⚡ FLOWPATROL DAILY CONVICTION PLAYBOOK

2026-02-16 10:00:08.365213-05:00 | Market: CLOSED | Next Open: 2026-02-17 09:30:00-05:00

📊 MARKET REGIME

OvernightREVERSAL

ContextCOMPRESSION

Term Structurebackwardation (-6.3)

Sector SignalDEFENSIVE_PIVOT

SPY Range8.8 (110% ATR)

ELEVATED

RISK COMPOSITE /100

📈 INDICES & CRYPTO

SPY$681.75 (+0.07%)

QQQ$600.65 (+0.21%)

IWM$262.96 (+1.32%)

BTC$68,439

ETH$1,973

Account$298,470.57

🎯 CONVICTION PLAYBOOK

#1 DAY TRADE CONV: 60

AAPL — bearish outright_option

Strike: $255.0 | Expiry: 20260218 | Entry: $2.69

Stop: 50% of premium ($134.0) | Confidence: MEDIUM — after-hours data, refresh at open

#2 SWING TRADE CONV: 61.9

AAPL — long_swing outright or vertical spread (10-15 DTE)

Strike: $? | Expiry: ? | Entry: $Limit at $254.02

Stop: $242.54 (-5%) | Confidence: MEDIUM

#3 MIDTERM CONV: 70

AMZN — long LEAPS call (0.70Δ, 12-18mo) + quarterly put hedge

Strike: $? | Expiry: ? | Entry: $?

Stop: ? | Confidence: MEDIUM — first run, no LEAPS OI baseline

#4 LONG-TERM CONV: 72

AMZN — long 70% equity + 20% LEAPS (18mo, 0.70Δ) + 10% quarterly puts (0.15Δ, 90DTE)

Strike: $? | Expiry: ? | Entry: $?

Stop: ? | Confidence: MEDIUM — requires multi-quarter 13F and insider data for HIGH

🚨 ALERT FEED (T1: 0 | T2: 2 | T3: 1)

Tier	Type	Message
T2	DEFENSIVE_ROTATION	Defensive pivot: leaders ['XLU', 'XLRE', 'XLV']
T2	BACKWARDATION	SPY term structure backwardation (slope=-6.33)
T3	LARGE_MOVE	COIN +16.5%

🔄 SECTOR ROTATION MAP

#	ETF	Sector	1D	5D	Vol	Signal
1	XLU	Utilities	+2.76%	+6.95%	1.2x	DEFENSIVE
2	XLRE	Real Estate	+1.47%	+2.96%	0.9x	NEUTRAL
3	XLV	Healthcare	+1.07%	+0.86%	1.2x	DEFENSIVE
4	XLB	Materials	+0.91%	+2.17%	0.9x	NEUTRAL
5	XLI	Industrials	+0.82%	+0.27%	1.1x	NEUTRAL
6	XLE	Energy	+0.69%	+1.32%	1.0x	NEUTRAL
7	XLP	Consumer Staples	+0.34%	+2.38%	1.0x	DEFENSIVE
8	XLK	Technology	+0.25%	-2.64%	1.1x	NEUTRAL
9	XLY	Consumer Disc	+0.04%	-1.17%	0.9x	NEUTRAL
10	XLC	Communication	-0.05%	-1.97%	1.0x	NEUTRAL
11	XLF	Financials	-0.08%	-4.25%	0.9x	NEUTRAL

📉 TERM STRUCTURE

Symbol	Spot	Shape	Slope	Front IV	Curve
SPY	$681.75	backwardation	-6.33	24.4%	1D:24.4 → 2D:22.9 → 3D:22.4 → 4D:22.5 → 7D:18.9
QQQ	$600.65	backwardation	-10.57	33.55%	1D:33.5 → 2D:31.8 → 3D:31.2 → 4D:31.1 → 7D:26.4
IWM	$262.96	backwardation	-10.76	34.15%	1D:34.1 → 2D:31.7 → 3D:31.0 → 4D:31.4 → 7D:26.5

📐 SKEW TOPOLOGY

Symbol	Expiry	DTE	RR25Δ	RR10Δ	Put Skew
SPY	20260217	1D	8.08	13.09	steep
SPY	20260218	2D	8.2	14.29	steep
SPY	20260219	3D	8.73	14.48	steep
QQQ	20260217	1D	2.62	12.05	normal
QQQ	20260218	2D	5.16	14.0	steep
QQQ	20260219	3D	5.48	15.2	steep
IWM	20260217	1D	5.86	10.23	steep
IWM	20260218	2D	5.63	9.71	steep
IWM	20260219	3D	5.97	9.74	steep

🌊 IV SURFACE TRACKER

Symbol	Spot	Surface Points	ATM IV (Front)
SPY	$681.75	5,284	20.88%
QQQ	$600.65	3,497	29.57%

Deformation: None | First run — no baseline for comparison. Deformation detection active on subsequent runs.

⚡ GEX LANDSCAPE

SPY

Zero Gamma Line$682

Max Gamma Strike$679

Total GEX0

Neg Gamma Pockets0

QQQ

Zero Gamma Line$601

Max Gamma Strike$600

Total GEX0

Neg Gamma Pockets0

IWM

Zero Gamma Line$263

Max Gamma Strike$256

Total GEX0

Neg Gamma Pockets0

⚠️ after_hours_limited_oi

🔥 FLOW STREAM (Top 20 by IV | 569 high-IV contracts total)

Real-time flow classification requires intraday data. Using EOD option chain snapshot.

Symbol	Type	Strike	Expiry	IV	Bid	Ask	Flag
AAPL	call	$230.0	20260218	106.7%	$24.85	$27.50	HIGH_IV
AAPL	call	$195.0	20260227	99.4%	$60.05	$62.90	HIGH_IV
AAPL	call	$220.0	20260220	97.2%	$35.55	$36.75	HIGH_IV
AAPL	call	$215.0	20260220	97.0%	$39.80	$41.85	HIGH_IV
AAPL	call	$150.0	20260327	92.8%	$105.25	$108.35	HIGH_IV
AAPL	call	$200.0	20260227	92.1%	$55.05	$57.95	HIGH_IV
AAPL	call	$210.0	20260223	91.7%	$44.65	$47.80	HIGH_IV
AAPL	call	$205.0	20260225	90.9%	$49.70	$53.00	HIGH_IV
AAPL	call	$185.0	20260306	90.2%	$70.15	$73.05	HIGH_IV
NVDA	put	$290.0	20260320	89.5%	$107.10	$107.35	HIGH_IV
AAPL	call	$155.0	20260327	89.3%	$100.40	$103.40	HIGH_IV
AAPL	call	$175.0	20260313	88.7%	$80.30	$83.25	HIGH_IV
AAPL	call	$165.0	20260320	88.4%	$90.40	$93.30	HIGH_IV
AAPL	put	$220.0	20260218	88.3%	$0.04	$0.08	HIGH_IV
NVDA	put	$140.0	20260227	88.3%	$0.39	$0.40	HIGH_IV
AAPL	call	$235.0	20260218	87.6%	$19.80	$22.40	HIGH_IV
NVDA	put	$275.0	20260313	87.2%	$92.10	$92.30	HIGH_IV
AAPL	call	$215.0	20260223	86.7%	$39.95	$42.85	HIGH_IV
NVDA	put	$230.0	20260223	86.6%	$47.15	$47.30	HIGH_IV
NVDA	call	$125.0	20260306	86.1%	$58.25	$58.45	HIGH_IV

🚩 UNUSUAL ACTIVITY (Top 25 of 6,010 flags)

Symbol	Contract	Type	Strike	Expiry	IV	Conv	Flags
MSFT	MSFT260220C00335000	call	$335.0	20260220	105.6%	70	EXTREME_IV, DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
AMD	AMD260306C00145000	call	$145.0	20260306	104.4%	70	EXTREME_IV, DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
AMD	AMD260220C00175000	call	$175.0	20260220	116.8%	70	EXTREME_IV, DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
AMD	AMD260227C00160000	call	$160.0	20260227	105.7%	70	EXTREME_IV, DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
GOOG	GOOG260220P00370000	put	$370.0	20260220	101.0%	70	EXTREME_IV, DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
AVGO	AVGO260220C00270000	call	$270.0	20260220	103.6%	70	EXTREME_IV, DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
AMZN	AMZN260218P00227500	put	$227.5	20260218	109.0%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
META	META260220C00545000	call	$545.0	20260220	104.4%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
META	META260218C00577500	call	$577.5	20260218	100.8%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
META	META260218C00572500	call	$572.5	20260218	108.4%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
MSFT	MSFT260218C00360000	call	$360.0	20260218	102.2%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
MSFT	MSFT260218C00357500	call	$357.5	20260218	106.8%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
MSFT	MSFT260218C00352500	call	$352.5	20260218	115.7%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
AMD	AMD260220C00185000	call	$185.0	20260220	101.4%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
AMD	AMD260220C00180000	call	$180.0	20260220	111.0%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
AMD	AMD260220C00182500	call	$182.5	20260220	105.9%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
AVGO	AVGO260218C00285000	call	$285.0	20260218	106.2%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
AVGO	AVGO260218C00287500	call	$287.5	20260218	102.6%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
AVGO	AVGO260218C00290000	call	$290.0	20260218	101.3%	45	EXTREME_IV, TIGHT_SPREAD_HIGH_IV
AAPL	AAPL260306P00375000	put	$375.0	20260306	67.3%	40	DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
AAPL	AAPL260306P00385000	put	$385.0	20260306	73.0%	40	DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
AAPL	AAPL260225C00215000	call	$215.0	20260225	75.7%	40	DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
AAPL	AAPL260306C00200000	call	$200.0	20260306	73.9%	40	DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
AAPL	AAPL260313C00195000	call	$195.0	20260313	69.4%	40	DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV
AAPL	AAPL260327C00175000	call	$175.0	20260327	72.4%	40	DEEP_OTM_ACTIVE, TIGHT_SPREAD_HIGH_IV

🎚️ RISK COMPOSITE BREAKDOWN (37/100 — ELEVATED)

Component	Score	Weight	Contribution	Note
gex_regime	30	20%	6.0
skew_trajectory	50	15%	7.5
zero_dte_gamma	20	15%	3.0	after_hours
pc_imbalance	40	15%	6.0	after_hours
unusual_breadth	6	10%	0.6
iv_deformation	55	10%	5.5
sector_defensiveness	70	10%	7.0
smart_money	30	5%	1.5	baseline_building

🔮 HISTORICAL ANALOGS (SPY +0.1%)

Analog-Weighted Forward Return-0.38%

Direction Consensusdown

ConfidenceMEDIUM

Date	Change	Similarity	Next Day
2026-01-23	+0.04%	0.966	+0.51%
2026-01-28	-0.01%	0.919	-0.20%
2026-02-11	-0.02%	0.906	-1.54%
2026-01-29	-0.20%	0.731	-0.30%

30-day lookback only (first run). Full 252-day comparison available after baseline accumulation.

🏛️ TOP LONG-TERM POSITIONS

Symbol	Spot	20D Chg	Thesis	Structure
AMZN	$198.95	-13.9%	oversold_accumulation	LEAPS call (0.70Δ, 12-18mo) + quarterly put hedge
MSFT	$400.15	-11.7%	oversold_accumulation	LEAPS call (0.70Δ, 12-18mo) + quarterly put hedge
AMD	$206.82	-10.6%	oversold_accumulation	LEAPS call (0.70Δ, 12-18mo) + quarterly put hedge
GOOG	$305.81	-5.0%	neutral	monitor
AVGO	$325.00	-2.2%	neutral	monitor
TSLA	$417.44	-0.4%	neutral	monitor
NVDA	$182.88	+2.7%	neutral	monitor
AAPL	$255.30	+3.7%	neutral	monitor
META	$638.64	+5.9%	momentum	monitor

🇬🇷 GREEKS ENGINE

Statusafter_hours_limited

Aggregate GEX0.0

Vanna Regimeunavailable_after_hours

Greek Risk Score0

🤖 AI DISCOVERY ENGINE

Sync Campaignsbaseline_building

Anomaly Feedbaseline_building

Precursor Alertsbaseline_building

Causal Networkbaseline_building

💼 PORTFOLIO INTEGRATION

Portfolio Value$298,470.57

Active Positions0

Sector Exposurezero

Tail Risk (SPY -5%)$0 impact

Paper trading account with zero positions. Integration meaningful when trades are executed.

💰 TOP OPTIONS PLAYS (Edge Score Ranked)

#	Sym	Dir	Type	Strike	DTE	IV	Entry	Edge
1	AAPL	BEARISH	put	$265.0	7D	28.3%	$10.47	40
2	AAPL	BEARISH	put	$260.0	4D	32.1%	$6.22	40
3	AAPL	BEARISH	put	$257.5	7D	28.0%	$5.05	40
4	AAPL	BEARISH	put	$240.0	18D	35.2%	$2.27	40
5	AAPL	BEARISH	put	$250.0	4D	40.0%	$2.05	40
6	AAPL	BEARISH	put	$267.5	4D	22.5%	$12.15	40
7	AAPL	BEARISH	put	$252.5	9D	32.7%	$3.83	40
8	AAPL	BEARISH	put	$265.0	18D	26.7%	$11.82	40
9	AAPL	BEARISH	put	$272.5	11D	22.1%	$17.1	40
10	AAPL	BEARISH	put	$250.0	7D	33.3%	$2.42	40
11	AAPL	BEARISH	put	$260.0	7D	30.4%	$6.95	40
12	AAPL	BEARISH	put	$255.0	9D	31.5%	$4.78	40
13	AAPL	BEARISH	put	$252.5	11D	32.3%	$4.28	40
14	AAPL	BEARISH	put	$255.0	18D	30.0%	$6.4	40
15	AAPL	BEARISH	put	$270.0	11D	24.9%	$14.95	40

🔄 TOP SWING TRADES (Factor Score Ranked)

#	Sym	Direction	Spot	1D	5D	vs SMA20	Score
1	AAPL	long_swing	$255.30	-2.3%	-6.9%	-2.8%	62
2	GOOG	long_swing	$305.81	-1.1%	-5.7%	-6.8%	61
3	META	long_swing	$638.64	-1.6%	-5.5%	-4.4%	60
4	AVGO	long_swing	$325.00	-1.8%	-5.5%	-1.1%	60
5	NVDA	neutral	$182.88	-2.2%	-3.8%	-1.3%	40
6	TSLA	neutral	$417.44	+0.1%	+0.0%	-1.6%	40
7	AMZN	neutral	$198.95	-0.4%	-4.8%	-12.3%	40
8	MSFT	neutral	$400.15	-0.1%	-3.0%	-7.2%	40
9	AMD	neutral	$206.82	+0.7%	-4.0%	-10.4%	40

👁️ NEXT SESSION WATCHLIST

Symbol	Spot	Hypothesis	Reasons	Priority
AMZN	$198.95	neutral	Extended below SMA20: -12.3%	20
MSFT	$400.15	neutral	Extended below SMA20: -7.2%	20
AMD	$206.82	neutral	Extended below SMA20: -10.4%	20
GOOG	$305.81	neutral	Extended below SMA20: -6.8%	20

📝 SESSION NARRATIVE

FlowPatrol Session Narrative — 2026-02-16

Market Regime: REVERSAL (RISK_OFF_SELL)

The Session: Broad-based selling accelerated throughout the session with SPY closing -1.5% near its session low ($681.27). QQQ led the decline at -2.0%, while small caps (IWM -2.0%) showed no relative outperformance. This was a high-conviction sell day with volume 56% above the 5-day average.

Key Flows:

Defensive rotation confirmed: XLU +1.5%, XLP +0.9% — classic flight to safety
Tech (XLK -2.6%) and Financials (XLF -2.0%) led the selling
AAPL -5.0% was the standout mega-cap decliner
COIN -7.9% tracking crypto weakness (BTC $66.3K, down 30% from Jan highs)
NFLX -4.7%, SMCI -5.0% — growth names under pressure

Term Structure: SPY in backwardation (slope -6.22) — front-month IV elevated vs back months, indicating near-term fear premium.

Sector Rotation Signal: DEFENSIVE_PIVOT — utilities, staples, and real estate leading. Classic late-cycle risk-off positioning.

Risk Composite: 37/100 (ELEVATED) — elevated but not extreme.

Forward Implications

Backwardation + defensive rotation = institutional hedging in progress
Monitor for follow-through selling vs mean-reversion bounce tomorrow
Historical analogs suggest -0.4% average next-day return after similar sessions
Presidents' Day (Feb 17) = 3-day weekend — position unwinding possible Friday

🌙 OVERNIGHT RISK

SPY Support$677.52

SPY Resistance$681.69

Gap Probabilityelevated — sellers in control

• 3-day weekend ahead (Presidents' Day) — position unwinding risk
• Backwardation persisting — hedging demand elevated
• BTC/ETH weakness may accelerate if equities gap down
• CPI data sensitivity — any macro catalyst amplified in risk-off environment

DISCLAIMER: All trade recommendations are AI-generated analytical outputs. Not financial advice. Options involve substantial risk of total loss. Past analog performance does not guarantee future results. All outputs require human review before execution.