SPDR S&P 500 ETF Trust
Viés de alta

SPY ODTE HIGH-RISK Bullish | QS V3 prediction

167
SPY 0DTE Signal | 2025-11-18

Signal Type: 0DTE (Same-Day Expiration)
Model: QuantSignals V3
Trend: Neutral → Slight Bullish Bias
Confidence: 50% (Low)
Gamma Risk: Low
PCR (Flow Intel): 0.33 (Bullish)
Price vs VWAP: -0.26% (Trading below VWAP)
Volume: 10× average (institutional activity)
Session Range:
• High: 666.84
• Low: 660.05

AI Forecast (Katy Model)

• Predicted move: +1.36% peak
• Upward momentum strongest between 12:00–12:30
• Afternoon consolidation expected around 664–666

Technical Levels

Support: 660.05
Resistance: 666.84
VWAP: 663.85

Options Metrics

• Preferred Strike: 629 (deep ITM)
• Implied Volatility: Elevated
• Unusual Flow: Heavy call activity
• Max Pain: 675 (upward pressure)

News & Macro Notes

• Retail sales +6.1% (bullish)
• Fed updates neutral/slightly restrictive
• Mixed corporate earnings sentiment

Risk Notes

• High risk due to 0DTE
• Weak composite signal strength (-0.10)
• Requires active monitoring before 2 PM due to time decay

Aviso legal

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