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OI Formation & Direction

TQQQ · Jul 10, 2026 · $76 put TQQQ260710P00076000

Two-stage assessment

Awaiting settlement

The next trading-day OI observation is not available yet. Tape pressure is provisional.

Initiation evidence
Suggestive tape pressure · Bid-led
Underlying implication
Underlying implication unresolved

Reload after the next trading-day OI observation is published. Current ask/bid pressure is descriptive only.

Settlement arithmetic

Formation window

Source trade date
July 10, 2026Tape session
Baseline OI
7,432OI visible on source date
Settlement observation
PendingNext returned trading row
Settled OI
UnavailableNext observation
OI change
UnavailableSettled minus baseline
Trade-day volume
9,287Bound denominator
Net-formation ratio
UnavailableOI 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
3,401Raw lower bound: Unavailable
Bid
4,660Raw lower bound: Unavailable
Mid
1,226Raw lower bound: Unavailable
Neutral
0Raw lower bound: Unavailable
Clean ask
UnavailableSide volume after allowing all flagged structure to contaminate this bucket
Clean bid
UnavailableSide 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
766Flags may overlap
Stock multileg
0Flags may overlap
Cross
0Flags may overlap
Floor
50Flags may overlap
Clamped structure allowance
816Sum 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
258Returned minute buckets
Largest minute
1,33014.32% of daily volume
Ask/bid premium imbalance
-10.37%Positive is ask-premium led
IV range
45.66% – 576.97%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 settlement_pending side_bias_only