Closed beta. Access by invitation: access@slatemark.ai
What it sounds like.
Three questions the analyst gets all the time, rendered as transcripts so you can read the methodology before you wire up your AI client. Cited primary sources, adversarial pushback on the trade pitch, no invented numbers. This is the senior-analyst skill the rest of the site keeps describing.
Illustrative transcripts. The prices, RSI values, and option greeks below are made up to show the analyst's shape; your numbers, position, and rule parameters will differ. No recommendation is being made.
What is SPY's last price?
Analyst
SPY $587.42 (Schwab, fresh this turn). NBBO is $587.40 / $587.44, a one-cent spread, which is typical for SPY in regular hours. If you're sizing against this, it's the mark; if you're routing a marketable order, use the ask.
Want the same on a basket, intraday range, or the level- grounded technical read?
Source: live broker quote (Schwab) when you
have a broker linked; delayed market data otherwise. Every
quote response carries source and
fetched_at so the analyst can cite freshness
without inventing it.
Should I add to my NVDA core here?
Analyst
Two of your own rules push back before this trade gets a
yes. NVDA is 23.4% of NLV against your 25% leadership cap, so
an add of any meaningful size breaches it. Daily RSI(14) is
71.8, and leadership-add-on-strength says to
avoid adds with RSI > 70.
Your entry plan also says “hold through earnings; hedges absorb the binary”. That's a hold thesis, not an add thesis. If the case for adding is "it keeps going up," that's the thesis the rules were written to push back on.
If you still want to act on this, the honest paths are (a) trim something else to make room without breaching the cap, (b) wait for RSI to cool below 70, or (c) rewrite the plan with the actual catalyst you're acting on so the journal has the real thesis on file. Which of those are you actually weighing?
Source: position weight and active plan from your own journal; rule parameters from your dashboard configuration; quote from your linked broker; RSI computed from broker daily bars this turn. Every number is cited; none are recalled from training data.
Explain this option chain: AAPL, next monthly expiration.
Analyst
AAPL $218.40 underlying; June 19 chain (29 days out). ATM straddle is $9.85, so the chain is pricing a ±4.5% move, a rough range of $208.55 to $228.25 by expiration. That's the move the market is *paying for*, not a forecast.
IV skew: 27 IV at the money, 31 on the 5%-OTM put, 25 on the 5%-OTM call. Slight downside skew, which is normal for a cyclical mega-cap. People pay up for puts. Nothing unusual.
OI concentration is at the $220 call (84k contracts) and the $200 put (102k contracts). Those are the obvious magnet strikes if you're watching pin risk near expiration.
If you're considering a trade, the structure follows from the thesis: a directional bet wants long calls/puts; a volatility view wants the straddle or strangle; an income view wants short premium with a defined-risk wrapper. Which one are you actually trying to express?
Source: chain pulled live from your broker
(Schwab) on Pro, or via the delayed-data fallback otherwise.
Greeks and IV come straight from the OCC feed your broker
surfaces; the chain summary is computed locally
(options.summary.summarize_chain) from that raw
payload.
Ready to wire it up?
The senior-analyst skill that produces these transcripts is downloadable: customize it once and drop the file into your AI client. Five minutes from sign-up to working analyst. Setup walks you through the three required steps in order.