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The February 18 options flow screener highlighted a sharp three‑day rise in the put‑to‑call ratio across multiple large‑cap and sector‑specific names, signaling increased portfolio protection and tactical hedging ahead of upcoming catalysts.
$EXPE and $RSP led the list with 3,485 and 3,881 percent increases respectively, confirming accelerated defensive activity in both travel and broad‑market ETFs. $DLTR posted the largest overall gain at 6,725 percent with a 6.5 ratio value, reflecting outsized short‑term protection in retail. $NKE also saw a 2,384 percent jump to a 2.3 ratio, indicating substantial risk adjustment within consumer discretionary.
$TXN and $SOXL rose 420 and 120 percent, suggesting semiconductor‑linked hedging, while $WULF and $CVNA both posted smaller but steady increases under 150 percent, aligning with rotational positioning in EV and clean‑energy sectors. $UGL closed the group with a 567 percent gain and a last value of 2, showing protection shifting modestly toward metals.
The chart for $RSP displayed a persistent rise in the put‑call ratio as price held relatively stable, confirming strategic hedging rather than panic selling. Overall, the flow pointed to disciplined institutional risk management as volatility expectations increased during the mid‑February session.
The February 18 options flow showed concentrated institutional activity in energy, technology, and communication names, with a mix of premium selling and disciplined call accumulation across multiple expirations.
$XLE opened the session with two large sell sweeps at the $42 and $48 call strikes expiring June and December 2026, valued at $35 million and $24 million, indicating systematic premium harvesting in the energy sector. $COP followed with multiple February 2026 call transactions between the $85 and $105 strikes, alternating between buy and sell sweeps of $7 to $15 million each, a sign of structured positioning rather than one‑sided trading.
Tech flow was led by $GOOG, which posted split activity on both sides of the $320 line for February 2026, combining call and put trades between $8 and $10 million in premium, showing controlled exposure adjustments. $SNDK and $NVDA each printed smaller but meaningful sweeps of roughly $7 to $11 million, with $NVDA’s $180 put sweep suggesting minor downside hedging ahead of upcoming catalysts.
Additional prints appeared in $MPC and $CVNA, both near the $8 million range, round‑tripping between buy and sell flows across expirations through 2026.
1: Simple uptrend (CCI+Linreg)
2: SMA strength - Breaking down or at support for a reversal?
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The February 18 earnings calendar features key reports across semiconductors, travel, construction, and materials, aligning with high‑impact economic data releases.
$ADI kicks off pre‑market with a $164 billion market cap and an estimated $2.31 EPS, offering a crucial read on semiconductor and industrial chip demand. $MCO also reports early with a $76 billion cap and a $3.46 EPS forecast, providing insight into financial analytics and credit services performance.
After hours, $BKNG leads with a massive $133 billion valuation and a $48.23 EPS consensus, marking one of the most watched reports in the travel and bookings segment. $CRH ($84 billion, $1.52 EPS) follows from the industrial materials side, while $DASH ($69 billion, $0.58 EPS) and $CVNA ($74 billion, $1.13 EPS) add perspectives on e‑commerce and logistics.
Energy and commodities close the day with $OXY ($45 billion, $0.19 EPS) and $KGC ($41 billion, $0.55 EPS), alongside $GRMN ($41 billion, $2.39 EPS) and $NTR ($34 billion, $0.82 EPS), rounding out exposure to tech, consumer, and agriculture.
Key economic data releases at 07:30 for Core and headline Durable Goods Orders, followed by the FOMC Meeting Minutes at 13:00, will shape market reaction alongside these earnings releases.
These are features that apply to every trader, no matter the market or style of trading.
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