The product's shortlist
Jury direction, options amplitude
Sessions
11
Mean return
-1.42%
vs S&P 500
-1.37%
Verdict
no verdict yet
The hypothesis, as registered
Black-Scholes cannot say which way a stock goes — on a one-session horizon it gives every stock a hair under fifty-fifty. What it can read, inverted on yesterday's option prices, is how far the market expects the stock to travel. If the jury's direction carries any information at all, it is worth most where the expected move is largest; if it carries none, this strategy will show the widest swings and no mean.
The rule
Among the finalists the product's own rule approves (two models bullish), take the one with the largest options-implied one-session move: at-the-money implied volatility from yesterday's close, nearest expiry at least seven days out, times the square root of one trading day. Both legs must be quoted with open interest. Abstains when no approved finalist has a readable chain.
Session by session
| Session | Pick | What the rule read | Return | vs S&P 500 |
|---|---|---|---|---|
| 2026-10-14 | WULFTeraWulf Inc. | options-implied move +5.31% · ATM implied vol +84.28% · expiry 2026-10-23 · models bullish 2 · final score 52.1 | pending | pending |
| 2026-10-13 | NVTSNavitas Semiconductor Corporation | options-implied move +6.12% · ATM implied vol +97.20% · expiry 2026-10-23 · models bullish 2 · final score 53.5 | no price found | — |
| 2026-10-12 | XRPNArmada Acquisition Corp. II | options-implied move +15.44% · ATM implied vol +245.03% · expiry 2026-11-20 · models bullish 3 · final score 60.2 | +1.38% | +1.47% |
| 2026-10-09 | COHRCoherent Corp. | options-implied move +6.95% · ATM implied vol +110.34% · expiry 2026-10-16 · models bullish 2 · final score 56.7 | no price found | — |
| 2026-10-08 | APLDApplied Digital Corporation | options-implied move +7.61% · ATM implied vol +120.78% · expiry 2026-10-16 · models bullish 3 · final score 62.9 | -2.08% | -1.96% |
| 2026-10-07 | FCELFuelCell Energy, Inc. | options-implied move +10.25% · ATM implied vol +162.79% · expiry 2026-10-16 · models bullish 2 · final score 54.0 | -3.49% | -3.68% |
| 2026-10-06 | CRMLCritical Metals Corp. | options-implied move +7.22% · ATM implied vol +114.64% · expiry 2026-10-16 · models bullish 3 · final score 67.3 | -1.08% | -1.20% |
| 2026-10-05 | BFLYButterfly Network, Inc. Class A | options-implied move +8.11% · ATM implied vol +128.68% · expiry 2026-10-16 · models bullish 2 · final score 61.2 | no price found | — |
| 2026-10-02 | LWLGLightwave Logic, Inc. | options-implied move +6.40% · ATM implied vol +101.54% · expiry 2026-10-16 · models bullish 2 · final score 62.0 | +0.71% | +0.83% |
| 2026-10-01 | NBISNebius Group N.V. | options-implied move +5.19% · ATM implied vol +82.45% · expiry 2026-10-09 · models bullish 3 · final score 69.4 | -1.61% | -1.56% |
| 2026-09-30 | MRAMEverspin Technologies, Inc. | options-implied move +6.27% · ATM implied vol +99.47% · expiry 2026-10-16 · models bullish 2 · final score 62.5 | -1.76% | -1.26% |
| 2026-09-29 | IONQIonQ, Inc. | options-implied move +4.89% · ATM implied vol +77.60% · expiry 2026-10-09 · models bullish 3 · final score 69.9 | -4.13% | -3.78% |
| 2026-09-28 | GENIGenius Sports Limited | options-implied move +8.10% · ATM implied vol +128.55% · expiry 2026-10-16 · models bullish 3 · final score 68.9 | -2.69% | -2.33% |
| 2026-09-25 | INFQInfleqtion, Inc. | options-implied move +6.21% · ATM implied vol +98.61% · expiry 2026-10-02 · models bullish 3 · final score 70.0 | +0.28% | -0.06% |
| 2026-09-24 | TRLVTrulieve Cannabis Corp. Subordinate Voting Shares | options-implied move +5.46% · ATM implied vol +86.66% · expiry 2026-10-16 · models bullish 2 · final score 64.5 | -1.13% | -1.54% |
| 2026-09-23 | GRALGRAIL, Inc. | options-implied move +13.97% · ATM implied vol +221.73% · expiry 2026-10-16 · models bullish 2 · final score 72.3 | no price found | — |
| 2026-09-22 | passed | No finalist had a readable option chain this morning. | — | — |