Health Care — 6-Day Rolling Institutional Flow Analysis

Maverick 5.8 | 03/11 → 03/20/26 (6 sessions) | SPY $648.57 (−1.43%) | XLV Range 17 (WEAK) | XBI Range 10 (BARELY ALIVE)
HEADLINE: Record Quad Witching carnage. 42 of 47 names bearish on 03/20. $8.36B UNH darkpool print — largest single-ticker healthcare DP volume of the study. Prior 03/19 put wall ($522M bought) was the institutional warning shot — OpEx was the follow-through. LLY $4.33B accumulation ladder BROKEN on 03/20. MRK only name holding flat on slow tape with $3.5B demand-heavy DP. PGR the lone +1.6% green name with $1.03B accumulation.

Data Sources & Freshness

WL1 Sector Chunk: 03/21 (Sat recon run on 03/20 data) | Options CSV: 03/20 | Darkpool CSV: 03/20 | Rolling Tracker: 03/20 v7
Prior Artifact: Energy_HealthCare_5Day_Rolling_0311_0319 (03/11→03/19). This report adds 03/20 (Quad Witching OpEx).

Regime Dashboard

FED REGIME: NEUTRAL — gate open for shorts RATE REGIME: Safe Haven Dollar (10Y↑ + DXY↑) — TNX range 98.3 (DOMINANT) DXY-OIL: Safe Haven Dollar — Oil↑ + DXY↑ → BEARISH metals ISM REGIME: 52.4 → EXPANSION (CONFIRMED) | Inflationary (Prices Paid 70.5) CREDIT: HYG range 5 (TREND DEATH) — approaching CLEAR gate 200DMA: SPX BELOW for 5+ sessions → +2 bearish convergence inputs EARNINGS REGIME: BEARISH — 6 consecutive beat-and-sell VIX: Range 68 (DOMINANT) — resurged from 40 EM RANGE SNAPSHOT: XLE: 88.8 (DOMINANT ↑) TNX: 98.3 (DOMINANT ↑) VIX: 68 (DOMINANT ↑) USO: 60.4 (DOMINANT ↑) DXY: 50 (MODERATE ↑) XLV: 17 (WEAK ↓) XBI: 10 (BARELY ALIVE) QQQ: -33 (REVERSED)

Sector Context

XLV EM range 17 = weak downtrend. Healthcare is theoretically a defensive rotation target, but on 03/20 (Quad Witching), 42/47 names closed red. This is NOT defensive rotation — this is broad liquidation. The 03/19 $522M institutional put wall was pre-positioning for OpEx expiry chaos. MRK was the singular bright spot: flat on a slow tape with $3.5B demand-heavy darkpool and accumulation ladder. PGR bucked at +1.6% with $1.03B accumulation. Everything else was sold.

Rolling Scorecard — All 47 Tickers

TickerPriceΔ%DP VolDP L1LadderGEXOpt SideConfTier
ABBV$205.07-0.56%$4.11BDISTACCU(E)⚠-0.42BULLLOW⚠️
ABT$105.46-1.61%$7.40BDIST+0.12BULLLOW⚠️
AMGN$347.80-0.61%$807MDISTACCU(E)⚠-0.17BULLHIGH
ARWR$56.33-1.11%$53.6MDIST-1.84BULLHIGH⚠️
AXSM$156.92-1.23%$18.6MDISTACCU(S)⚠-4.43
AZN$183.60-2.82%$60.7MDIST-1.60
BBIO$68.54-2.18%$35.8MDISTACCU(M)⚠-10.78BEARMOD⚠️
BMY$57.48-1.08%$909MDISTACCU(M)⚠+1.47BEARHIGH⭐⭐🔻
BSX$69.48-0.59%$227MDISTACCU(M)⚠+0.74BEARMOD⭐🔻
CI$262.84-0.65%$200MDIST-0.21
CNC$34.40-3.29%$281MDISTACCU(E)⚠-0.31
ELV$291.48+0.11%$100MACCUDIST(E)-2.22
GEHC$69.65-1.04%$179MDIST-0.49
GH$85.18-4.38%$21.2MDIST-3.29
GILD$137.21-2.76%$239MDIST+0.41BULLHIGH⚠️
GRAL$46.84-3.36%$3.4MDIST-1.97BEARLOW
HIMS$22.02-8.86%$120MDISTDIST(M)+23.2BULLMOD⚠️
INSM$136.00-5.56%$44.5MDIST-15.6
JNJ$235.37-0.94%$719MDIST+0.99BEARLOW
LLY$906.70-1.18%$1.68BDISTACCU(S)⚠-3.14BEARHIGH⭐⭐🔻
MCK$885.84-1.46%$208MDIST+1.32BEARHIGH⭐🔻
MDGL$441.16-2.88%$13.6MDISTDIST(S)-1.06BULLHIGH⚠️
MDT$86.16-0.82%$87.4MDIST-5.73
MIRM$88.51-2.44%$109MDISTACCU(S)⚠-10.5
MOH$139.41-1.97%$804MDISTACCU(M)⚠+1.16
MRK ⭐$114.18-0.02%$3.50BLEAN BLACCU(M)+0.25BULLLOW⭐⭐🔺
NTRA$195.28-3.67%$7.2MDISTDIST(M)+1.00
NVO$36.53-1.48%$34.2MDIST-3.35BEARLOW⭐🔻
NVS$146.03-1.46%$18.3MDISTDIST(M)-13.7
PFE$26.97-1.61%$781MDIST-1.37BULLLOW⚠️
PGR$206.00+1.64%$1.03BACCUDIST(M)⚠-1.68
PTGX$98.87-2.76%$20.2MDISTACCU(S)⚠-1.87
REGN$732.87-0.62%$82.2MDIST+1.86BULLHIGH⚠️
RNA$13.13+3.47%$6.3MACCUDIST(M)⚠+18.2
RYTM$87.45-3.17%$16.2MDIST-0.69
SYK$335.67-1.20%$390MDIST-1.13⭐🔻
TEM$46.96-3.65%$1.5MNEUT-2.99BEARHIGH⚠️🔻
TMO$474.39+0.89%$352MACCU-1.07⭐🔺
TWST$42.07-6.09%$5.3MDIST-24.5
UNH$275.59-1.73%$8.36BDISTACCU(E)⚠-1.68BEARLOW⭐⭐⭐
VKTX$32.33-4.69%$27.0MDIST+0.54
VRTX$454.00-0.88%$56.3MDISTDIST(E)-2.23BEARHIGH⭐⭐
WST$237.03-1.37%$105MDIST-0.07
ZTS$115.67-0.28%$900MDISTDIST(M)
ZYME$23.32-3.68%
⚠ = Ladder CONTRAST (ladder says opposite of today's L1). 🔺 = tier upgrade from prior. 🔻 = tier downgrade. Only tickers with options flow data get Opt Side / Conf columns.

Key Side Decomposition Catches

⭐⭐⭐ UNH — $275.59 (−1.73%) | HIGHEST-CONVICTION SHORT

DARKPOOL: $8.36B on -1.73% = MASSIVE DISTRIBUTION (7006% daily change) Supply 85% / Demand 15%. All volume above spot = pure overhead resistance. Ladder: ACCU(E) but CONTRAST — today was SELL. Ladder eroding. OPTIONS: $21.2M total | 82.9% unknown side → LOW confidence (NOT convergence eligible) Side-adjusted: Naive CALLS dominant → DIVERGENT → actually BEARISH by $851K Whale flow: Bear $1.68M vs Bull $922K PRIOR: 5/5 BEARISH (all HIGH conf) in 03/11-03/19 study. 03/19 was $254M puts bought. VERDICT: DP convergence is overwhelming. Options LOW confidence but directionally confirms. $8.36B distribution on OpEx = institutional liquidation. Ladder will flip bearish. GEX -1.68, dealers SHORT = buy dips, but $275.60 is pure supply overhead.
CONVICTION SHORT. 6/6 bearish DP sessions. $8.36B OpEx distribution dwarfs all prior sessions. Prior $254M put wall confirmed. Accumulation ladder in terminal decay — 9/15 bullish days but net flow -$7.31B. Tier: ⭐⭐⭐ (unchanged, extended).

⭐⭐🔻 LLY — $906.70 (−1.18%) | BULL THESIS BROKEN

DARKPOOL: $1.68B on -1.18% = DISTRIBUTION (FAST tape, labels LOW) Ladder: ACCU(S) says bullish (12/15 days, $1.43B net) but CONTRAST active. 03/20 was -$1.30B net — LARGEST single-session outflow for LLY in study. OPTIONS: $14.42M total | 3.6% unknown → HIGH confidence ✅ Naive: PUTS dominant by $11.01M Side-adjusted: Bear $8.06M vs Bull $5.83M → BEARISH by $2.23M Key: 3x $985P May 01 bought at ask (BEAR) = $3.2M institutional protection $946K C930 Apr 17 SOLD at bid = call writing (BEAR) $1.32M P1000 Mar 27 sold at bid = partial offset (BULL) PRIOR: ⭐⭐ conviction LONG. First HIGH-conf bullish read on 03/19. CHANGE: 03/20 REVERSED. DP distribution + HIGH-conf bearish options = BROKEN. $4.33B accumulation ladder still nominally intact but 03/20 was -$1.30B. At this rate, ladder flips in 2-3 sessions.
DOWNGRADE ⭐⭐ LONG → ⭐⭐ SHORT. The 03/19 bullish read was a one-day anomaly ahead of OpEx. 03/20 delivered massive distribution + institutional put buying on HIGH confidence. $900 GEX support may provide a bounce, but the thesis is now bearish. Dealers SHORT (buy dips) → any bounce = sell zone.

⭐⭐🔻 BMY — $57.48 (−1.08%) | NEW BEARISH SIGNAL

DARKPOOL: $909M on -1.08% = DISTRIBUTION Ladder: ACCU(M) — 10/15 bullish days, $1.30B net. CONTRAST active. OPTIONS: $5.46M total | 0% unknown → HIGH confidence ✅ Side-adjusted: Bear $3.91M vs Bull $1.55M → BEARISH by $2.36M CRITICAL: $3.85M P55 Jan 2027 BOUGHT at ask = INSTITUTIONAL LEAP PUT This is structural bearish conviction — 9+ month protection. $1.32M P55 May 15 sold at bid = partial offset (BULL) Net: LEAPS put buying dominates. PRIOR: Not in prior study focus. CHANGE: NEW entry at ⭐⭐ bearish. $3.85M LEAPS put is the signal.
NEW ⭐⭐ BEARISH. $3.85M Jan 2027 55P bought at ask is structural institutional protection. Accumulation ladder is stale label artifact — price has been selling off. Positive gamma (+1.47) provides mean-reversion floor near $57-58 but the LEAPS put signal says lower over months.

⭐⭐ VRTX — $454.00 (−0.88%) | CONFIRMED SHORT

DARKPOOL: $56.3M on -0.88% = DISTRIBUTION Ladder: DIST(E) — 4/11 bullish, -$111M net, 5 consecutive sell days. OPTIONS: $1.25M total | 3.7% unknown → HIGH confidence ✅ Side-adjusted: $1.20M P435 Mar 27 bought at ask = PURE BEAR Zero calls. Zero put selling. 100% directional put buying. PRIOR: 4/4 BEARISH in 03/11-03/19 (BSX-SYK cluster). CHANGE: Extended to 5/5 consecutive. Distribution ladder EMERGING.
⭐⭐ BEARISH (confirmed). 5 consecutive DP sell sessions + $1.2M pure put buying + emerging distribution ladder. Clean setup. $435 put target = 4.2% downside from here.

⭐⭐🔺 MRK — $114.18 (−0.02%) | LONE DEFENDER

DARKPOOL: $3.50B on FLAT tape = LEAN BULLISH (SLOW tape, labels HIGH reliability) Demand 85% / Supply 15% — DEMAND HEAVY. $5.64B at-ask vs $1.03B at-bid. Ladder: ACCU(M) — 10/15 bullish days, $4.55B net flow. 03/20: $3.50B on a FLAT day with demand-heavy labels on a SLOW tape = STRONGEST SINGLE-SESSION ACCUMULATION SIGNAL IN SECTOR. OPTIONS: $3.19M total | 55.7% unknown → LOW confidence (NOT convergence eligible) Side-adjusted (classifiable portion): Bull $863K vs Bear $547K → BULLISH $561K P95 Sep 18 sold at bid = deep OTM put writing (BULL structural) PRIOR: Speculative watch in prior artifact. CHANGE: UPGRADE to ⭐⭐. The DP signal alone justifies it: $3.50B demand-heavy on a flat tape while 42/47 peers sold off. Positive gamma (+0.25) = mean-reversion. Dealers LONG = ceiling at $119.
UPGRADE ⭐ → ⭐⭐ BULLISH. Only name with LEAN BULLISH DP on 03/20. $3.5B demand-heavy accumulation on a flat tape when the entire sector liquidated = institutional conviction. Ceiling at $119 (GEX). Options LOW confidence so excluded from convergence — DP signal carries the weight alone.

⭐🔺 TMO — $474.39 (+0.89%) | REVERSAL CANDIDATE

DARKPOOL: $352M on +0.89% = ACCUMULATION (NORMAL tape, labels NORMAL reliability) Prior: 3/3 BEARISH (highest-conviction short cluster in prior study) 03/20: FLIPPED to BULLISH. +0.89% green day on accumulation. OPTIONS: No significant options flow on 03/20 (not in top 25). PRIOR: ⭐🔻 conviction SHORT (3/3 HIGH-conf bearish in 03/19 study) CHANGE: UPGRADE. DP reversal on OpEx. BUT: one session does not confirm. Need 2+ more accumulation sessions before calling this a regime change.
UPGRADE ⭐ SHORT → ⭐ WATCH. Single-session DP reversal from 3/3 bearish. Could be OpEx noise or genuine bottom. One green session on $352M accumulation. Wait for confirmation before flipping thesis. The prior $156M put wall on 03/19 may have been the low.

⭐ PGR — $206.00 (+1.64%) | GREEN IN A RED SEA

DARKPOOL: $1.03B on +1.64% = ACCUMULATION (FAST tape, labels LOW) Only +1.6% green name in entire sector besides ELV (+0.11%), RNA (+3.5%). Demand 70% / Supply 30%. $1.03B support at $206. Ladder: DIST(M) but CONTRAST — today was BUY. Reversal candidate. OPTIONS: No significant options flow on 03/20. PRIOR: Not in prior study focus. CHANGE: NEW entry. Insurance name (+1.6% on a -1.43% SPY day) = defensive rotation.
⭐ BULLISH WATCH. $1.03B accumulation on +1.6% while sector hemorrhaged. Insurance/P&C names often act as safe havens. Needs options confirmation and continued DP accumulation to upgrade.

⚠️🔻 TEM — $46.96 (−3.65%) | BULL THESIS DAMAGED

OPTIONS: $2.61M total | 3.4% unknown → HIGH confidence ✅ Naive: CALLS dominant by $783K Side-adjusted: DIVERGENT → actually BEARISH by $924K $604K C100 Jan 2028 SOLD at bid (BEAR) vs $489K P40 Jan 2027 bought at ask (BEAR) $372K C100 Jan 2027 bought at ask (BULL) provides partial offset PRIOR: ⭐ emerging BULLISH in prior study (TEM had 3/5 bullish, 90% puts sold) CHANGE: DOWNGRADE. Options flipped to bearish on HIGH confidence. DP neutral ($1.5M, basically no volume). Price -3.65% = damaged.
DOWNGRADE ⭐ BULL → ⚠️. Prior bullish thesis invalidated by HIGH-conf bearish options reversal. LEAPS call selling dominates. AI health play losing institutional support.

⚠️ HIMS — $22.02 (−8.86%) | BIGGEST SINGLE-DAY LOSS

DARKPOOL: $120M on -8.86% = EXTREME DISTRIBUTION (FAST tape) Ladder: DIST(M). Supply 86% / Demand 14%. OPTIONS: $4.04M | 14.2% unknown → MODERATE confidence ✅ Naive: PUTS dominant by $127K Side-adjusted: DIVERGENT → BULLISH by $1.32M Critical: $732K in P24 May 15 sold at bid (BULL) = put writing on the crash $460K in calls bought-and-sold (CONTESTED) CONTRADICTION: DP says EXTREME BEARISH, options (MOD conf) say BULLISH. When DP overwhelms options on a -8.86% day, DP wins (Rank 3 > Rank 7).
⚠️ CONFLICTED. -8.86% crash with $120M distribution BUT someone wrote $732K in puts on the dip (bullish contrarian). This is a broken name: distribution ladder, GEX +23.2 providing massive gamma floor at $25. The put writing may just be premium harvesting, not conviction. AVOID until pattern clarifies.

Conviction Tier Summary

TierTickerDirectionChangeJustification
⭐⭐⭐UNHSHORT6/6 bearish DP. $8.36B OpEx distribution. Prior $522M put wall. Ladder dying.
⭐⭐LLYSHORT🔻 was LONGBull thesis BROKEN. HIGH-conf bearish options + $1.3B DP outflow. Ladder cracking.
⭐⭐BMYSHORT🔻 NEW$3.85M Jan 2027 LEAPS put bought (structural). HIGH conf. DP distribution.
⭐⭐VRTXSHORT5/5 bearish DP + HIGH-conf $1.2M pure put buying. Distribution ladder forming.
⭐⭐MRKLONG🔺 was ⭐$3.5B demand-heavy on flat tape. ONLY lean-bullish DP in sector on 03/20.
TMOWATCH🔺 was SHORTSingle-session DP reversal from 3/3 bearish. Needs confirmation. Wait.
PGRLONGNEW$1.03B accumulation on +1.6%. Defensive rotation name. Needs options confirmation.
MCKSHORTNEW$1M pure bear (calls sold + puts bought) on HIGH conf. DP supply heavy.
AMGNLONGNEW$1.1M calls bought (97%) on HIGH conf. But DP distribution on OpEx = conflict.
BSXSHORT🔻 was ⭐⭐5/5 bearish DP but options only MOD conf. Downgraded from prior cluster.
NVOSHORT🔻 was ⭐⭐Continued DP distribution. Options LOW conf (39% unknown). GLP-1 peer pressure.
SYKSHORT4/5 bearish DP. $390M distribution on OpEx. No options confirmation today.
⚠️HIMSAVOID-8.86% crash but contrarian put selling. Conflicted. GEX floor at $25.
⚠️TEMDAMAGED🔻 was ⭐Options flipped bearish on HIGH conf. Prior bull thesis invalidated.

Sub-Group Assessment

Large Pharma

MRK is the sole institutional conviction long — $3.5B demand-heavy accumulation while 10 peers sold off. LLY thesis broke on 03/20 (HIGH-conf bearish options + $1.3B outflow). BMY received a $3.85M structural LEAPS put. JNJ, PFE, ABBV all distributed but with LOW-conf options (high unknown %). The "pharma as safe haven" thesis failed on Quad Witching — only MRK held.

Biotech

VRTX is the cleanest short (5/5 bearish + pure put buying). INSM cratered -5.56% with -$15.6 GEX (extreme negative gamma). HIMS -8.86% but conflicted options. BBIO has MOD-conf bearish options against a stale accumulation ladder. XBI range 10 = biotech trend is barely alive. No biotech longs have conviction.

Med Devices

TMO is the sole reversal candidate (+0.89% accumulation after 3/3 bearish). SYK continues its waterfall ($390M distribution). BSX demoted from ⭐⭐ to ⭐ (options only MOD conf). MDT -5.73 GEX with no options signal. The device names tracked institutional selling all week — TMO's flip needs confirmation.

Insurance/Services

UNH is the sector's highest-conviction short (⭐⭐⭐). PGR is the standout long (+1.6% accumulation). CI, CNC, MOH all distributed on OpEx. ELV barely green (+0.11%) on slow tape. Insurance is split: PGR getting defensive inflows while managed care names (UNH, CNC, MOH) face policy headwinds.

Day-Over-Day Evolution (03/19 → 03/20)

Major Changes:
LLY: ⭐⭐ LONG → ⭐⭐ SHORT. The 03/19 bullish read (first HIGH-conf) was a one-session anomaly. OpEx delivered -$1.3B DP outflow + $2.23M side-adjusted bearish options. Accumulation ladder ($4.33B, 12/15 days) is now cracking.
MRK: ⭐ WATCH → ⭐⭐ LONG. The only name to hold flat on a record-sell day. $3.5B demand-heavy accumulation on a slow tape. Institutional anchor.
TMO: ⭐ SHORT → ⭐ WATCH. Single-session DP reversal from 3/3 bearish. Suspicious — could be OpEx rebalancing noise. Wait.
BMY: Unrated → ⭐⭐ SHORT. $3.85M Jan 2027 LEAPS put is new institutional structural protection.
TEM: ⭐ BULL → ⚠️ DAMAGED. Options flipped bearish on HIGH confidence. AI health thesis lost support.
Unchanged:
UNH remains ⭐⭐⭐ SHORT (extended — $8.36B today vs $254M prior peak).
VRTX remains ⭐⭐ SHORT (5th consecutive bearish session).
HIMS remains ⚠️ AVOID (oscillating, now -8.86% crash but contrarian signals).

Forward-Looking

Post-OpEx Mechanics: -$25.8B total put delta expired on 03/20. For healthcare, this means: (1) UNH's massive $8.36B distribution was partly OpEx-amplified — volume will normalize Monday but direction should persist; (2) LLY's $900 GEX strike provides a mechanical floor — any bounce to $917-930 is a sell zone given the options profile; (3) MRK's $3.5B accumulation on a flat tape is the most structurally bullish signal in the sector — the $119 GEX ceiling is the first test.

Key Levels: UNH: $280 GEX support, break below = cascade. LLY: $900 floor, $930 sell zone. MRK: $119 ceiling. VRTX: $435 put target. BMY: $55 LEAPS put strike = institutional floor estimate.

Watch for 03/24-03/25: Post-OpEx dealer delta has flipped SHORT (floor). A mechanical bounce is expected across indexes. Healthcare names that FAIL to bounce (remain red when SPY/QQQ green) are confirmed distribution — add to short conviction. MRK and PGR should outperform if the bounce materializes.

Maverick 5.8 | Health Care 6-Day Rolling Analysis | 03/11 → 03/20/26 | Data: WL1 recon 03/21, Options CSV 03/20, Darkpool CSV 03/20, Rolling Tracker v7 03/20 | Prior: Energy_HealthCare_5Day_0311_0319 | Options side-assessed per Section 4.6 | DP Layer 1 per Section 5.2 | Confidence gates enforced per Section 4.6.4 Step 1.5 | XLV EM range 17 (weak) | XBI EM range 10 (barely alive) | Generated Sunday 03/22/26