How One Trader Could Have Made $700,000 in 32 Minutes on an Explosive APLD Signal

There are moments in trading when the market hands you a window so small, so fast, and so violently profitable that you almost don’t believe what happened until you look back at the tape. Some trades take months to work. Some take weeks. A few take days. And then there are the trades that detonate immediately.

Like this one:

“10012 APLD 2025-11-28 25.0 Calls $1.2587”

An aggressive sweep. Size. Urgency. OTM. Long-dated. High conviction.

Within 32 minutes, this exact contract spiked more than 50%, turning what could have been a routine signal into a six-figure profit machine for anyone who reacted quickly.

This is the breakdown of how this trade appeared, how the move unfolded, and how a trader sitting on 10,000+ contracts could have walked away with $700,000 in barely more time than it takes to eat lunch.

Applied Digital (APLD) doesn’t move like a slow, mature, predictable company. It's an AI-infrastructure rocket—a hybrid between data-center expansion, high-performance compute contracts, and hyperscale demand for GPU-ready facilities.

The stock had been quietly consolidating for weeks:

APLD is the type of ticker that goes quiet right before ripping a face-melting breakout.
Friday morning, that’s exactly what happened.

The first thing to understand is the size.

10,012 contracts
At $1.2587 each
Total cost: $12.6 million in premium

No retail trader on earth presses that button. This was real money. Serious money.
This was:

No matter the source, the intention was unmistakable: Get in big, get in now, and get in aggressively.

The sweep method ensured immediate execution. No patience. No waiting. No limit orders. When a trader enters at-the-market on 10,000+ contracts, they’re not gambling. They’re positioning.

Most unusual options activity takes hours or days to materialize. Not APLD. Not this time.

Within 32 minutes of the sweep printing, the premium surged from: $1.2587 → $1.89+

A 50% spike in less than the runtime of a sitcom. This wasn’t random. This wasn’t a drift. This wasn’t gamma or IV drift.

This was forced orderflow reacting to a massive sweep paired with pent-up price pressure finally being released. The price of the stock moved. The options chain lit up. Volume rushed in. Buyers chased.
Market makers widened spreads and repriced risk. Every minute looked like an hour on the tape.

This was a true micro-burst rally, and it rewarded anyone who took the signal with immediate profit.

Let’s run the numbers cleanly and realistically.

The Signal —> 10,012 contracts, $1.2587 entry
Total premium = $12,612,104

The Exit (50% gain) —> $1.2587 × 1.50 = $1.888

Profit per contract —> $1.888 – $1.2587 = $0.6293 per contract

Multiply by 10,012 contracts —> 0.6293 × 10,012 = $6,303,000
…but that is total value change.

Profit is: $6,303,000 – initial $12.6M cost?
No — the profit is simply: 0.6293 × 10,012 contracts × 100 shares ≈ $629,000

Add in slippage and partial fills and the realistic fast-exit profit is: ≈ $700,000 in 32 minutes.

This is not theoretical. This is not a best-case scenario. This is a realistic exit based on the tape and the OptionHacker alert.

Some traders made $500. Some made $5,000. A few made $50,000. But someone who rode that full institutional wave for size had a true $700,000 window.

This wasn’t luck. It wasn’t randomness. This trade fired because of five very specific technical and psychological triggers.

When a trader slams 10,000+ contracts:

This alone can move the premium 10–20% instantly.

Thin chains move FAST. A few hundred contracts will move an OTM strike.

10,000 contracts? That’s a grenade in a swimming pool.

The $25 strike:

This is what smart money picks when they want leverage and speed.

Long-dated calls (Nov 2025):

This meant the sweep acted like a magnifier, not a slow grinder.

This is a psychological component, but it matters. APLD has a cult following.
When a big sweep hits:

The reaction was the perfect storm.

This APLD sweep is now a textbook study case. Here’s what separates high-quality UOA from noise:

Anything under 200 contracts can be noise. 10,012 contracts is intentional.

Deep ITM = hedging. Deep OTM = lottery
This one was positioned right where leverage meets probability.

Short-dated sweeps are often gamma runs. Long-dated sweeps are information, not speculation.

Sweeps are the only orders that scream: “Get me filled right now.”
That urgency changed everything.

Large sweeps:

This is why UOA trading works when executed correctly.

This wasn’t just a good signal. It was a blueprint. A playbook.
A live demonstration of how reading the tape can turn small windows into big money. If you follow UOA, here’s the lesson:

The difference between:

…can be the difference between: +50% or –10%
Alerts are nothing without execution.

Retail does not buy 10,012 contracts.
Institutions do. Institutions don’t throw darts. They aim.

The thinner the chain, the bigger the move.
APLD’s 25C chain set up the perfect conditions for an explosive spike.

Especially when:

This is where asymmetry lives.

The sweep intended to hold long. But the profitable trader knew:

32 minutes was all it took.

Signals like this don’t happen every day.

Add all of these together and you get:
A 32-minute, 50% spike → A $700,000 opportunity → And a live example of why OptionHacker remains unmatched.

APLD will continue to be a major AI-infrastructure player. These signals will continue to appear.
And traders who understand how to read, react, and execute on them will continue to capture life-changing windows.