SPY
Asupersededsta_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 | 1 |
| Recommended dollar amount | $2,500 |
| Recommended entry price | $20.97 |
| Spot at recommendation | $731.68 |
| OTM% | — |
| IV at recommendation | — |
| Delta at recommendation | — |
Thesis summary
VRP rich at +7.11 (VIX=17.20, RV20=10.09); short SPY straddle 5d.
Linked predictions (0)
No predictions linked.
Actions
Recommendation is superseded; further actions handled via the position detail page.
Status: superseded