Smart Money & Options Intel
SPY
Three-in-one intel view: Option Probability (lognormal terminal-price model), Max Pain (dealer pin map from open interest), and Institutional 13F (latest reported positions from Goldman, JPMorgan, Jane Street, Citadel, Susquehanna, Renaissance — with quarter-over-quarter deltas).
$746.74
6/18/2026, 8:00:00 PM
Option Probability · risk-neutral / model-implied
SPY Option Probability
Lognormal terminal-price model. Approximation only — not a guaranteed forecast and not investment advice. Volatility source: Historical volatility fallback, not live options IV.
Prob. above target
85.14%
Prob. below target
14.86%
Expected move
±17.20 (2.3%)
Days to expiry
8
σ (annual)
15.55%
1σ low
730.27
1σ high
764.68
2σ low
713.65
2σ high
782.49
Model: lognormal terminal-price model with drift μ = ln(S₀) + (r − q − ½σ²)T and std σ√T. Probabilities are risk-neutral and shift with assumed IV, rate, and dividend yield. They are not guaranteed forecasts and do not constitute investment advice.
SPY Max Pain · 2026-06-26
The strike where total option writer payout (call + put) is minimized at expiration — i.e. where dealers would prefer the stock to settle. Convergence is a tendency, not a guarantee; treat it as one piece of structural evidence alongside flow and catalysts.
Options chain unavailable for SPY (Yahoo blocked or no listed expiries). ConfigureIBKR_BASE_URL orPOLYGON_API_KEY to enable Max Pain.
SPY 大机构持仓扫描
On-demand 拉取 Goldman Sachs、JPMorgan、Jane Street、Citadel 等最新公开 13F。注意：13F 是季度披露， 不是实时仓位；它回答“这些大机构上一季公开报了什么”，不是“此刻正在买卖什么”。