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$SPOT expected weekly implied ranges. I love an early Monday / Tuesday visit into their expected high range for a short. Would love to see pull back into 565/555 by EOW.

Anthropic (Claude) S-1 filing sec.gov/Archives/edgar/data/…

For continuity, we are attaching the screenshot, video and the original post. Hopefully we are not breaking any hearts. That is not the idea here. 🚨 We are not going to come out and say this screenshot is fake. You be the judge. Our premise: a broker screen is one photograph. Robinhood (as an example) marks all five positions at the same instant, off the same MRNA price. So each mark is an independent witness to one moment. A real screenshot means all five witnesses tell the same story. A fabricated one is usually stitched together from prices taken at different times, from a chain, a chart or a "last" price. That's where it breaks. 1. No overlap. Under our strict settings, no single minute existed where all five marks were valid. These five prices never coexisted, so the screenshot couldn't have shown them together. If the screenshot is a snapshot taken at one moment, then at that moment each contract was worth its displayed price, at the same time: 10/30 $180P = $5.08 11/6 $195P = $10.70 11/6 $170P = $4.68 12/18 $200P = $17.93 12/18 $180P = $11.05 These prices move together because they all hang off MRNA's stock price. When MRNA drops, all five rise, so a given stock price produces a particular combination of the five. Our minute test checked every minute of the day for whether each contract traded near its screenshot price. Under strict settings, no minute had all five at once. Each price was real at some point, but never all together. 2. The 11/6 $170P is the witness that pins the time. Liquid contracts like the 10/30 $180P (5,669 contracts traded) printed all day across a wide range, so almost any plausible price matches them at some point. The $170P was thin: 62 open interest, 52 minutes with prints. Thin contracts fit only a few moments, so they act like a timestamp. Under strict settings it pointed to 12:44 and nowhere else. 3. Two stock prices in one screenshot. The Dec $200P at $17.93 first fits at 09:35, when MRNA was about $238. The $170P at $4.68 fits at 12:44, when MRNA was around $200 after the crash. A $170 put with MRNA near $200, 15 days out and implied volatility around 140%, should be worth a lot more than $4.68. That would put MRNA at $238 and $200 on the same screen, which is impossible. The thinnest contract is the timestamp, the timestamp is post-crash, and its price contradicts the stock level the other four imply. When testing a screenshot, find the least liquid position. It's the hardest price for a faker to get right and the one that pins the time. $MRNA