Intraday Brief·SPY·April 23, 2026

SPY PUT +$3.88 (+55F) — volatility expanded, caught the drop clean.

You entered SPY PUT at 11:35am $711.80 and got out at 2:10pm $707.93 for +$3.88 (+55F) over a 2h 35m hold, with bands widening after entry (volatility expansion). The move got confirmed as options flow flipped to puts at 11:50am, sellers stayed in charge with bearish momentum, and the bearish volume anchor was already sitting above the opening range high into the trade.

SPY put buyers got paid from a $711.80 entry at 11:35 AM to a $707.93 exit at 2:10 PM, banking $3.88 over a 2 hour 35 minute hold with a solid $1.50 per hour. Z3 lit up bearish at 11:45 AM, just two bars after entry, then stayed hot with 10 favorable cape bars and a peak read of -8.00, so momentum showed up fast and stayed heavy. Options flow started call-dominant, then flipped bearish at 11:50 AM and stayed that way into the close, while the $710.00 call wall sat overhead as a clean ceiling. Volatility expanded one bar after entry, sellers took control by 11:45 AM, and the short had structure behind it with a fresh bearish volume anchor from 11:30 AM above the opening range high and no bullish support line underneath.

Verdict: this was a clean, efficient put hold with low theta risk, tiny heat, and enough follow-through to justify sitting in it even after giving back a chunk from the $9.46 max win.

April 23, 2026 · Entry 11:35am → Exit 2:10pm · +$3.88 · Z3Gamma
Trade Data
INITIAL E1
KYROPUT [EXEC] entered at 11:35am at $711.80 and exited at 2:10pm at $707.93. Total profit +$3.88 (+55.0F). MFE +$9.46. MAE was -$0.36. Duration: 2h 35m. Profit-per-hour: +$1.50/hr — acceptable efficiency for duration held.
COMMANDERBear MIDAS anchor at 11:30am. 1 bar before entry. anchored in the above IB high. no bull MIDAS below. 3 knights.
VOLATILITYgreen bishop (BBW expansion) and purple bishop (STD expansion) both active at 11:40 am (1 bar after entry) — crown bishop. Bands are widening.
KINGDOMKijun crossed below at 12:00 pm, 5 bars after E1. Peak MFE: 117F. Kijun ended at -62F (price above).
PROFILEE1 fired in the above IB high. Price has moved to the below IB low. At entry: POC (-20.0F) was above entry, VPOC (-60.0F) was above entry.
Z3Z3 bearish cape activated at 11:45 am, 2 bars after E1. 10 favorable bars, 12 total cape bars during the trade. Peak Z3: -8.00.
GEXCall wall $710.00, put wall $0.00.
OPTION FLOWAt E1: Call dominant (crossed call at 10:55 AM). Flipped to Put at 11:50 AM during the trade — eye active at exit.
BAND THETAAIR — bands expanding at entry (width+59.8°). Theta low.
DMIDMI compressed within 7 bars of entry (2 compression bars). DI- won at 11:45 am, 2 bars after entry.