Oyamori Daily Brief: OPEN Edition | 2026-08-14 09:45 ET

Validity Window: Valid until 11:30 ET

778.48 (+0.08%)
SPY
733.95 (+0.26%)
QQQ
303.65 (+0.05%)
IWM
14.59
VIX

1. Opening Range (OR) & Trend Verdict

Analysis Period: 09:30 - 09:45 ET

Symbol OR High OR Low Current Price Verdict State
SPY 778.58 777.66 778.48 INSIDE WAIT
QQQ 734.09 731.72 733.95 INSIDE WAIT
IWM 303.78 302.74 303.65 INSIDE WAIT
TSLA 347.80 342.01 347.56 INSIDE WAIT
ADBE 273.40 262.87 263.28 INSIDE WAIT

Trend Call: NO TREND YET Conviction: N/A Recheck Trigger: 5m candle close outside OR boundaries for SPY/QQQ.

2. Quantitative Intraday Report

VWAP & Flow Analysis

Symbol | VWAP [synth] | Price | Position | Buy % [synth] | RVOL [synth]
SPY | 778.09 | 778.48 | ABOVE | 48.9% | 0.64
QQQ | 733.08 | 733.95 | ABOVE | 40.5% | 0.53
IWM | 303.32 | 303.65 | ABOVE | 52.4% | 0.78
TSLA | 345.61 | 347.56 | ABOVE | 50.4% | 1.46
ADBE | 266.96 | 263.28 | BELOW | 52.6% | 0.99
  • Interpretation: Indices (SPY, QQQ, IWM) are trading above VWAP [synth·09:44 ET], suggesting a slight bullish bias in the auction process. However, RVOL is consistently below 1.0 (except TSLA), indicating low institutional conviction during the open.
  • Anomaly: ADBE exhibits a sharp breakdown, trading significantly below VWAP [synth·09:45 ET] with RVOL near 1.0, signaling active distribution.

Breadth Confirm

  • S&P500 Proxy: 11/16 symbols in universe are positive [tradier·09:45 ET].
  • Interpretation: Breadth is marginally positive, but the lack of a clear OR break suggests a "balanced" state.

3. Symbol Deep Dives

$TSLA (High Relative Activity)

  • Context: Strongest relative performance (+2.24% [tradier·09:45 ET]) and highest RVOL (1.46 [synth·09:45 ET]).
  • State: WAIT $\rightarrow$ READY if price breaks $348.77 (Day High).
  • Risk: Fast move from open $342.33 to $348.77 creates a potential gap/vacuum.

TSLA 5m Opening Flow

$ADBE (Bearish Distribution)

  • Context: Severe underperformance (-2.67% [tradier·09:45 ET]).
  • Order Flow: Price crashed from open $273.22 to $263.28 within 15 minutes.
  • Support: Immediate support zone at $262.01 (Score 3 [analysis.sr·09:48 ET]).
  • Hypothesis: If $262.01 fails, the next liquidity pool is $256.31.

ADBE 5m Opening Crash

4. Options Market Positioning

Symbol Exp Move ($) ATM IV % PCR Vol Put Walls Call Walls
SPY 2.15 9.9% 0.95 770.0 780.0
QQQ 3.41 16.2% 0.83 730.0 735.0
IWM 1.24 13.4% 1.12 300.0 304.0
ADBE 4.52 93.7% 1.67 262.5 260.0
  • Interpretation:
    • SPY/QQQ: PCR Volume near 1.0 and tight Expected Move suggest dealers are neutral/hedged.
    • ADBE: Extreme IV (93.7% [tradier·09:47 ET]) and high PCR Vol (1.67) confirm a volatility spike and aggressive put buying.
  • Limitation: Sweep/block detection is not available; PCR reflects aggregate volume only.

5. Execution Matrix

⚠️ WARNING
NO-TRADE ZONE: Indices are currently in "Inside Range" (Chop). Avoid directional bets until OR break.
Setup Context Trigger Confirmation Invalidation Risk
SPY Long Hold VWAP 778.09 Close > 778.58 RVOL > 1.0 Close < 777.66 Low
ADBE Short Distribution Retest $264-266 & Fail Lower High on 5m Close > 266.96 High (IV)

State Machine:

  • Indices: WAIT $\rightarrow$ READY (when price $\notin$ [OR_Low, OR_High])
  • ADBE: READY (Short) $\rightarrow$ TRIGGERED (on bearish rejection of VWAP 266.96)