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JL
Risk-On · High Vol regime
SPY +0.42% 593.81 VIX 18.4 elevated 10Y 4.28% +3bp DXY 104.2 −0.1%
This week: CPI Wed · FOMC mins Thu · NVDA earnings +6d

Event-vol convergence

24 hits
Names with a near-term catalyst, elevated IV, and confirming flow — ranked by cross-signal conviction.
#TickerThesis · matched criteriaSignal mixConviction
01
NV
NVDA
NVIDIA

Earnings in 6d into elevated IV with dealer gamma flip below spot — classic event-vol convergence with momentum confirmation.

Event ≤ 7d IV rank > 60 GEX flip < spot RVOL > 2× Drift +
eventflowgexvoldrift
LONG
88 conv
02
AM
AMD
Adv Micro

Sympathy setup to NVDA with own earnings catalyst; rising call premium and positive analyst revisions.

Event ≤ 7d IV rank > 60 · GEX flip < spot RVOL > 2× Drift +
eventflowgexvoldrift
LONG
79 conv
03
MU
MU
Micron

Memory-cycle upgrade cycle; unusual options volume and guidance-surprise tone shift in last filing.

· Event ≤ 7d IV rank > 60 GEX flip < spot RVOL > 2× · Drift +
eventflowgexvoldrift
LONG
74 conv
04
AV
AVGO
Broadcom

Custom-silicon demand narrative; institutional 13F accumulation and macro AI-capex tailwind.

· Event ≤ 7d IV rank > 60 GEX flip < spot · RVOL > 2× Drift +
eventflowgexvoldrift
LONG
71 conv
05
SM
SMCI
Super Micro

High event-vol but conflicting signals — bearish disclosure flag offsets flow. Watch, don’t chase.

Event ≤ 7d IV rank > 60 · GEX flip < spot RVOL > 2× · Drift +
eventflowgexvoldrift
NEUTRAL
66 conv
06
IN
INTC
Intel

Negative drift with rate sensitivity and insider selling into a weak guidance setup.

· Event ≤ 7d IV rank > 60 · GEX flip < spot · RVOL > 2× · Drift +
eventflowgexvoldrift
SHORT
58 conv
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