Options-Implied Price Map
Model sees a strong downward drift; 50% of outcomes between 744.05 and 760.67 at the 5-day horizon; dealer wall at 770 acts as resistance; put wall at 770 acts as support.
strong downward drift
- 5D median
- 752.36
- 50% interval
- 744.05 – 760.67
- 90% interval
- 736.57 – 772.63
- 90% width
- 4.8%
Statistical distribution from realized vol. Dealer-positioning levels are open-interest-based estimates; the market-implied Q density and informed-flow layers remain separate model gates. Model distribution — not a predicted path (hurricane-cone semantics).
Overlay Status
- Call wall
- 770
- Put wall
- 770
- Gamma flip
- 768.46
Estimated from open interest under the naive convention (call gamma positive, put gamma negative). Open interest does not reveal dealer inventory — positioning confidence is LOW (research doc §14).
How to Read This Map
1 · Probability field
The ladder above: wider bars = more uncertainty, and uncertainty grows with time — like the cone around a hurricane forecast.
2 · Dealer pressure
Market makers hedge their option books as price moves. When they are long gamma their hedging dampens moves (mean reversion, pinning); when short gamma it amplifies them (momentum, breakouts). Positioning levels estimate where those regimes sit — they shape the path, they do not set the destination.
3 · Informed flow
Some option trades carry information — buyer-initiated opening positions ahead of news. We classify flow by direction, size, moneyness and persistence rather than “$3M of calls = bullish”. Source pending — the honest chip on the left stays until a compliant feed exists.
Polymarket · Macro Expectations
Crowd read
See where probability is most concentrated, where the crowd remains split, and what repriced most over the past day.
All market contracts13 tracked
| Contract | Tracked outcome | 24h | Volume |
|---|---|---|---|
| Will no Fed rate cuts happen in 2026? ↗ | Yes 97% | -0.6 pp | $9.3M |
| Will 1 Fed rate cut happen in 2026? ↗ | Yes 1% | -0.8 pp | $3.7M |
| Will 2 Fed rate cuts happen in 2026? ↗ | Yes 0% | No 24h change | $3.5M |
| Will 3 Fed rate cuts happen in 2026? ↗ | Yes 0% | No 24h change | $3.0M |
| Will 4 Fed rate cuts happen in 2026? ↗ | Yes 0% | No 24h change | $2.8M |
| Will 5 Fed rate cuts happen in 2026? ↗ | Yes 0% | No 24h change | $3.0M |
| Will 6 Fed rate cuts happen in 2026? ↗ | Yes 0% | No 24h change | $4.2M |
| Will 7 Fed rate cuts happen in 2026? ↗ | Yes 0% | No 24h change | $3.5M |
| Will 8 Fed rate cuts happen in 2026? ↗ | Yes 0% | No 24h change | $3.3M |
| Will 9 Fed rate cuts happen in 2026? ↗ | Yes 0% | No 24h change | $4.3M |
| Will 10 Fed rate cuts happen in 2026? ↗ | Yes 0% | No 24h change | $5.0M |
| Will 11 Fed rate cuts happen in 2026? ↗ | Yes 0% | No 24h change | $5.3M |
| Will 12 or more Fed rate cuts happen in 2026? ↗ | Yes 0% | +0.1 pp | $4.2M |