| Engine | Source | Signal | Lead | Strength |
|---|---|---|---|---|
| CALENDAR | EIA Storage Report Calendar | EIA Natural Gas Storage Report TOMORROW (Thursday 10:30 AM ET). Highest volatility catalyst of the week. Consensus vs actual determines direction — check Weather engine for forecast. Strategy: position BEFORE open Thursday, not after number. | 1d |
85 · NEUTRAL
|
| WEATHER | NOAA Weather Forecast — HDD | 7-day HDD forecast: 50 vs normal 95 (-45 HDD below normal). Warmer-than-normal → demand miss → storage build coming. EIA number will disappoint bulls. | 21d |
83 · BEAR
|
| LNG_EXPORT | LNG Arb — TTF vs Henry Hub Spread | TTF: $27.96/mmBtu vs Henry Hub: $2.96/mmBtu (ratio: 9.4x). Europe paying 3x+ → every available LNG molecule exported → domestic supply tightens → Henry Hub must rise 2-4W. | 21d |
82 · STRONG_BULL
|
| STORAGE_FUNDAMENTAL | EIA Storage — Well Above 5Y Average | Storage at 3724 BCF = 31.5% ABOVE 5Y average (2833 BCF). Significant supply cushion suppresses price. Bears in control until deficit develops — could take entire injection season. | 30d |
82 · STRONG_BEAR
|
| STORAGE_WHISPER | Storage Whisper Model — EIA Surprise Forecast | Own storage model estimates: +689 BCF (seasonal base: -55 BCF). Bullish build surprise of 744 BCF vs normal. Confidence: MEDIUM. Driver: weather adj=+13 BCF | prod adj=+730 BCF. | 21d |
82 · BEAR
|
| POWER_BURN | PowerBurn Engine — EIA monthly data | Gas-fired generation: 160 GW vs seasonal normal 92 GW (+68 GW / +74%). Power sector burning more gas than weather model implies. Implied extra demand: +0.51 BCF/day above normal. | 21d |
82 · BULL
|
| LNG_FEEDGAS | LNG Arb — JKM Netback Open | JKM proxy: $26.91/mmBtu | Henry Hub: $2.96 | Netback: +$20.45/mmBtu after shipping. Asian LNG arb wide open — every available US cargo gets exported. Structural export demand locked in for 3-6 months (cargo bookings made now). | 21d |
78 · STRONG_BULL
|
| BASIS | Henry Hub Basis (Cash vs Futures) | Henry Hub cash ($2.630) at -11.2% DISCOUNT to NYMEX ($2.963). Physical oversupply — futures must converge DOWN. Bearish resolution in 1-5 days. | 21d |
75 · BEAR
|
| GWDD | GWDD Engine — 7-Day Forecast | GWDD -32 vs normal (7d). Warmer than normal across gas-demand regions. Storage build premium incoming: ~13 BCF above seasonal. | 21d |
73 · BEAR
|
| OPTIONS | UNG Options — PCR Contrarian | PCR = 0.47 (complacency — everyone buying calls). Crowded bullish options = sell signal. Market often punishes crowd. | 21d |
68 · BEAR
|
| PRE_DISCLOSURE | SEC EDGAR — Producer Hedging Activity | 12 major NG producers (EQT, RRC, CTRA, CHK) filed recent 10-Q with hedging disclosures. When insiders lock in prices at scale, they don't expect higher prices. Bearish commercial view — 30-90 day lead. | 45d |
65 · BEAR
|
| PIPELINE_BASIS | Pipeline Basis — Dominion South (Appalachian) | Dominion South at premium to HH (+4.59). Appalachian gas being pulled to Henry Hub — tight northeast supply. Mild bullish: regional tightness flowing through to HH. | 21d |
62 · BULL
|
| OPTIONS | UNG Options — Max Pain | Max pain at $9.00 UNG (-3.1% from current). Price gravitates toward max pain by expiry (2026-11-04). Options sellers control price pinning near this level. | 21d |
60 · BEAR
|
| CALENDAR | FOMC Meeting Calendar | FOMC meeting 2026-11-04 (0d away). Fed rate decision → DXY reaction → commodity reprice. Hawkish surprise = DXY up = NG headwind. Dovish/pause = DXY down = commodity tailwind. | 0d |
60 · NEUTRAL
|
| SILENCE | UNG Short Interest — Low (Complacency) | UNG short interest only 0.0% of float. Low short interest = everyone already bullish. Little short-covering fuel. Rally may be exhausted. | 21d |
55 · BEAR
|
| PIPELINE_BASIS | Pipeline Basis — Waha Hub (Permian) | Waha at -1.02 to HH. Mild takeaway pressure in Permian. Some stranded gas but not extreme. Watch for widening. | 21d |
50 · NEUTRAL
|
optcore/nse_iv_snapshot.py accrues ~6-12mo of chain data; the cards below carry the synthetic-IV-only verdict.| Ticker | Structure | n | Win% | Mean ₹ | Total ₹ | Sharpe | Pass | Verdict |
|---|---|---|---|---|---|---|---|---|
| AXISBANK | long_call | 9 | 44.4% | ₹-1,352 | ₹-12,170 | -2.46 | 0/5 | FRAGILE |
| AXISBANK | short_straddle | 9 | 44.4% | ₹-7,000 | ₹-62,999 | -9.46 | 1/5 | FRAGILE |
| HDFCBANK | long_call | 16 | 50.0% | ₹+1,196 | ₹+19,137 | +1.68 | 1/5 | FRAGILE |
| HDFCBANK | short_straddle | 16 | 62.5% | ₹+2,339 | ₹+37,421 | +3.55 | 2/5 | MARGINAL |
| ICICIBANK | long_call | 8 | 50.0% | ₹+1,501 | ₹+12,011 | +1.50 | 1/5 | FRAGILE |
| ICICIBANK | short_straddle | 8 | 37.5% | ₹-6,745 | ₹-53,964 | -6.49 | 0/5 | FRAGILE |
| INFY | long_call | 19 | 47.4% | ₹+5,071 | ₹+96,352 | +4.83 | 0/5 | FRAGILE |
| INFY | short_straddle | 19 | 31.6% | ₹-11,055 | ₹-210,046 | -11.61 | 1/5 | FRAGILE |
| RELIANCE | long_call | 16 | 18.8% | ₹-1,985 | ₹-31,759 | -2.95 | 1/5 | FRAGILE |
| RELIANCE | short_straddle | 16 | 43.8% | ₹-5,178 | ₹-82,854 | -9.16 | 1/5 | FRAGILE |
| SBIN | long_call | 18 | 50.0% | ₹+4,273 | ₹+76,909 | +1.79 | 0/5 | FRAGILE |
| SBIN | short_straddle | 18 | 27.8% | ₹-15,143 | ₹-272,571 | -8.54 | 0/5 | FRAGILE |
| TATAMOTORS | long_call | — | — | — | — | — | — | FETCH_ERROR |
| TATAMOTORS | short_straddle | — | — | — | — | — | — | FETCH_ERROR |
| TATASTEEL | long_call | 7 | 42.9% | ₹+5,473 | ₹+38,310 | +3.05 | 0/5 | FRAGILE |
| TATASTEEL | short_straddle | 7 | 14.3% | ₹-15,110 | ₹-105,769 | -16.88 | 1/5 | FRAGILE |
| TCS | long_call | 16 | 31.2% | ₹+1,143 | ₹+18,291 | +1.25 | 1/5 | FRAGILE |
| TCS | short_straddle | 16 | 31.2% | ₹-5,202 | ₹-83,236 | -10.47 | 1/5 | FRAGILE |
ng_data/optcore_nifty_vrp_audit.json. The corresponding GHA workflow will produce it on the next run.ng_data/optcore_universe_audit_report.json. The corresponding GHA workflow will produce it on the next run.ng_data/optcore_nifty_backtest_report.json. The corresponding GHA workflow will produce it on the next run.