7M5W weekly read + monthly 202608
Spot 986.72 Δ -2.06%
Foreign BUYS calls @1072-1075 vs Dealer. (SQ pending — pass --settle for the ITM/OTM outcome.)
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Spot path & settlements
K200 daily spot with weekly SQ prints and any circuit breaker.
Front weekly · CALL ladder (expiry-eve)
Foreign vs Dealer vs Retail net premium by strike. Deep-ITM (>70pt) isolated.
Front weekly · Foreign CALL net by strike, per day
Book migration as spot moved. Blue = bought, red = sold. Black line = spot.
Front weekly · PUT ladder
Crash-tail and near-money put positioning.
Monthly · CALL net — party totals
The durable book. Dashed gold = weekly SQ dates.
Monthly · PUT net — party totals
Green = foreign crash-tail (OTM puts).
Monthly · latest ladders (near-money)
Far-OTM walls excluded from the near-money window.
Layering · Weekly-M vs monthly — PUTs
The monthly holds the deep tail; the live Weekly-M lays a nearer, shorter-dated layer on top.