0DTE
SPX 0DTE Intraday Gamma & Pinning
Live GEX, ATM Straddle Expected Move & Strike Magnet Engine
Live Feed Connected
Active 0DTE Expiration
Loading Expiration... 0 DTE
REAL-TIME MARKET CONTEXT

SPX & Volatility Macro Intelligence

Shared real-time metrics across all platform views • Instant zero-recalculation caching

SESSION PHASE Regular Market
EXPOSURE AS OF --:--:-- ET
Live Feed Connected
SPX Index Spot
Fetching...
-- Pullback: --%
Live VIX (30-Day)
--
IVR: --% Normal
Vol on VIX (VVIX)
--
Vol of Vol Normal
Dealer Gamma Regime
--
Net GEX: -- --
Gamma Flip (Zero-Γ)
--
-- pts to Flip --
Key GEX Strike Walls
CW: -- • PW: --
-- pt Channel Major Pins
Realized Vol & VRP
--% (HV20)
VRP: -- pts --x Ratio
Expected Move (EM)
±-- pts
±--% (1D) 30D: ±-- pts
VOL-009 FLOW RADAR Volume-Volatility Absorption & Air-Pocket Radar Real-Time 1m Flow Tape
NORMAL LIQUIDITY NEUTRAL FLOW
CALL WALL ABSORPTION (V / ΔS)
-- contracts/pt --
Call Wall: --
PUT WALL ABSORPTION (V / ΔS)
-- contracts/pt --
Put Wall: --
VOLUME SKEW (PUT / CALL)
-- --
Sampling 0DTE active strikes
MICROSTRUCTURE DIRECTIVE
Scanning live order flow...
IV/HV Volatility Ratio × GEX 2D Cross-Reference & Strategy Viability HUD

Cross-references 30-day IV/HV Realized Volatility Ratio against intraday Net GEX Dealer Stance to enforce Phase 1 Risk/Reward Expectancy (R:R > 1.0) & Dynamic Strategy Gating.

CALCULATING 2D REGIME...
Live IV/HV Ratio
-- --
VIX / 20-Day Realized
20-Day Realized (HV20)
--%
Empirical 20D Annualized
VIX Implied (IV)
--%
Market Priced 30D Vol
Vol Risk Premium (VRP)
-- pts
VIX minus HV20
Intraday Net GEX
$--M
Dealer Stance
QUADRANT 1 IV/HV ≥ 1.35 | +GEX
Overpriced Vol + Structural Absorption
Max volatility crush + strong strike pinning. Afternoon Pin Scalps (76.9% Win, 1.62:1 R:R), Call Wall Fades (87.5% Win), and CBWB thrive.
Vetoed: Wall Migration Breakouts (False Break Traps)
QUADRANT 2 IV/HV < 1.05 | +GEX
Cheap Vol + Dealer Support (Capitulation Bottom)
Post-shock capitulation bottom. Bull Call Debit Spreads (63.6% Win, 2.1:1 R:R) and Dip-Buying on confirmed support thrive.
Vetoed: Tight Credit Flies / Iron Condors (Underpriced Tail Risk)
QUADRANT 3 IV/HV ≥ 1.35 | -GEX
Overpriced Vol + Liquidity Vacuum (Short Squeeze Risk)
Short gamma fuels runs, but rich IV triggers violent short-covering. Wall Migration Breakouts thrive (78.6% Win, 1.8:1 R:R).
Vetoed: Breakdown Shorts (37.5% Trap), Put Wall Bounces (20% Fail)
QUADRANT 4 IV/HV < 1.05 | -GEX
Cheap Vol + Liquidity Cascade (Extreme Tail Risk)
Extreme liquidation cascades (0.92%/day realized vs depressed IV). Bear Put Debits (R:R ≥ 2.5:1) and Micro Short Runners thrive.
Vetoed: ALL Credit Selling, Dip Buying, Iron Condors
Active Regime Directive Phase 1 R:R > 1.0 Viability Mandate
Loading 2D volatility thesis...
Strategy Viability, Risk/Reward (R:R) & Live Dynamic Gating Real-Time ThetaData Execution Gates
Strategy & Vehicle Historical Win% Risk : Reward (R:R) Viability Expectancy Live Gate Status Timing & Action Rule
Loading strategy viability & 2D gating matrix...
0DTE Strike Gamma Exposure (GEX) Distribution

Dealer gamma positioning by strike in $ Millions per 1% SPX move. Green bars = Call GEX (dealer long gamma / resistance), Red bars = Put GEX (dealer short gamma / support), Cyan line = Net GEX.

EVALUATING GAMMA REGIME...
0DTE Expected Move Probability Bands
ATM Straddle Implied Bounds
±0.5σ Tight Range (38% Prob) Loading...
±1.0σ Standard Move (68% Prob) Loading...
±1.5σ Extended Move (86% Prob) Loading...
±2.0σ Extreme Tail Move (95% Prob) Loading...
💡 Trading Guideline: For 0DTE Iron Condors and Credit Spreads, positioning short wings strictly outside the ±1.0σ Expected Move yields an empirical ~85%+ win probability under normal volatility.
0DTE Implied Volatility Smile & Skew
Put IV vs Call IV across Moneyness
0DTE & 1DTE Recommended Strategy Setups

Algorithmic structures positioned relative to live Expected Move Cones, Put/Call Walls, and Pin Magnets with 1-Click OptionStrat integration. Features ⚡ 1DTE Credit Broken Wing Butterflies (CBWB & PBWB) for guaranteed net credit with zero adverse risk.

1DTE / 2DTE BWB Matrix ↓
REAL-TIME 0DTE & 1DTE SIGNALS

Calculating 0DTE candidate setups from live market quotes...
GEX-Driven Asymmetric Structures (CBWB, PBWB & Pinning Flies)

Asymmetric Broken Wing Butterflies entered strictly for Net Credit (≥ $0.10), mathematically guaranteeing $0.00 loss on the adverse side while providing a 5x–10x peak profit tent aligned with Dealer Strike Walls.

EVALUATING WEAPON...
STRATEGIC GEX DIRECTIVE
Loading directive...
Scanning spot proximity to Call Wall and Put Wall...

Calculating high-asymmetry GEX setups from live option chains...
Zero Gamma Breakdown Engine (1x2 Put Ratio Backspreads & Breakout Spreads)

Continuous sentinel monitoring of Spot proximity to Zero Gamma (S - SZGL ≤ 0). When dealer gamma flips negative (-GEX), counter-trend absorption collapses; deploy asymmetric 1x2 Put Backspreads for uncapped downside gamma with zero upside risk.

MONITORING SENTINEL...
ZERO GAMMA SENTINEL AUDIT
Auditing Spot distance to Zero Gamma...
Dealer positioning status...
Spot: -- | Zero Gamma: -- | Buffer: --

Scanning live option chains for asymmetric Zero Gamma breakdown setups...
0DTE Intraday Theta Decay Clock & Session Roadmap
Theoretical Premium Decay Curve (9:30 AM – 4:00 PM EST)
0DTE Strike Gamma Exposure (GEX) & Quote Matrix
Granular strike-level Greeks, IVs, Open Interest, and Net GEX
Strike Moneyness Call Mid Call IV Call Delta Call GEX ($M) Put Mid Put IV Put Delta Put GEX ($M) Net GEX ($M) Level Tag
Loading 0DTE strike matrix data...
0DTE Strategy Thesis Backtesting & Sensitivity Sweeps

Simulates path-dependent intraday outcomes, Expected Move breaches, and Stop Loss mechanics across historical sessions.

Win Rate (%) --% 0 Trades
Profit Factor -- Gross Win/Loss
Total Realized PnL $-- PnL
Avg Trade PnL $-- Per Session
Max Drawdown $-- --%
Ending Equity $100,000 Portfolio Value
Expected Move Sigma Barrier Sensitivity
Barrier Win Rate Profit Factor Total Net PnL
Run backtest to view sigma sweeps
Stop Loss Multiplier Sensitivity
Stop Rule Win Rate Profit Factor Total Net PnL
Run backtest to view stop loss sweeps
Historical Simulated Trade Log
Trade ID Strategy Entry Spot Close Spot VIX Expected Move Actual Move Realized PnL ROI % Outcome / Reason
Click "Run 0DTE Backtest" to generate trade log
Overnight & Multi-Day Credit Broken Wing (CBW) Engine — 1DTE CBWB & PBWB Matrix (1DTE, 2DTE & 3DTE)

Overnight & Multi-Day theta harvest setups structured for Net Credit (Zero Adverse Risk) anchored to next-session GEX magnets (Zero Downside Risk on Calls / Zero Upside Risk on Puts).

EVALUATING OVERNIGHT REGIME...
Horizon:
Target 1DTE Expiration
Loading...
Optimal Entry Window
3:35 PM – 3:55 PM ET
Profit Taking Window
9:30 AM – 10:15 AM ET
Strictly 1 Contract ($25k Sizing)

Calculating live Credit Broken Wing Butterfly recommendations from live market quotes...

Overnight BWB Golden Rules & Risk Protocol