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2026-06-17 views

Options-implied price forecast + max-pain — 12 AI stocks into the June 2026 expiry (2026-06-17)

Options-market expected move for 12 AI stocks into 2026-06-18. Prices 2026-06-17 EOD; OI settled 2026-06-15. 10 above max pain (upward pull), 2 below. Median implied move 2.08%; MU widest at 4.79% (114% IV), AAPL tightest at 1.30%. Market-derived, not a prediction.

Options-implied / market-derived, approximately 68% confidence (1-sigma band). NOT a prediction or financial advice. Straddle data: Alpaca options snapshots, 2026-06-17 after-hours (mid = (bid+ask)/2). OI date: 2026-06-15. Expiry: 2026-06-18 (Thursday — Juneteenth 2026-06-19 moves the last trading session one day earlier). Basket median implied move: 2.08%.

Basket median implied move
2.08%
Widest (MU)
4.79%
Tightest (AAPL)
1.30%
Above max pain (upward pull)
10

Options-implied forecast band — 2026-06-18 expiry

TickerPriceATM StrikeStraddleImplied MoveForecast LowForecast HighMax PainRead
NVDA$203.88$205.00$3.591.76%$200.29$207.47$214.00UP 4.4%
AVGO$390.27$390.00$10.882.79%$379.38$401.16$400.00UP 1.5%*
AMD$511.95$512.50$19.093.73%$492.84$531.06$525.00UP 2.4%
AAPL$295.09$295.00$3.831.30%$291.25$298.93$300.00UP 1.3%*
GOOGL$363.46$362.50$5.901.62%$357.57$369.35$372.50UP 2.3%
MSFT$378.09$377.50$6.741.78%$371.36$384.82$420.00UP 9.6%
AMZN$237.42$237.50$3.771.59%$233.64$241.20$250.00UP 5.0%
META$569.53$570.00$10.831.90%$558.71$580.35$620.00UP 8.5%
TSM$432.42$432.50$9.922.29%$422.52$442.32$400.00DOWN 8.0%
MU$1,055.91$1,055.00$50.544.79%$1,005.31$1,106.51$1,020.00DOWN 3.8%
PLTR$130.60$131.00$3.372.58%$127.23$133.97$136.00UP 3.1%
TSLA$394.41$395.00$8.892.25%$385.52$403.30$420.00UP 5.4%

*AVGO and AAPL: max pain falls inside the 1-sigma forecast band — these are the two names where options pricing and dealer gamma gravity are aligned.

Implied move % = straddle / underlying × 100. Straddle = ATM call mid + ATM put mid. Forecast band = underlying × (1 ± implied move%). Max-pain column from today’s separate OI analysis (OI date 2026-06-15).

Key observations

MU is the IV outlier. At 114.5% IV and a $50.54 straddle on a $1,055.91 stock, MU prices a 4.79% 1-sigma move into Thursday. The put side ($31.45) is $12 heavier than the call ($19.09) — market is pricing more downside risk than upside surprise. MU’s max pain ($1,020) sits inside the lower half of the 1-sigma band, aligning put-skew with the dealer-hedging gravity.

AAPL is the calmest name. At 30.3% IV and a $3.83 straddle on a $295 stock (1.30% implied move), the market is pricing near-certainty of a stable close. Max pain at $300 sits just outside the upper band edge ($298.93) — a modestly constructive setup if the $300 magnet pulls.

AVGO is the alignment case. The $390 ATM straddle shows a $10.88 straddle (2.79% move), placing the upper band at $401.16. Max pain at $400 sits inside the upper half of the band — the first name in this table where dealer gravity and implied move are pointing in the same direction with meaningful probability.

MSFT and META have max pain outside their 1-sigma bands. MSFT max pain at $420 requires a 9.6% move from $378 — the 1-sigma band only covers $371–$385. META max pain at $620 requires 8.5% from $570 — the band only covers $559–$580. For these two, Friday close near max pain would be a 5+ sigma move given 1-day implied volatility; treat these as longer-term positioning, not near-term gravity.

AMD put symmetry. AMD’s straddle is nearly symmetric ($9.59 call / $9.50 put), the flattest put/call mid skew in the basket. This implies the options market sees balanced two-way risk around $512 into expiry — no directional bias being priced into the straddle.

META’s put skew. META shows the largest put-over-call skew in the basket: put mid $6.61 vs call mid $4.22 (put is 57% larger). The market is paying notably more for downside protection heading into Thursday — consistent with the wide −8.51% gap below max pain, where some traders may be hedging the risk that META doesn’t reach $620.

Practitioner note

The 1-sigma band is the options market’s consensus range for the regular session into Thursday close — it captures approximately 68% of outcomes under a lognormal distribution. The remaining 32% lies in the tails. For the specific names where max pain sits inside the band (AVGO, AAPL), the gravitational pull and the probability range are aligned — both suggest a similar zone. For names where max pain is far outside the band (MSFT, META, AMZN), the options market is not pricing a move to max pain in one session; use those as multi-week directional reference, not tomorrow’s target.

One practical use: if you are short a call spread inside the 1-sigma band (selling the upper edge as your short strike), the band gives you a probability anchor. Being short the $385 MSFT call spread, for example, sits outside the 1-sigma range and thus carries roughly 16% probability of being in-the-money at Thursday close under implied volatility.

Methodology

Straddle data: ATM call and put mid prices (mid = (bid+ask)/2 where both quotes exist; ask price as fallback) from Alpaca options snapshots API, pulled 2026-06-17 after regular session close. IV sourced from Alpaca greeks.iv field. Implied move % = straddle / underlying × 100. Forecast band = underlying × (1 ± implied move%). This approach is equivalent to IV-based: sigma% = IV × sqrt(DTE/365) where DTE = 1 day to 2026-06-18 expiry. Market-derived analysis only. NOT financial advice.


Sources

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