ReflationCurrent RegimeDay 42as of 2026-06-05
Pricing: Jul 16 (intraday)

IREN

$43.00
IV30: 120.3%Rank: 60Regime: Reflation

Research & Monitoring

Squeeze:31WATCHScan: 2026-07-08
F2 Put WallPF7 Positioning SkewPF8 Term BackwardationP
Draft — Unreviewed
IRENDraft
2026-03-13

IREN triple-Core FIRE: 0th pctile short GEX + put trampoline at 35 + call cascade at 45, price reclaiming MA10

IREN is a Bitcoin mining / AI data center infrastructure stock with heavy retail options activity; net dealer GEX sits at the 0th percentile (maximally short gamma), a concentrated put wall at 35 creates a trampoline floor, and 100th percentile call OI above spot with peak concentration at 45 sets a delta-hedging cascade path. Price just reclaimed the 10-day MA at 41.72, triggering F9 (weak — price reclaim only, no HV expansion). Term structure is in severe backwardation (IV7d 1.01 > IV90d 1.02, front-back spread -0.57%). Strike skew slope at the 97th percentile confirms heavy put-side demand. No gex_flip_strike identified — squeeze ceiling unknown, target precision reduced. Reflation regime supports 1.0× sizing.

IV Rank
VRP
Term
F4neutral
Skew-
Catalystcheck calendar
long_calllong

Peak call OI at 45 is the delta-hedging cascade target — 45C captures the reflexive move through the densest gamma band. With no flip strike identified, 45 is the best available mechanical target. 28-42 DTE (Apr 10-24...

Entry: Enter on confirmed hold above 10d MA (41.72). Ideal entry on any pullback toward 40 that holds above put wall influence zone. If price breaks below 39, delay entry.

Risk: No gex_flip_strike means the squeeze ceiling is unknown — the move could stall anywhere above 45 or run further, but target precision is...

long_calllong

Higher-delta, longer-dated 43C in May expiry (49-63 DTE) as a higher-conviction leg. The May 15 expiry shows an earnings volatility bump (+5.6% earn effect in vol surface), which could compound the squeeze. Closer-to-...

Entry: Enter if F9 strengthens (HV expansion or DRMO fires). Acceptable to enter now with half size, add on confirmation.

Risk: Longer DTE means more premium at risk but more time for mechanics to play out. Earnings effect embedded in May options — if earnings are...

IV Rank: 35IV30d: 98.5%Regime: ReflationScore: 73

IV 30d

120.3%

IV 60d

120.7%

IV 90d

118.2%

HV 20d

102.4%

IV Rank

60

IV-HV Spread

17.9%

Term Slope

-2.38

Structure

Backwrd

Skew (Slope)

1.21

RV Forecast

119.1%

IV Term Structure

7d
127.9%
30d
120.3%
60d
120.7%
90d
118.2%
180d
114.0%
365d
110.3%

Historical Volatility Cone

Percentile bands (5/25/50/75/95th) with current HV highlighted

IV & HV Time Series

CONNECTING
IV 30d
IV 60d
HV 20d
IREN Price (right axis)
IV Rank

Vol Surface

25d (OTM put)
40d
ATM
60d
75d (OTM call)
Cal Vol

Skew Profile

Current: 1.21Pctile: 75th25/75: -0.3 / 1.2
Strike Slope (skew)
Curvature (smile)
Mean

Positioning

Call OI: 326,746Put OI: 505,640P/C: 1.55Max GEX: $40

Open Interest by Strike

Call OI
Put OI
Spot

Gamma Exposure (GEX) by Strike

Positive GEX (support)
Negative GEX (resistance)