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OI Formation & Direction

SLV · Aug 21, 2026 · $58 call SLV260821C00058000

Two-stage assessment

Confirmed net formation

OI increased by 23 contracts after the source session.

Initiation evidence
Suggestive tape pressure · Ask-led
Underlying implication
Consistent with bullish call accumulation

Settlement arithmetic

Formation window

Source trade date
June 29, 2026Tape session
Baseline OI
2,397OI visible on source date
Settlement observation
June 30, 2026Next returned trading row
Settled OI
2,420Next observation
OI change
+23Settled minus baseline
Trade-day volume
70Bound denominator
Net-formation ratio
32.86%OI change ÷ volume

Bound-first attribution

Side partitions & lower bounds

Each raw bound is max(0, OI change − (volume − side volume)). A positive value is the minimum net formation forced into that quote-side bucket.

Ask
34Raw lower bound: 0
Bid
19Raw lower bound: 0
Mid
17Raw lower bound: 0
Neutral
0Raw lower bound: 0
Clean ask
0Side volume after allowing all flagged structure to contaminate this bucket
Clean bid
0Side volume after allowing all flagged structure to contaminate this bucket

Conservative allowance

Flagged structure

The clean dominant-side bound allows every flagged contract to contaminate that side. Because flags can overlap, their sum is capped at daily volume.

Multileg
29Flags may overlap
Stock multileg
0Flags may overlap
Cross
0Flags may overlap
Floor
0Flags may overlap
Clamped structure allowance
29Sum capped at total volume

Context only

Intraday corroboration

Minute clustering, premium, and IV describe the tape. They cannot create or increase a mathematical bound.

Active minutes
20Returned minute buckets
Largest minute
1014.29% of daily volume
Ask/bid premium imbalance
+28.06%Positive is ask-premium led
IV range
44.99% – 46.68%Descriptive only
Daily reconciliation
ReconciledMinute side totals versus daily side totals

Interpretation boundaries

What this report cannot verify

Motive and identity remain unknown

These aggregates cannot distinguish speculation, hedging, overwriting, participant capacity, or verified open/close labels.

Conditional dealer mechanics

If a dealer was the counterparty, carried this position without portfolio offsets, and delta-hedged it, the mechanical scenario could require the dealer to buy underlying. This is not verified flow.

Reason codes confirmed_net_formation side_bias_only