765.30, target VWAP 762.3\n2. **VWAP loss:** back below **762.30** with a failed retest → short, stop 763.20, target 761.2 (day low), then 760\n\nIf you want short exposure *now* anyway, the defined-risk version is the **764/762 put spread (~$0.68 debit, 1–2¢ wide)** — hits +25% (spread ~$0.85) if SPY slips under ~763. But I'd rather take trigger 2 than chase it here.\n\nWant me to set either trigger up as a plan, or watch for the 764.70 rejection?",
"actionable": true,
"replyToUserMessageId": "user_03c1f8f41857"
}
],
"persistedMessages": [
{
"id": "user_03c1f8f41857",
"sourceEventId": "user_03c1f8f41857",
"runId": "run_1b5e0ac6337146a399c190df723bc7cb",
"role": "user",
"content": "I'm thinking short on the spy what do you think",
"actionable": true
},
{
"id": "assistant_474815ea36b3",
"sourceEventId": "assistant_474815ea36b3",
"runId": "run_1b5e0ac6337146a399c190df723bc7cb",
"role": "assistant",
"content": "Gump — let me pull the live tape and both 0DTE chains before I give you a lean.",
"actionable": false,
"replyToUserMessageId": "user_03c1f8f41857"
},
{
"id": "tool_call_4c43652a94aa",
"sourceEventId": "tool_call_4c43652a94aa",
"runId": "run_1b5e0ac6337146a399c190df723bc7cb",
"role": "assistant",
"content": "",
"tool": {
"name": "snapshot",
"input": {
"symbol": "SPY"
},
"output": "{\"symbol\": \"SPY\", \"snapshot\": {\"data\": {\"ticker\": {\"ticker\": \"SPY\", \"todaysChangePerc\": -0.4119679290789347, \"todaysChange\": -3.159999999999968, \"updated\": 1788272735369665300, \"day\": {\"dv\": \"6645480.063369\", \"o\": 762.01, \"h\": 764, \"l\": 761.17, \"c\": 763.71, \"v\": 6645480, \"vw\": 762.313}, \"lastQuote\": {\"P\": 763.89, \"S\": 1200, \"p\": 763.88, \"s\": 560, \"t\": 1788272735566873000}, \"lastTrade\": {\"c\": [14, 41], \"i\": \"62879415819335\", \"p\": 763.89, \"s\": 40, \"t\": 1788272735369665300, \"x\": 12, \"ds\": \"40.0\"}, \"min\": {\"dv\": \"63711.583391\", \"dav\": \"6643140.824765\", \"av\": 6643140, \"t\": 1788272640000, \"n\": 1495, \"o\": 763.74, \"h\": 763.84, \"l\": 763.63, \"c\": 763.68, \"v\": 63711, \"vw\": 763.7319}, \"prevDay\": {\"o\": 767.33, \"h\": 767.995, \"l\": 764.715, \"c\": 767.05, \"v\": 38810779.709412, \"vw\": 766.6591}}}}}",
"isError": false,
"toolCallId": "call_01a05d5c5b36797091bc0603"
},
"actionable": false,
"replyToUserMessageId": "user_03c1f8f41857"
},
{
"id": "tool_call_a14f931ecd03",
"sourceEventId": "tool_call_a14f931ecd03",
"runId": "run_1b5e0ac6337146a399c190df723bc7cb",
"role": "assistant",
"content": "",
"tool": {
"name": "mcp",
"input": {
"operation": "call",
"server": "ttg-options",
"tool": "execute",
"args": {
"endpoint": "options_snapshot_chain",
"params": {
"underlyingAsset": "SPY",
"contract_type": "call",
"expiration_date": "2026-09-01",
"limit": 250,
"sort": "strike_price"
}
}
},
"output": "{\"mcp_ui\":true,\"kind\":\"mcp_call_result\",\"operation\":\"call\",\"server\":\"ttg-options\",\"tool\":\"execute\",\"text\":\"{\\\"results\\\":[{\\\"break_even_price\\\":763.04,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"call\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":420,\\\"ticker\\\":\\\"O:SPY260901C00420000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":343.99,\\\"ask_size\\\":34,\\\"ask_exchange\\\":316,\\\"bid\\\":342.09,\\\"bid_size\\\":34,\\\"bid_exchange\\\":316,\\\"last_updated\\\":1788272734128181000,\\\"midpoint\\\":343.04,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-0.855,\\\"last_updated\\\":1788272736660714200,\\\"price\\\":763.895,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":763.285,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"call\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":425,\\\"ticker\\\":\\\"O:SPY260901C00425000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":339.48,\\\"ask_size\\\":34,\\\"ask_exchange\\\":316,\\\"bid\\\":337.09,\\\"bid_size\\\":34,\\\"bid_exchange\\\":316,\\\"last_updated\\\":1788272734128248000,\\\"midpoint\\\":338.285,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-0.61,\\\"last_updated\\\":1788272736660714200,\\\"price\\\":763.895,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":763.735,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"call\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":430,\\\"ticker\\\":\\\"O:SPY260901C00430000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":335.38,\\\"ask_size\\\":34,\\\"ask_exchange\\\":316,\\\"bid\\\":332.09,\\\"bid_size\\\":34,\\\"bid_exchange\\\":316,\\\"last_updated\\\":1788272734128217300,\\\"midpoint\\\":333.735,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-0.16,\\\"last_updated\\\":1788272736660714200,\\\"price\\\":763.895,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":763.735,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"call\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":435,\\\"ticker\\\":\\\"O:SPY260901C00435000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":330.38,\\\"ask_size\\\":34,\\\"ask_exchange\\\":316,\\\"bid\\\":327.09,\\\"bid_size\\\":34,\\\"bid_exchange\\\":316,\\\"last_updated\\\":1788272734128231000,\\\"midpoint\\\":328.735,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-0.16,\\\"last_updated\\\":1788272736660714200,\\\"price\\\":763.895,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":763.735,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"call\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":440,\\\"ticker\\\":\\\"O:SPY260901C00440000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":325.38,\\\"ask_size\\\":34,\\\"ask_exchange\\\":316,\\\"bid\\\":322.09,\\\"bid_size\\\":34,\\\"bid_exchange\\\":316,\\\"last_updated\\\":1788272734128291000,\\\"midpoint\\\":323.735,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-0.16,\\\"last_updated\\\":1788272736660714200,\\\"price\\\":763.895,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":763.735,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"call\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":445,\\\"ticker\\\":\\\"O:SPY260901C00445000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":320.38,\\\"ask_size\\\":34,\\\"ask_exchange\\\":316,\\\"bid\\\":317.09,\\\"bid_size\\\":34,\\\"bid_exchange\\\":316,\\\"last_updated\\\":1788272734128222000,\\\"midpoint\\\":318.735,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-0.16,\\\"last_updated\\\":1788272736660714200,\\\"price\\\":763.895,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":763.09,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"call\\\",\\\"exercise_s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[638,353 chars / 1 lines total — truncated]\nFull output saved to: .tool_results\\run_1b5e0ac6337146a399c190df723bc7cb\\call_01a05d5c5b7c73f0afa180e6.txt\nUse file_read to access specific sections.",
"isError": false,
"toolCallId": "call_01a05d5c5b7c73f0afa180e6"
},
"actionable": false,
"replyToUserMessageId": "user_03c1f8f41857"
},
{
"id": "tool_call_c0fea3af9faa",
"sourceEventId": "tool_call_c0fea3af9faa",
"runId": "run_1b5e0ac6337146a399c190df723bc7cb",
"role": "assistant",
"content": "",
"tool": {
"name": "mcp",
"input": {
"operation": "call",
"server": "ttg-options",
"tool": "execute",
"args": {
"endpoint": "options_snapshot_chain",
"params": {
"underlyingAsset": "SPY",
"contract_type": "put",
"expiration_date": "2026-09-01",
"limit": 250,
"sort": "strike_price"
}
}
},
"output": "{\"mcp_ui\":true,\"kind\":\"mcp_call_result\",\"operation\":\"call\",\"server\":\"ttg-options\",\"tool\":\"execute\",\"text\":\"{\\\"results\\\":[{\\\"break_even_price\\\":419.995,\\\"day\\\":{\\\"change\\\":0,\\\"change_percent\\\":0,\\\"close\\\":0.01,\\\"high\\\":0.01,\\\"last_updated\\\":1787927222165000000,\\\"low\\\":0.01,\\\"open\\\":0.01,\\\"previous_close\\\":0.01,\\\"volume\\\":5,\\\"vwap\\\":0.01},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":420,\\\"ticker\\\":\\\"O:SPY260901P00420000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":5709,\\\"ask_exchange\\\":312,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737780000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{\\\"sip_timestamp\\\":1787927219947895600,\\\"conditions\\\":[227],\\\"price\\\":0.01,\\\"size\\\":1,\\\"exchange\\\":300,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"open_interest\\\":5,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-344,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":424.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":425,\\\"ticker\\\":\\\"O:SPY260901P00425000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":2005,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737379000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-339,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":429.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":430,\\\"ticker\\\":\\\"O:SPY260901P00430000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":2005,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572736974300,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-334,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":434.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":435,\\\"ticker\\\":\\\"O:SPY260901P00435000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":2004,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737465000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-329,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":439.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":440,\\\"ticker\\\":\\\"O:SPY260901P00440000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737253600,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-324,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":444.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":445,\\\"ticker\\\":\\\"O:SPY260901P00445000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737424600,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-319,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":449.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":450,\\\"ticker\\\":\\\"O:SPY260901P00450000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572736938500,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-314,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":454.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":455,\\\"ticker\\\":\\\"O:SPY260901P00455000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572736843000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-309,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":459.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":460,\\\"ticker\\\":\\\"O:SPY260901P00460000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572738432000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-304,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":464.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":465,\\\"ticker\\\":\\\"O:SPY260901P00465000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572738406400,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-299,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":469.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":470,\\\"ticker\\\":\\\"O:SPY260901P00470000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1995,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572738251000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-294,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":474.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":475,\\\"ticker\\\":\\\"O:SPY260901P00475000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1995,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572736817700,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-289,\\\"last_u\n\n... [716,813 chars / 1 lines total — truncated]\nFull output saved to: .tool_results\\run_1b5e0ac6337146a399c190df723bc7cb\\call_01a05d5c5e2a75b3b92adfc2.txt\nUse file_read to access specific sections.",
"isError": false,
"toolCallId": "call_01a05d5c5e2a75b3b92adfc2"
},
"actionable": false,
"replyToUserMessageId": "user_03c1f8f41857"
},
{
"id": "assistant_aa857ae632d6",
"sourceEventId": "assistant_aa857ae632d6",
"runId": "run_1b5e0ac6337146a399c190df723bc7cb",
"role": "assistant",
"content": "Tape is in — parsing both 0DTE chains for the near-money strikes before I give you the lean.",
"actionable": false,
"replyToUserMessageId": "user_03c1f8f41857"
},
{
"id": "tool_call_1f742b6144e4",
"sourceEventId": "tool_call_1f742b6144e4",
"runId": "run_1b5e0ac6337146a399c190df723bc7cb",
"role": "assistant",
"content": "",
"tool": {
"name": "bash",
"input": {
"command": "python3 << 'PYEOF'\nimport json, re\n\ndef load(fn):\n raw = open(r\".tool_results/run_1b5e0ac6337146a399c190df723bc7cb/\" + fn, encoding=\"utf-8\").read()\n i = raw.find('{')\n d, _ = json.JSONDecoder().raw_decode(raw[i:])\n inner = d.get(\"json\")\n if isinstance(inner, str):\n inner = json.loads(inner)\n if inner is None:\n inner = d\n return inner\n\nfor label, fn in [(\"CALLS\",\"call_01a05d5c5b7c73f0afa180e6.txt\"), (\"PUTS\",\"call_01a05d5c5e2a75b3b92adfc2.txt\")]:\n d = load(fn)\n results = d.get(\"results\", d)\n rows = []\n for r in results:\n k = r[\"details\"][\"strike_price\"]\n if 756 <= k <= 772:\n q = r[\"last_quote\"]\n day = r.get(\"day\") or {}\n rows.append((k, q[\"bid\"], q[\"ask\"], round((q[\"bid\"]+q[\"ask\"])/2,3), q[\"bid_size\"], q[\"ask_size\"], day.get(\"volume\",\"\"), r.get(\"open_interest\",\"\")))\n rows.sort()\n print(f\"=== {label} (SPY spot 763.89) ===\")\n print(\"strike | bid/ask | mid | bidSz/askSz | dayVol | OI\")\n for k,b,a,m,bs,as_,v,oi in rows:\n print(f\"{k:>6} | {b:.2f}/{a:.2f} | {m:>7.3f} | {bs}x{as_} | {v} | {oi}\")\nPYEOF"
},
"output": "=== CALLS (SPY spot 763.89) ===\nstrike | bid/ask | mid | bidSz/askSz | dayVol | OI\n 756 | 7.73/7.93 | 7.830 | 100x62 | 555 | 225\n 757 | 6.74/6.94 | 6.840 | 72x1 | 852 | 227\n 758 | 5.83/5.95 | 5.890 | 71x100 | 2357 | 389\n 759 | 4.91/4.98 | 4.945 | 100x19 | 3032 | 375\n 760 | 4.00/4.03 | 4.015 | 37x37 | 10751 | 507\n 761 | 3.09/3.12 | 3.105 | 79x100 | 46501 | 499\n 762 | 2.26/2.28 | 2.270 | 37x100 | 129789 | 659\n 763 | 1.52/1.53 | 1.525 | 126x86 | 184845 | 921\n 764 | 0.93/0.94 | 0.935 | 152x116 | 137814 | 2086\n 765 | 0.52/0.53 | 0.525 | 302x371 | 118497 | 3850\n 766 | 0.28/0.29 | 0.285 | 651x891 | 45250 | 13650\n 767 | 0.14/0.15 | 0.145 | 1367x1350 | 60095 | 12333\n 768 | 0.08/0.09 | 0.085 | 1375x1299 | 45984 | 6747\n 769 | 0.05/0.06 | 0.055 | 2230x1692 | 8618 | 7155\n 770 | 0.03/0.04 | 0.035 | 2403x2629 | 8502 | 8204\n 771 | 0.02/0.03 | 0.025 | 2665x1633 | 4026 | 7274\n 772 | 0.01/0.02 | 0.015 | 2866x1071 | 3619 | 7529\n=== PUTS (SPY spot 763.89) ===\nstrike | bid/ask | mid | bidSz/askSz | dayVol | OI\n 756 | 0.03/0.04 | 0.035 | 2288x2820 | 25514 | 2218\n 757 | 0.04/0.05 | 0.045 | 1916x2334 | 38216 | 4218\n 758 | 0.06/0.07 | 0.065 | 1381x2218 | 77972 | 5280\n 759 | 0.09/0.10 | 0.095 | 741x1080 | 49738 | 3027\n 760 | 0.14/0.15 | 0.145 | 1024x1257 | 98198 | 6466\n 761 | 0.23/0.24 | 0.235 | 720x985 | 123766 | 4825\n 762 | 0.39/0.40 | 0.395 | 494x742 | 106181 | 5777\n 763 | 0.65/0.66 | 0.655 | 425x335 | 69908 | 6974\n 764 | 1.07/1.08 | 1.075 | 143x228 | 22331 | 6201\n 765 | 1.65/1.68 | 1.665 | 204x167 | 11356 | 10209\n 766 | 2.40/2.43 | 2.415 | 156x75 | 5980 | 9937\n 767 | 3.27/3.30 | 3.285 | 37x49 | 5157 | 7342\n 768 | 4.18/4.28 | 4.230 | 72x72 | 1397 | 2825\n 769 | 5.15/5.30 | 5.225 | 60x70 | 1309 | 3216\n 770 | 6.13/6.28 | 6.205 | 102x52 | 682 | 2320\n 771 | 7.12/7.33 | 7.225 | 67x66 | 272 | 1515\n 772 | 8.11/8.26 | 8.185 | 150x100 | 231 | 1550\n",
"isError": false,
"toolCallId": "call_01a05d5d36827ae191e3911f"
},
"actionable": false,
"replyToUserMessageId": "user_03c1f8f41857"
},
{
"id": "assistant_de500f65fcf9",
"sourceEventId": "assistant_de500f65fcf9",
"runId": "run_1b5e0ac6337146a399c190df723bc7cb",
"role": "assistant",
"content": "Gump — honest read: **not yet**. The tape argues against shorting right here.\n\n**What the tape says (spot 763.89, 10:26 ET):**\n- Gapped down (767.05 → 762.01 open), bounced off 761.17, and the bounce was **bought** — price reclaimed day VWAP (762.31) and is now pressing the day high at 764.00\n- Near-money volume is call-heavy: 763C traded 185K vs 70K on the 763P — dip buyers won the first hour\n- Gap-fill magnet sits just overhead: prev-day low 764.72 — price tends to test that before sellers get control\n\nShorting a VWAP reclaim at the day highs is counter-trend. Two cleaner short triggers:\n\n1. **Fade the gap fill:** rejection at **764.70–765.00** (prev-day low) → short, stop 765.30, target VWAP 762.3\n2. **VWAP loss:** back below **762.30** with a failed retest → short, stop 763.20, target 761.2 (day low), then 760\n\nIf you want short exposure *now* anyway, the defined-risk version is the **764/762 put spread (~$0.68 debit, 1–2¢ wide)** — hits +25% (spread ~$0.85) if SPY slips under ~763. But I'd rather take trigger 2 than chase it here.\n\nWant me to set either trigger up as a plan, or watch for the 764.70 rejection?",
"actionable": true,
"replyToUserMessageId": "user_03c1f8f41857"
}
],
"toolActivity": [
{
"id": 926589,
"type": "tool_call",
"name": "snapshot",
"input": {
"symbol": "SPY"
}
},
{
"id": 926590,
"type": "tool_result",
"name": "snapshot",
"output": "{\"symbol\": \"SPY\", \"snapshot\": {\"data\": {\"ticker\": {\"ticker\": \"SPY\", \"todaysChangePerc\": -0.4119679290789347, \"todaysChange\": -3.159999999999968, \"updated\": 1788272735369665300, \"day\": {\"dv\": \"6645480.063369\", \"o\": 762.01, \"h\": 764, \"l\": 761.17, \"c\": 763.71, \"v\": 6645480, \"vw\": 762.313}, \"lastQuote\": {\"P\": 763.89, \"S\": 1200, \"p\": 763.88, \"s\": 560, \"t\": 1788272735566873000}, \"lastTrade\": {\"c\": [14, 41], \"i\": \"62879415819335\", \"p\": 763.89, \"s\": 40, \"t\": 1788272735369665300, \"x\": 12, \"ds\": \"40.0\"}, \"min\": {\"dv\": \"63711.583391\", \"dav\": \"6643140.824765\", \"av\": 6643140, \"t\": 1788272640000, \"n\": 1495, \"o\": 763.74, \"h\": 763.84, \"l\": 763.63, \"c\": 763.68, \"v\": 63711, \"vw\": 763.7319}, \"prevDay\": {\"o\": 767.33, \"h\": 767.995, \"l\": 764.715, \"c\": 767.05, \"v\": 38810779.709412, \"vw\": 766.6591}}}}}",
"isError": false
},
{
"id": 926591,
"type": "tool_call",
"name": "mcp",
"input": {
"operation": "call",
"server": "ttg-options",
"tool": "execute",
"args": {
"endpoint": "options_snapshot_chain",
"params": {
"underlyingAsset": "SPY",
"contract_type": "call",
"expiration_date": "2026-09-01",
"limit": 250,
"sort": "strike_price"
}
}
}
},
{
"id": 926592,
"type": "tool_result",
"name": "mcp",
"output": 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[638,353 chars / 1 lines total — truncated]\nFull output saved to: .tool_results\\run_1b5e0ac6337146a399c190df723bc7cb\\call_01a05d5c5b7c73f0afa180e6.txt\nUse file_read to access specific sections.",
"isError": false
},
{
"id": 926593,
"type": "tool_call",
"name": "mcp",
"input": {
"operation": "call",
"server": "ttg-options",
"tool": "execute",
"args": {
"endpoint": "options_snapshot_chain",
"params": {
"underlyingAsset": "SPY",
"contract_type": "put",
"expiration_date": "2026-09-01",
"limit": 250,
"sort": "strike_price"
}
}
}
},
{
"id": 926594,
"type": "tool_result",
"name": "mcp",
"output": "{\"mcp_ui\":true,\"kind\":\"mcp_call_result\",\"operation\":\"call\",\"server\":\"ttg-options\",\"tool\":\"execute\",\"text\":\"{\\\"results\\\":[{\\\"break_even_price\\\":419.995,\\\"day\\\":{\\\"change\\\":0,\\\"change_percent\\\":0,\\\"close\\\":0.01,\\\"high\\\":0.01,\\\"last_updated\\\":1787927222165000000,\\\"low\\\":0.01,\\\"open\\\":0.01,\\\"previous_close\\\":0.01,\\\"volume\\\":5,\\\"vwap\\\":0.01},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":420,\\\"ticker\\\":\\\"O:SPY260901P00420000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":5709,\\\"ask_exchange\\\":312,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737780000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{\\\"sip_timestamp\\\":1787927219947895600,\\\"conditions\\\":[227],\\\"price\\\":0.01,\\\"size\\\":1,\\\"exchange\\\":300,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"open_interest\\\":5,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-344,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":424.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":425,\\\"ticker\\\":\\\"O:SPY260901P00425000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":2005,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737379000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-339,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":429.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":430,\\\"ticker\\\":\\\"O:SPY260901P00430000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":2005,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572736974300,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-334,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":434.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":435,\\\"ticker\\\":\\\"O:SPY260901P00435000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":2004,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737465000,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-329,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":439.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":440,\\\"ticker\\\":\\\"O:SPY260901P00440000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737253600,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interest\\\":0,\\\"underlying_asset\\\":{\\\"change_to_break_even\\\":-324,\\\"last_updated\\\":1788272739134247200,\\\"price\\\":763.89,\\\"ticker\\\":\\\"SPY\\\",\\\"timeframe\\\":\\\"REAL-TIME\\\"}},{\\\"break_even_price\\\":444.995,\\\"day\\\":{},\\\"details\\\":{\\\"contract_type\\\":\\\"put\\\",\\\"exercise_style\\\":\\\"american\\\",\\\"expiration_date\\\":\\\"2026-09-01\\\",\\\"shares_per_contract\\\":100,\\\"strike_price\\\":445,\\\"ticker\\\":\\\"O:SPY260901P00445000\\\"},\\\"greeks\\\":{},\\\"last_quote\\\":{\\\"ask\\\":0.01,\\\"ask_size\\\":1997,\\\"ask_exchange\\\":323,\\\"bid\\\":0,\\\"bid_size\\\":0,\\\"bid_exchange\\\":325,\\\"last_updated\\\":1788272572737424600,\\\"midpoint\\\":0.005,\\\"timeframe\\\":\\\"REAL-TIME\\\"},\\\"last_trade\\\":{},\\\"open_interes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[716,813 chars / 1 lines total — truncated]\nFull output saved to: .tool_results\\run_1b5e0ac6337146a399c190df723bc7cb\\call_01a05d5c5e2a75b3b92adfc2.txt\nUse file_read to access specific sections.",
"isError": false
},
{
"id": 926619,
"type": "tool_call",
"name": "bash",
"input": {
"command": "python3 << 'PYEOF'\nimport json, re\n\ndef load(fn):\n raw = open(r\".tool_results/run_1b5e0ac6337146a399c190df723bc7cb/\" + fn, encoding=\"utf-8\").read()\n i = raw.find('{')\n d, _ = json.JSONDecoder().raw_decode(raw[i:])\n inner = d.get(\"json\")\n if isinstance(inner, str):\n inner = json.loads(inner)\n if inner is None:\n inner = d\n return inner\n\nfor label, fn in [(\"CALLS\",\"call_01a05d5c5b7c73f0afa180e6.txt\"), (\"PUTS\",\"call_01a05d5c5e2a75b3b92adfc2.txt\")]:\n d = load(fn)\n results = d.get(\"results\", d)\n rows = []\n for r in results:\n k = r[\"details\"][\"strike_price\"]\n if 756 <= k <= 772:\n q = r[\"last_quote\"]\n day = r.get(\"day\") or {}\n rows.append((k, q[\"bid\"], q[\"ask\"], round((q[\"bid\"]+q[\"ask\"])/2,3), q[\"bid_size\"], q[\"ask_size\"], day.get(\"volume\",\"\"), r.get(\"open_interest\",\"\")))\n rows.sort()\n print(f\"=== {label} (SPY spot 763.89) ===\")\n print(\"strike | bid/ask | mid | bidSz/askSz | dayVol | OI\")\n for k,b,a,m,bs,as_,v,oi in rows:\n print(f\"{k:>6} | {b:.2f}/{a:.2f} | {m:>7.3f} | {bs}x{as_} | {v} | {oi}\")\nPYEOF"
}
},
{
"id": 926620,
"type": "tool_result",
"name": "bash",
"output": "=== CALLS (SPY spot 763.89) ===\nstrike | bid/ask | mid | bidSz/askSz | dayVol | OI\n 756 | 7.73/7.93 | 7.830 | 100x62 | 555 | 225\n 757 | 6.74/6.94 | 6.840 | 72x1 | 852 | 227\n 758 | 5.83/5.95 | 5.890 | 71x100 | 2357 | 389\n 759 | 4.91/4.98 | 4.945 | 100x19 | 3032 | 375\n 760 | 4.00/4.03 | 4.015 | 37x37 | 10751 | 507\n 761 | 3.09/3.12 | 3.105 | 79x100 | 46501 | 499\n 762 | 2.26/2.28 | 2.270 | 37x100 | 129789 | 659\n 763 | 1.52/1.53 | 1.525 | 126x86 | 184845 | 921\n 764 | 0.93/0.94 | 0.935 | 152x116 | 137814 | 2086\n 765 | 0.52/0.53 | 0.525 | 302x371 | 118497 | 3850\n 766 | 0.28/0.29 | 0.285 | 651x891 | 45250 | 13650\n 767 | 0.14/0.15 | 0.145 | 1367x1350 | 60095 | 12333\n 768 | 0.08/0.09 | 0.085 | 1375x1299 | 45984 | 6747\n 769 | 0.05/0.06 | 0.055 | 2230x1692 | 8618 | 7155\n 770 | 0.03/0.04 | 0.035 | 2403x2629 | 8502 | 8204\n 771 | 0.02/0.03 | 0.025 | 2665x1633 | 4026 | 7274\n 772 | 0.01/0.02 | 0.015 | 2866x1071 | 3619 | 7529\n=== PUTS (SPY spot 763.89) ===\nstrike | bid/ask | mid | bidSz/askSz | dayVol | OI\n 756 | 0.03/0.04 | 0.035 | 2288x2820 | 25514 | 2218\n 757 | 0.04/0.05 | 0.045 | 1916x2334 | 38216 | 4218\n 758 | 0.06/0.07 | 0.065 | 1381x2218 | 77972 | 5280\n 759 | 0.09/0.10 | 0.095 | 741x1080 | 49738 | 3027\n 760 | 0.14/0.15 | 0.145 | 1024x1257 | 98198 | 6466\n 761 | 0.23/0.24 | 0.235 | 720x985 | 123766 | 4825\n 762 | 0.39/0.40 | 0.395 | 494x742 | 106181 | 5777\n 763 | 0.65/0.66 | 0.655 | 425x335 | 69908 | 6974\n 764 | 1.07/1.08 | 1.075 | 143x228 | 22331 | 6201\n 765 | 1.65/1.68 | 1.665 | 204x167 | 11356 | 10209\n 766 | 2.40/2.43 | 2.415 | 156x75 | 5980 | 9937\n 767 | 3.27/3.30 | 3.285 | 37x49 | 5157 | 7342\n 768 | 4.18/4.28 | 4.230 | 72x72 | 1397 | 2825\n 769 | 5.15/5.30 | 5.225 | 60x70 | 1309 | 3216\n 770 | 6.13/6.28 | 6.205 | 102x52 | 682 | 2320\n 771 | 7.12/7.33 | 7.225 | 67x66 | 272 | 1515\n 772 | 8.11/8.26 | 8.185 | 150x100 | 231 | 1550\n",
"isError": false
}
],
"runStatus": {
"phase": "completed",
"label": "Done",
"detail": "Run completed · 36,123 in / 1,795 out.",
"elapsedLabel": "Worked for 2m 52s",
"servedBy": "fleet"
},
"contextGauge": {
"estimatedTokens": 35294,
"contextWindowTokens": 200000,
"compactThresholdTokens": 152000,
"hardLimitTokens": 190000,
"percent": 18,
"tone": "ok",
"compacted": false,
"label": "Context",
"detail": "Long-thread summarization is armed. Based on 34,388 input tokens plus the current prompt delta."
},
"holyGrailFlows": {},
"queuedPrompts": []
}