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Market news headlines with LLM impact scoring for Nasdaq-100 / QQQ, plus a market brief of the last hours.

QQQ, SPY, IWM, SMH and the 300 US stocks with the largest dollar turnover today: bid/ask, changes, session volumes.

Quote and intraday chart in real time over the tapes' websockets, the option chain for every expiry and the best deep in-the-money option instead of shares.

TipRanks analyst ratings and price targets of every stock in QQQ, SPY, IWM, SMH, SOXL and SOXS and of the other US stocks in TipRanks' feed of new ratings: new ratings, a page per company and per analyst, each ETF holding consensus and how prices react to ratings.

Storylines of the 50 tracked companies that may come to a head within 1–5 trading days, built by a model from our news feed: what is pending, the chance of a decisive step, the chronology and how the model built each storyline.

US options: live quotes of the most active contracts, price changes, spikes, candidates, the 0DTE selection and a screener.

Live minute chart and experimental historical scenarios of the day's move for QQQ, SPY, IWM, TSLA and NVDA.

Seasonality of S&P 500, Nasdaq 100, Bitcoin, Russell 2000 and more: yearly paths over 1–10 years, average, months.

US market regime: a composite of trend, volatility structure, credit and liquidity, from strong bear to strong bull.

When SPY and QQQ rise: the regular session against the night by year, and what happens inside the session after the pre-market.

Daily comparison chart of the VIX index and volatility ETFs/ETNs, split-adjusted, with optional distributions.

The largest same-day option price spikes: raw-tick NBBO for QQQ, SPY and IWM since 2022, top single names since 2026.

What 2026's 10× late-session 0DTE spikes share: entry price and time, strike distance, the move and how many could be sold.

Every day's price change of QQQ, SPY, IWM and stocks by session or a custom window, and what the move cost in options beforehand.

The full-session range of QQQ, SPY and IWM by year and by season, and the mean price path of each session.

The move in the last hour of the regular session of QQQ, SPY and IWM, by year.

The session's total price path (the sum of minute moves), the pre-market and after-market included, day by day.

How far the price travels from an entry and how often it reverses: barriers, reversals, time of day, realized volatility, IV.

Twelve hypotheses about session volatility, checked by year and by season, with examples.

What the first 30 minutes say about the rest of the day: probabilities, the path, every year and every session.

The mini correction into the close: how often a move pulls back in the last minutes, for the ETFs and 14 large stocks.

How well QQQ's move over a session, a window, the night or the day can be forecast before it starts; checked on 2024–2026.

Deep in-the-money Calls and Puts whose strike plus premium equals the share price, minute by minute and overnight to 09:30.

Index of the published option backtests by theme, each reading only its own frozen, verified snapshot.

The Call or Put whose strike plus premium is the share price: 09:35 → 16:10 or 17:25 the same day, or 16:10 → 09:35 the next day.

Buy before the close the in-the-money Call or Put whose strike plus premium is the share price, and sell it at the next open.

How deep in the money a Call or Put on QQQ, NVDA, MU, TSLA or AMD must be to move like the shares, and what it costs.

OCC open interest of the whole market since 2021 and the option volume of QQQ, SPY, IWM, TSLA and NVDA: how often calls or puts guess the move.

QQQ, SPY or IWM options bought before the close and sold at the next open: Call, Put or both, recalculated in the browser.

The overnight Call/Put test on QQQ over 2023–2026, trading only on nights whose daily RSI is in a chosen range.

QQQ, SPY or IWM 0DTE Call and Put bought at 15:30–15:50 New York, exit at 16:10 or 17:25, recalculated in the browser.

Buy only the Call or only the Put before the close, the side chosen by RSI; QQQ, SPY and IWM, 2022–2026.

Build a timed 0DTE position from separately sized CALL and PUT legs and check every session on archived bid/ask.

Independent daily calculation of a Call + Put pair on QQQ, SPY or IWM: buy or sell, strikes, stop, profit and drawdown.

Hold 100 NVDA shares and write weekly or shorter calls: every premium, every assignment, compared with simply holding.

NVDA covered call that buys the call instead of writing it in the weeks before quarterly reports; opens on the best variant.

Sell a daily call and put and buy an outer call and put as protection: four legs on bid/ask, net premium and drawdown.

Sell a same-day Call + Put and sell more every time the ETF moves through a level; stop on the whole position.

Same-day protected synthetic on QQQ, SPY and IWM: adaptive direction, configurable hedge distance and reversal depth.

When the ETF moves N% within minutes, buy or sell one same-day option with or against the move; where the ETF went next.

QQQ 0DTE call and put sold at 09:35 or 12:00 New York and bought back at the close; the Buy tab tests the long pair.

QQQ late-session CALL and CALL + PUT tests: account curves, cumulative P&L and a daily ledger of quote-based entries and exits.

QQQ calendar straddles: buy the longer straddle, sell the shorter one on the same strike; a $1,000,000 ledger on bid/ask.

The frozen 2026 QQQ adaptive-synthetic rules applied to 2021–2025: data coverage and returns on reused working capital.

TSLA: 100 cheap calls and puts $30 away for four weeks, a straddle sold at the price every week, rolls on $20 moves; 18 variants, bid/ask, by day.

One TSLA call and one put sold at 09:35 or 12:00: same-day expiry, this week's Friday expiry, or held to expiration.

TSLA: 100 long ATM calls and puts for four weeks against weekly short pairs, $1,000,000 start, real bid/ask, 2025–2026.

Bullish, bearish and stable spreads opened on expiry day across eleven tickers, wings 0.5–2%, results by shape and strategy.

Every trade of one ticker: selected contracts, entry and exit bid/ask quotes, commissions and result.

The same spread structures with 5–12 calendar days to expiry, on the same tickers and with the same signal.

Every weekly-option trade of one ticker: contracts, entry and exit bid/ask quotes, commissions and result.

Hold QQQ or SPY from the close to the next open: stock, protective put, synthetics and a call under eight direction rules.

Every night of the overnight backtest: the underlying at 15:44 and 09:34, each leg's quotes, fees, result and running total.

Adaptive SVIX synthetics with 0.5%, 1% and 2% wings, held to their own expiry or closed in the same session.

Yahoo Finance news archive and local-model research on SPY, QQQ and IWM: does news warn of moves beyond option prices?

US economic indicators with their latest values; each series has its own page with a chart and a table.

US releases, Fed events, Treasury auctions and holidays that move the stock market: time, impact, actual, forecast and previous, updated live from TradingView.

US total public debt outstanding from the Treasury's Debt to the Penny dataset: a daily chart and tables.

What pogosov.com is and how the numbers are produced.

Contact form for questions, suggestions and bug reports.