To The Moon

Shares of $Advanced Micro Devices(AMD)$ closed Wednesday at $303.46, up 6.67% from the previous session. Recent activity in AMD’s options market has been marked by notable block trades from institutional players, primarily concentrated in longer-dated contracts expiring in June and September 2026. Institutions constructs large-scale bear call spread strategies, signaling caution on the stock’s ability to sustain levels above $300 over the medium term (through September 2026). At the same time, some traders are buying far out-of-the-money calls (with a $400 strike) in longer-dated maturities, positioning for outsized upside potential. The divergence underscores a split in market expectations. AMD Options Metrics Analysis Implied Volatility and Volum

$Intel(INTC)$ is scheduled to report its latest quarterly results on April 23, 2026, after the U.S. market close. Ahead of the release, the options market reflects a familiar mix of elevated volatility expectations and a cautious, mildly bearish bias. Pricing implies a sharp post-earnings move, while block trades suggest institutions are positioning for a range-bound outcome—capping upside via call selling and establishing downside protection through put buying. Fundamentals Preview Consensus expectations point to modest revenue growth but a sharp improvement in profitability: Revenue: $12.424 billion, up 1% year-on-year Adjusted EPS: $0.014, up 109% YoY EBIT: $389 million, up 137% YoY Source: Tiger Trade App Key areas of focus include momentum in

$Tesla Inc.(TSLA)$ is set to report quarterly results after the U.S. market close on April 22. Options positioning into the print points to a cautious tone. Block trades suggest investors are buying deep out-of-the-money (OTM) puts as “insurance” against a sharp near-term drawdown, while simultaneously selling longer-dated deep OTM calls, signaling skepticism about the scope for a strong medium-term rally. The options market implies a post-earnings trading range of roughly $365.7 to $419.3. 1) Earnings expectations and key watch points Consensus estimates (this quarter): Revenue: $22.713 billion, +7.58% YoY EPS: $0.373, -4.73% YoY EBIT: $959 million, -8.01% YoY Source: Tiger Trade App Focus areas: Investors will be watching auto gross margins (ami

Ahead of $UnitedHealth Group Inc.(UNH)$’s upcoming earnings release, options market activity and capital flows are signaling a clear bullish bias. Implied volatility (IV) in options pricing suggests a one-week post-earnings stock price swing of roughly ±6.2%. Meanwhile, institutional block trades have been unusually active, reflecting an overwhelming long position. Key Option Blocks and Strategic Intent Direct Call Purchases (Strongly Bullish): The largest trades involved outright purchases of December 2026 calls at $350 and $400 strikes, totaling 2,000 and 2,400 contracts respectively, representing over $6 million in notional value. These trades indicate strong institutional confidence in significant long-term upside.

$AMD$ closed at $278.26 on Thursday, up 7.8%. Options block trade data reveal pronounced divergence in market positioning on AMD, with a strong structural bearish bias. Two trades stood out: one was an $82 million purchase of a January 2027 $300 put, effectively a “disaster hedge,” while another involved a net debit of roughly $11.6 million to construct a $200/$165 bear put spread expiring September 2026, signaling a clear bet on a mid-term decline. While aggressive bullish trades exist, their scale and concentration are overshadowed by bearish activity, leaving overall block flows tilted to the downside. Options Metrics Analysis 1. Implied Volatility (IV) and Volume Overview Implied Volatility (IV): 63.77% IV Percentile: 84.80% IV/Historical Volatility Ratio: 1.28 Put/Call Volume Ratio: 2

$Tesla(TSLA)$ closed at $391.95 on Wednesday, rising 7.62% and extending its winning streak to five consecutive sessions, with cumulative gains exceeding 14%. Recent activity in Tesla’s options market has been dominated by sizable block trades, בעיקר in longer-dated contracts such as June 2027 expiries. Institutional investors have constructed large-scale bull call spread strategies, positioning for significant long-term upside, while simultaneously purchasing long-dated put options as downside hedges—reflecting a constructive outlook paired with disciplined risk management. Options Market Overview Implied Volatility and Volume Current implied volatility (IV) stands at 54.25%, with an IV percentile of 49.20%. This places IV in a historically neutr

$Netflix(NFLX)$ is scheduled to report earnings after the U.S. market close on April 16, with its options market entering a heightened state of alert. Data show that implied volatility (IV) for options expiring the day after earnings (April 17, 2026) has climbed to 121.30%, with the market pricing in a post-earnings move of approximately ±6.84%, signaling expectations of sharp volatility. However, despite elevated expectations for near-term swings, recent block trades by institutional investors suggest a markedly different medium-term outlook. A series of premium-collection strategies has emerged, most notably a large-scale bear call spread: Selling 10,000 June 18, 2026 $110 strike calls, generating roughly $5.145 million in premium.

$NVIDIA(NVDA)$ shares closed at $196.51 on Tuesday, up 3.8%. Recent activity in the options market shows a surge in block trades, concentrated in contracts expiring in June 2026. Institutional investors have constructed large-scale bear call spreads, signaling caution to bearish expectations for near-term upside into June. At the same time, traders are selling far-dated, deeply out-of-the-money puts to collect premium, reflecting confidence that the stock will hold above key support levels through late 2028. Options Metrics Analysis Implied Volatility (IV) and Volume Overview Implied Volatility Snapshot Current IV: 37.31% (as of April 15, 2026) IV Percentile: 7.60% IV/HV Ratio: 1.09 Analysis: With an IV percentile of just 7.60%, implied volatility

$Taiwan Semiconductor Manufacturing Co. (TSM)$ is set to report its latest quarterly results before the market opens on April 16, 2026. Ahead of the release, options activity has intensified, with institutional positioning reflecting a complex mix of short-term bullish bets and longer-term downside hedging. Market expectations and options pricing Investors are bracing for strong growth in the current quarter. Consensus estimates call for revenue of $35.16 billion (up 38.87% year-on-year) and earnings per share of $3.28 (up 61.29%). Key focus areas include demand for AI-driven advanced nodes, margin trajectory, and progress on global capacity expansion. Options markets have largely priced in the event risk. Implied volatility currently stands at 61.

Shares of $Oracle (ORCL)$ closed at $155.62, up 12.69%, after the company unveiled a new suite of AI-driven applications aimed at automating complex enterprise workflows across finance, supply chain, human resources and customer management. Dubbed Fusion Agentic Applications, the software integrates with Oracle’s Fusion Cloud platform and leverages coordinated AI agents capable of evaluating, deciding and executing tasks with minimal human input. The initiative is designed to move beyond basic automation toward systems that can autonomously manage workflows and adapt to changing conditions. Options market indicators Options activity in Oracle has turned unusually brisk, with implied volatility (IV) surging to elevated levels. Institutional investo