0DTE OPTIONS · THE OBSERVATION DESK
Read the market.
Understand the uncertainty.
Price, premium, participation and context.
One research workspace, with every source in view.
PRICE & STRUCTURE
SPX session map
SPX cash prices; SPY is the volume/VWAP proxy. No fixed SPX–SPY conversion.
PREMIUM BEHAVIOR
Extrinsic & z-score
POSITIONING PROXY
Gamma by strike
Call-positive / put-negative assumption. OI is a position count, not buyer direction or a dealer inventory observation.
PRICE CONFIRMATION
EMA retest
8 EMA of completed 10-minute candles. A later retest is required; gaps reset continuity.
SECTORS · OIL · RATES · NEWS
Connections with context
Rolling market connections are descriptive. Dotted news links indicate topic or issuer relevance; they do not change a learned probability.
PERSISTENT MODEL
The sponge forecast
LATEST CONTEXT
DEFINE THE RISK BEFORE THE TRADE
Options laboratory
Build up to four legs. Positive quantities buy; negative quantities sell. Prices are points per option; SPX multiplier is 100. The graph is expiration payoff before fees.
Expiration payoff differs from a pre-expiration mark. Exercise style, settlement, expiration date, liquidity and fees must be checked for the selected product.
STRIKE STRUCTURE
Gamma & OI ladder
CHAIN EXPLORER
Same-expiry options
| Strike | Right | Bid | Ask | Spread | Delta | Gamma | Theta† | Vega† | IV | Open interest |
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Sources, availability and replay integrity Inspect provenance ↗
Free services are best effort and can be delayed, rate limited or unavailable. No-key feeds do not guarantee a current SPX option chain. Licensed feeds can be configured server-side. Demo data is always separate and unmistakably labeled.