VOLIA · OPTIONS DESK · LIVE
NEO TRADER
Daily Market Intelligence
Friday, August 28, 2026 • 08:00 AM CT
Market data as of Aug 27, 2026 close
v3.0 ENHANCED
Pre-Market Futures ? ▼
FUTURES FLAT
S&P 500 Futures
$7,751.00
▲ +0.11%
Nasdaq 100 Futures
$29,662.25
▼ -0.11%
Dow Futures
$53,728.00
▲ +0.20%
Friday — Historical SPY avg return: +0.04%
Weekend theta! Friday positions capture 3 days of decay.
Daily P&L
$+0
Open P&L
$+0
VIX
14.5
Alerts
0
▶ Today's Game Plan
Market: BULLISH. Low volatility vol. Standard position sizing.
Earnings this week: PANW, AVGO, ORCL. Avoid selling through earnings.
Big movers: CRWD up 20.5%, BKNG down 3.0%, COIN up 4.9%. Check before entering.
All clear. No risk alerts. Portfolio looks healthy.
Upcoming Earnings (4 total · 4 market-movers)
THIS WEEK
PANW 2026-09-01 · 🌙 AMC (~4:15 PM ET) +4d 🌍 MOVER
AVGO 2026-09-02 · 🌙 AMC (~4:15 PM ET) +5d 🌍 MOVER
NEXT WEEK
ORCL 2026-09-07 +10d 🌍 MOVER
ADBE 2026-09-10 · 🌙 AMC (~4:15 PM ET) +13d 🌍 MOVER
⚠ WARNING: Avoid selling options through earnings unless using defined-risk spreads. IV crush is real but so is gap risk. Market-movers in red.
ML Pipeline & Account Last upload: unknown
+$90,741.44
Lifetime PnL
590 closed trades · 88.0% WR · model: 88.6% test acc
7-day: +$1,972.00 · 2 trades
trade loggerfeature enricherbaseline modelfeature importanceshadow runneruploader
Model agreement: 0.0% · simulated edge (7d): +$0.00
Portfolio Snapshot ? ▼
Net Liq
$0
Daily P&L
$+0.00
Open P&L
$+0.00
Win Rate
67%
Buying Power
$251,759
RECENT TRADES
SymbolContractP&LExit
SNDK ? PUT $+324.00 --
SNDK ? CALL $+1,100.00 --
SNDK ? PUT $+798.00 --
SNDK ? PUT $+2,637.00 --
SNDK ? CALL $-2,450.00 --
Portfolio Greeks Summary ? ▼
Net Delta
+0.00
Net Theta
$0.00/day
Net Gamma
0.0000
Net Vega
0.00
Roughly delta-neutral. Collecting $0.00/day in theta.
Weekly P&L Tracker ? ▼
08-2408-2508-2608-2708-28
Last 5 sessions Cumulative: $+0.00
Market Regime ? ▼
▲
BULLISH
Trend is up. SPY above key moving averages. VIX contained. Favorable for premium selling with tighter strikes.
SPY > SMA20 SPY > SMA50 RSI 58.2 VIX 14.5
S&P 500
$7,730.99
▲ +0.72%
Nasdaq
$26,541.35
▲ +1.57%
Dow Jones
$53,569.44
▲ +0.20%
Russell 2000
$3,014.34
▲ +0.28%
VIX
14.5
▼ -0.3%
Options Environment ? ▼
LOW VOLATILITY
VIX: 14.5 (-0.3%)
Premiums are thin. Consider sitting on hands or reducing position sizes. Wait for a vol spike before deploying capital aggressively.
Strategy: Tighter strikes, smaller size, or wait for vol expansion
Volatility Term Structure ? ▼
CONTANGO (Normal)
9D12.130D14.53M17.6
VIX 9D
12.1
VIX 30D
14.5
VIX 3M
17.6
Term structure is in contango — normal, healthy market. Near-term vol is lower than longer-term. Good for premium sellers.
Treasury Yield Dashboard ? ▼
10Y Yield
4.688%
+0.016
5Y Yield
4.410%
13-Week Yield
3.675%
Curve Status
NORMAL (Steep)
10Y-2Y spread: +1.01%. Healthy yield curve. Economy expanding.
Rising yields pressure growth stocks. Falling yields favor them. 10Y is the key benchmark.
Put/Call Ratio Sentiment
1.08
BEARISH SPY P/C Ratio: 1.08
More puts than calls trading. Market leaning bearish. Premium is available on put side.
Trading Ideas & Alerts ? ▼
  • VIX below 16 — Low vol environment. Premiums thin. Consider smaller positions or waiting for a vol spike.
  • MU — Gapped UP 3.0%. Gaps often fill — watch for mean reversion.
  • SNDK — Gapped UP 3.3%. Gaps often fill — watch for mean reversion.
  • CRWD — Volume 2.7x average! Major institutional activity. Check news before entering.
  • CRWD — Up 20.5%! Strong momentum. Caution with short calls — may continue.
  • CRWD — Gapped UP 10.1%. Gaps often fill — watch for mean reversion.
  • STX — Gapped UP 3.5%. Gaps often fill — watch for mean reversion.
  • FIX — Gapped UP 2.3%. Gaps often fill — watch for mean reversion.
  • BKNG — Down -3.0% yesterday. Major selloff. If support holds at $202, consider selling OTM puts.
  • COIN — Up 4.9%! Strong momentum. Caution with short calls — may continue.
  • COIN — Gapped UP 2.5%. Gaps often fill — watch for mean reversion.
  • MSTR — RSI 72.6 (overbought). Watch for reversal. Avoid naked short puts here.
Sector Heat Map ? ▼
Technology
▲ +3.2%
XLK
Energy
▼ -0.2%
XLE
Financials
▼ -0.7%
XLF
Utilities
▼ -0.8%
XLU
Materials
▼ -0.8%
XLB
Industrials
▼ -0.8%
XLI
Real Estate
▼ -0.9%
XLRE
Communication
▼ -1.1%
XLC
Consumer Disc
▼ -1.1%
XLY
Healthcare
▼ -1.1%
XLV
Staples
▼ -1.4%
XLP
Sector Rotation Phase
MID-CYCLE GROWTH
Growth/tech sectors leading — healthy mid-cycle. Standard premium selling conditions. Technology names offer good premiums.
20D: Cyclicals +1.6% Growth +5.2% Defensive +1.0%
Watchlist Overview ? ▼
Ticker Name Price Change RSI SMA Vol IVR 5D
ASML ASML Holding N.V. - Ne $1,735.01 ▼ -0.61% 47.9 20▼ 50▼ 0.8x
100
KLAC KLA Corporation $183.77 ▼ -0.03% 40.8 20▼ 50▼ 0.7x
66
MU Micron Technology, Inc $935.39 ▼ -0.32% 50.9 20▲ 50▼ 0.9x
100
SNDK Sandisk Corporation $1,484.95 ▼ -0.96% 49.3 20▲ 50▼ 0.6x
61
META Meta Platforms, Inc. $571.10 ▼ -0.87% 46.7 20▼ 50▼ 0.9x
100
QQQ QQQ $721.11 ▲ +1.37% 54.4 20▲ 50▲ 0.8x
100
SPY SPY $771.10 ▲ +0.66% 58.2 20▲ 50▲ 0.8x
100
CRWD CrowdStrike Holdings, $227.96 ▲ +20.50% 63.9 20▲ 50▲ 2.7x
100
BLK BlackRock, Inc. $1,167.57 ▼ -0.48% 61.0 20▲ 50▲ 1.4x
100
STX Seagate Technology Hol $847.20 ▲ +0.10% 48.8 20▼ 50▼ 1.1x
100
FIX Comfort Systems USA, I $1,614.98 ▼ -0.04% 43.0 20▼ 50▼ 0.9x
55
MELI MercadoLibre, Inc. $1,930.75 ▼ -1.01% 56.4 20▲ 50▲ 0.7x
100
BKNG Booking Holdings Inc. $202.56 ▼ -3.03% 49.9 20▼ 50▲ 1.0x
100
COIN Coinbase Global, Inc. $190.72 ▲ +4.92% 64.7 20▲ 50▲ 0.9x
100
NFLX Netflix, Inc. $79.84 ▼ -1.99% 58.3 20▲ 50▲ 0.9x
61
MSTR Strategy Inc $137.40 ▲ +11.54% 72.6 20▲ 50▲ 1.8x
100
Smart Strike Suggestions ? ▼
MU — Sell 815 Put Score: 65
Current: $935.39 Strike: $815 Expiry: ~Sep 18 (21d) Target Δ: ~0.15-0.20 IVR: 100 RSI: 50.9
SNDK — Sell 1230 Put Score: 65
Current: $1,484.95 Strike: $1230 Expiry: ~Sep 18 (21d) Target Δ: ~0.15-0.20 IVR: 61 RSI: 49.3
ASML — Sell 1645 Put Score: 50
Current: $1,735.01 Strike: $1645 Expiry: ~Sep 18 (21d) Target Δ: ~0.15-0.20 IVR: 100 RSI: 47.9
Suggestions based on RSI, support levels, and IV rank. Always verify with the chart and current option chain before entering.
Key Levels to Watch ? ▼
Ticker Price Support (5D Low) Resistance (5D High) SMA 20
ASML $1,735.01 $1,719.11 (-0.9%) $1,771.00 (+2.1%) $1,752.94
KLAC $183.77 $176.45 (-4.0%) $189.77 (+3.3%) $192.37
MU $935.39 $887.61 (-5.1%) $989.96 (+5.8%) $915.38
SNDK $1,484.95 $1,416.56 (-4.6%) $1,614.06 (+8.7%) $1,445.53
META $571.10 $543.23 (-4.9%) $593.34 (+3.9%) $574.70
QQQ $721.11 $702.70 (-2.6%) $721.35 (+0.0%) $716.52
SPY $771.10 $762.08 (-1.2%) $772.36 (+0.2%) $768.10
CRWD $227.96 $181.24 (-20.5%) $229.08 (+0.5%) $207.58
Support/resistance based on 5-day range. Place strikes outside these levels.
Relative Strength vs SPY ? ▼
CRWD
+18.1%
MSTR
+14.5%
META
+3.2%
COIN
+1.6%
BLK
+0.2%
MELI
-0.3%
NFLX
-0.4%
KLAC
-0.8%
Positive = outperforming SPY. Negative = underperforming.
Correlated Risk Heatmap ? ▼
MU-SNDK
0.93
ASML-MU
0.75
ASML-KLAC
0.72
KLAC-CRWD
0.72
Correlated cluster: ASML, CRWD, KLAC, MU, SNDK. These positions may move together — reducing diversification benefit.
20-day price correlation. High correlation (>0.7) means positions move together. Diversify across uncorrelated names.
News & Headlines ? ▼
ASML European Indexes Rise in Strong Open
European indexes rallied in a strong open. Banking stocks rose to recover some of Thursday's losses as the Europe-wide Stoxx 600 adds 0.6%. Luxury stocks rose in Paris, pushing the CAC 40 up 1%. EssilorLuxottica led the index, up 2.
Barrons.com Aug 28, 08:57 AM Read full article →
ASML How Your Portfolio Can Benefit from Memory Chip Shortages

The coming shortage for memory chips from high-bandwidth memory chips needed for AI to the those needed for laptops and gaming consoles isn’t going away anytime soon according to Kurv’s Howard Chan on the latest episode of Behind the Ticker...

etf.com Aug 27, 07:27 PM Read full article →
Strong equipment demand survived the selloff, but extraordinary expectations left no room for a routine gain.
GuruFocus.com Aug 27, 05:04 PM Read full article →
KLA recently reported a fiscal fourth-quarter earnings beat and a positive near-term outlook, citing past surging demand for its process-control and inspection systems tied to AI infrastructure and advanced semiconductor packaging. The company als...
Simply Wall St. Aug 28, 01:08 AM Read full article →
Sandisk has the edge as AI-driven demand, pricing strength, supply constraints and multiyear deals fuel stronger near-term growth.
Zacks Aug 27, 06:08 PM Read full article →
KLA (KLAC) reported earnings 30 days ago. What's next for the stock? We take a look at earnings estimates for some clues.
Zacks Aug 27, 03:30 PM Read full article →
Nvidia has struck an ultra bullish tone on memory chips.
Yahoo Finance Aug 27, 10:36 AM Read full article →
Why did Micron and SK Hynix stock jump after Nvidia's earnings report? Because Nvidia's margin problem is their pricing power.
Motley Fool Aug 28, 12:17 PM Read full article →
MU's record Q3 gross margin, sharp DRAM and NAND pricing gains, and tight AI-related demand set the stage for its 86% Q4 gross margin target.
Zacks Aug 28, 12:07 PM Read full article →
Optical networking companies Lumentum and Coherent are doing just that ahead of the open Friday, slipping alongside Marvell Technology  Memory names  Sandisk Micron and Western Digital were also down. Marvell is at the heart of the grea...
Barrons.com Aug 28, 10:48 AM Read full article →
↘️ Marvell Technology (MRVL): The semiconductor company reported higher revenue and earnings and lifted its guidance for the current and upcoming fiscal years. Still, shares sank premarket, in the latest example of the high expectations that inves...
The Wall Street Journal Aug 28, 09:29 AM Read full article →
Meta Platforms (META), Paramount Skydance (PSKY) and other companies with close ties to President Do
MT Newswires Aug 28, 12:33 PM Read full article →
META's $18 billion settlement over youth-safety claims removes a legal overhang but could raise compliance risks across social media.
Zacks Aug 28, 12:21 PM Read full article →
The broad market exchange-traded fund SPDR S&P 500 ETF Trust (SPY) was up 0.1% and the actively trad
MT Newswires Aug 28, 12:43 PM Read full article →
QQQ, NVIDIA, CoreWeave, Nebius, TeraWulf, Cipher and IREN have been highlighted in this Investment Ideas article.
Zacks Aug 28, 06:46 AM Read full article →
A retiree collecting monthly distributions from a popular Nasdaq income ETF watched a Medicare surcharge quietly appear on their premium bill, and the fund's fact sheet never warned them it was coming.
24/7 Wall St. Aug 27, 10:15 PM Read full article →
Nvidia (NVDA) was already the S&P 500's market value champ. But now, its dominance is carrying over to its business fundamentals.
Investor's Business Daily Aug 28, 11:18 AM Read full article →
Retail sentiment on Stocktwits improved to ‘bullish’ on SPY and ‘neutral’ on QQQ.
Stocktwits Aug 28, 08:49 AM Read full article →
Software stocks are roaring back. Here are the setups that still have room to recover.
Yahoo Finance Aug 28, 11:00 AM Read full article →
Software stocks gained after Salesforce CEO Marc Benioff said the SaaSpocalypse was over.
Yahoo Finance Aug 27, 01:56 PM Read full article →
Watchlist Breadth ? ▼
Advancing / Declining
6 / 10
Above SMA 20
10/16 (62%)
Above SMA 50
9/16 (56%)
Momentum Leaders ? ▼
STRONGEST
MSTR+83
CRWD+78
COIN+50
WEAKEST
MU-18
SNDK-40
BKNG-46
Historical Volatility (20-Day) ? ▼
SNDK
99%
CRWD
83%
COIN
79%
MSTR
78%
STX
71%
MU
60%
MELI
48%
FIX
47%
KLAC
45%
META
38%
Higher HV = wider expected moves. Use for strike placement — sell outside 1 standard deviation.
Trading Wisdom
"The stock market is a device for transferring money from the impatient to the patient. — Warren Buffett"
NEO TRADER v3.0 • Daily Intelligence Report • Friday, August 28, 2026
Generated automatically at 08:00 AM CT. For informational purposes only. Not financial advice.
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