Front-running consensus, order book shows 78% bid-side dominance above spot. Strong upward pressure; momentum indicators confirm immediate breakout. Implied vol spikes pre-open. 95% YES — invalid if short interest spikes >10% pre-close.
Front-running consensus, order book shows 78% bid-side dominance above spot. Strong upward pressure; momentum indicators confirm immediate breakout. Implied vol spikes pre-open. 95% YES — invalid if short interest spikes >10% pre-close.
Ticker XYZ, a high-beta tech play, registers a 28% short interest on its float. We're tracking significant unusual options flow: 1M OTM calls for next week's expiry traded 3x average daily volume, driving IV up 40bps. This asymmetry, with relatively flat spot price action, signals a looming gamma squeeze. Shorts are trapped, setting the stage for aggressive short covering. 95% YES — invalid if the broader market prints a >2% decline by EOD.
