It’s a recipe of quantum physics mixed in with some quantitative calibrations integrated with statistical valuations – all calibrated upon the advanced new mathematics of “nodes and edges” in fractal quasicrystal research.  We’re looking into the future of Quantum Computers – based on the latest news that the binary code of 1’s and 0’s will be translated into the “Qudit” via a new and improved silicon chip will be programmed.

Fundamentally, the data inputs and parameters are going to dramatically change.  Meanwhile, we’ve re-calibrated our excel spreadsheet nodes and edges to post some insights.

Derivatives: The data posted is a snapshot of the intraday trading movement;  providing the most important signals for discretionary trading of the equity option chain.  Liquidity ought to be .50% or higher for greater price movement; Trend determines whether to lean into the Call or Put side.  Implied Volatility (IV) Signal is formulated by a number of statistical volatility and probability inputs.

Notable is the “Offset” and “Decay”.  Offset is a determinate of what the book order price is currently at and the Decay is a “Duration” calibration to Time Decay.  The lower the number the more favorable will be the outcome for a Call position and vice versa.

Price High/Low is the range that can be attained during intraday trading.  The far right price is the Harmonic Mean price.

TICKER – WFM
LIQUIDITY TREND IV SIGNAL
0.32% LOW BULL CALL
EQUITY
Last $39.01 Average $38.88
Net $0.45 Offset $39.06
Open-Last $0.18 Decay 3.29
Price H/L $40.16 $38.31 $38.91

Nuts and Bolts

DERIVATIVES
Covered Call 0.86 Inverse 0.14 Monetized 1.72
OPTION CHAIN – SEPT (35)
OPT Limit Premium Target Price Entry Gain Capital Gain PROFIT
CALL $1.34 $2.00 $104.25 $392.26 $288.02
PUT $1.02 $1.19 -$0.66 $230.97 $231.63
OPTION CHAIN – NOV (98)
CALL $3.20 $2.54 $444.57 $499.78 $55.20
PUT $2.60 $2.86 $84.50 $512.55 $428.05

The above post shows the Covered Call Return percentage.  The higher the far left number is to the Inverse, the probability of maintaining a profitable Call will be attained.  This is based on the Strike Ask premium.

We post two months – which is SEPT (35) and NOV (98) hypothetical outcomes – based on a calculated Limit Entry Price.  The Limit Entry Price is calibrated from the Time Decay equation.

(Disclaimer:  These posts are for educational purposes only and are not meant as trade suggestions nor have the intent to be so.  You must discern using your own strategy when investing in the stock market.  We are presenting results from a quantitative model we’ve been working on, providing the feedback data in this blog.)

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