Ticker Expiration DTE Price Strike S-P ±$% Regime Net GEX Net DEX Net VEX GEX×DEX Flip Flip% MaxG MG% 10%Skew Tot Vol Tot OI Vol/OI OI PCR Vol PCR Vol P/C OI P/C ΔOI Flow ΔCall OI ΔPut OI Signals
Filter Columns — definitions, data sources, and calculations
Column Source Scope Definition & Calculation
Ticker Config Per ticker Underlying symbol from settings.
Expiration Option chain Per expiration Option contract expiration date. Each row = one ticker + one expiration.
DTE Calculated Per expiration Days to expiration. expiration_date − today in calendar days.
Price Stock OHLCV / OI estimate Per ticker Current stock price. Falls back to highest-total-OI strike if no price data.
Strike Option chain OI Per ticker ATM strike estimate — strike with highest total OI (calls + puts) across all expirations.
S-P ±$% Calculated Per ticker Strike distance from price as percentage. (strike − price) / price × 100
Regime Assessment engine Per expiration GEX regime classification for this expiration's option chain:
C1 = Pinned at MaxG, C2 = Near Flip, C3 = +GEX above Flip,
C4 = +GEX below Flip, C5 = −GEX above Flip, C6 = −GEX below Flip, C7 = −GEX no Flip.
Net GEX Calculated (Black-Scholes) Per expiration Net gamma exposure. Sum of per-strike GEX (call − put) across all strikes for this expiration. Positive = dealers stabilize (buy dips, sell rips). Negative = dealers amplify moves.
Net DEX Calculated (Black-Scholes) Per expiration Net delta exposure. Sum of per-strike DEX across all strikes. Positive = bullish lean, negative = bearish.
Net VEX Calculated (Black-Scholes) Per expiration Net vanna exposure. Sum of per-strike VEX across all strikes. Shows sensitivity to IV changes.
GEX×DEX Assessment engine Per expiration Combined GEX and DEX sign: +G/+D = Bullish, +G/−D = Bearish (stabilizing GEX), −G/+D = Oscillating, −G/−D = Bearish (amplifying GEX).
Flip Calculated (cumulative GEX) Per expiration GEX flip level — strike price where cumulative GEX crosses zero. Above flip: dealers stabilize. Below flip: dealers amplify.
Flip% Calculated Per expiration Distance from price to flip as percentage. (price − flip) / price × 100. Positive = price above flip (stabilizing zone).
MaxG Calculated (gamma profile) Per expiration Max gamma strike — strike with highest absolute dealer gamma concentration. Price gravitates here, especially near expiry (pin effect).
MG% Calculated Per expiration Distance from price to max gamma strike. (price − maxG) / price × 100. Near 0% = strong pin.
10%Skew Option chain IV Per expiration IV wing skew at 10% OTM. put_wing_IV − call_wing_IV for strikes ~10% out-of-the-money. Positive = put skew (downside protection demand). Negative = call skew (upside demand).
Tot Vol Option chain volume Per expiration (aggregate) Total volume across all strikes and option types (calls + puts) for this expiration.
Tot OI Option chain OI Per expiration (aggregate) Total open interest across all strikes and option types for this expiration.
Vol/OI Calculated Per strike (max) Highest single-strike vol/OI ratio across all strikes in this expiration. max(strike_vol / strike_OI). High ratio = unusual activity at a specific strike.
OI PCR Option chain OI Per expiration Open interest put/call ratio. total_put_OI / total_call_OI across all strikes. >1.5 = put-heavy (bearish). <0.7 = call-heavy (bullish).
Vol PCR Option chain volume Per expiration Volume put/call ratio. total_put_volume / total_call_volume across all strikes. Shows today's trading flow direction vs structural OI positioning.
Vol P/C Option chain volume Per expiration Volume put/call lean. Shows Call (green) if call volume > put volume, Put (red) if put volume > call volume.
OI P/C Option chain OI Per expiration Open interest put/call lean. Shows Call (green) if call OI > put OI, Put (red) if put OI > call OI.
Signals Assessment + trade structure engine Per expiration Detected patterns — see signal detail table below.
ΔOI Flow ΔOI engine (day-over-day) Per expiration Direction of day-over-day open interest change. Values: call building, call unwinding, put building, put unwinding, or mixed. Compares today's OI snapshot vs previous day.
ΔCall OI ΔOI engine (day-over-day) Per expiration Net change in call open interest vs previous day. Positive = new call positions opened. Negative = call positions closed. Shows “—” if no previous day data.
ΔPut OI ΔOI engine (day-over-day) Per expiration Net change in put open interest vs previous day. Positive = new put positions opened. Negative = put positions closed. Shows “—” if no previous day data.

Signal Types

Badge Signal Name Trigger Condition What It Means
Trap Trapdoor Net GEX < 0 and price is above the GEX flip level. Price sits in −GEX territory above the flip — dealers are amplifying moves rather than stabilizing. If price drops through the flip level, dealer hedging accelerates the decline (a “trapdoor” drop). High downside risk.
Pin Pin Price within ±0.5% of the max gamma strike (MaxG). Dealers hold peak gamma at MaxG — as price drifts away they hedge by buying dips / selling rips, pulling price back toward MaxG. Strong gravitational effect, especially near expiration. Expect low-range, mean-reverting price action.
Flip Near Flip Price within ±1.5% of the GEX flip level. Price is near the strike where cumulative GEX crosses zero. Above the flip, dealers stabilize (+GEX); below, they amplify (−GEX). Crossing the flip can trigger a regime change — watch for volatility expansion if price breaks below, or compression if it bounces above.
PCR Extreme P/C Ratio OI put/call ratio > 2.5 or < 0.45. Extreme positioning skew. Ratio > 2.5 = heavy put accumulation (strong bearish sentiment or hedging). Ratio < 0.45 = heavy call accumulation (strong bullish speculation). Extreme readings often precede reversals when the crowd is on one side.
BullSprd Bull Spread Call Two OTM call strikes both stand out (vol ≥ 3× median, ≥ 500), close together (< 10% of price), both with Vol/OI ≥ 3. Institutional bull call spread — buying a lower-strike call and selling a higher-strike call. Capped upside bet. The paired structure (two bars, close together, high Vol/OI) distinguishes this from random call buying.
BearSprd Bear Spread Put Two OTM put strikes both stand out (vol ≥ 3× median, ≥ 500), close together (< 10% of price), both with Vol/OI ≥ 3. Institutional bear put spread — buying a higher-strike put and selling a lower-strike put. Capped downside bet. The paired structure distinguishes this from random put buying or portfolio hedging.
BigCall Big Buy Call Single dominant OTM call bar: vol ≥ 2× next highest, vol ≥ 3× median, vol ≥ 500, Vol/OI ≥ 3. Only fires if no bull spread already detected. Aggressive directional call buying at one strike — no offsetting leg. Indicates strong conviction in upside move. Higher risk/reward than spreads.
SellPut Big Sell Put Single dominant ITM/ATM put bar: vol ≥ 2× next highest, vol ≥ 3× median, vol ≥ 500, Vol/OI ≥ 2. Selling puts at or near the money — bullish income strategy collecting premium. Seller expects price to stay above the strike. Often institutional (large size at a single strike).
γSqz Gamma Squeeze DEX, GEX, and VEX peaks all converge at the same strike (within 2 strike gaps), and this convergence appears across 2+ expirations for the same ticker. Multi-expiration gamma squeeze setup. When dealer delta, gamma, and vanna exposure all peak at the same strike across multiple expirations, hedging pressure compounds. A move toward that strike triggers cascading dealer hedging across the entire expiration chain. Badge shows expiration count and persistence days if the pattern held across multiple pull dates (e.g. “γSqz 2d” = 2-day buildup).
WallCrumble Wall Crumble Key-level OI dropped >30% day-over-day at a strike near a GEX key level. A support or resistance wall is dissolving. If a put wall (support) crumbles, the floor disappears and price may break lower. If a call wall (resistance) crumbles, the cap weakens. Expect volatility expansion.
WallBuild Wall Build Key-level OI grew >30% day-over-day at a strike near a GEX key level. A support or resistance wall is strengthening. Put wall building at support = floor grows stronger (bullish). Call wall building at resistance = ceiling grows stronger (caps upside, bearish).
Vol→OI Open Vol→OI Confirmed Opening Yesterday had a volume spike (Vol/OI > 1.5×), and today OI increased ≥5% at the same strike, with today's volume supporting the change. Cross-day confirmation that yesterday's volume translated into new open positions. New institutional wall being built at this strike.
Vol→OI Close Vol→OI Confirmed Closing Yesterday had a volume spike (Vol/OI > 1.5×), and today OI decreased ≥5% at the same strike, with today's volume supporting the change. Cross-day confirmation that yesterday's volume was closing/unwinding existing positions. Wall crumbling confirmed — structural support or resistance weakening.

Filter Bar Controls

Filter Scope How it works
Strk Vol ≥ Per strike Show expiration if any single strike has volume ≥ threshold.
Strk OI ≥ Per strike Show expiration if any single strike has open interest ≥ threshold.
Vol/OI ≥ Per strike Show expiration if any single strike has Vol/OI ratio ≥ threshold (same strike's volume ÷ OI).
OI P/C Ratio Per expiration Filter by OI put/call ratio bucket (total put OI ÷ total call OI across all strikes).
Vol P/C Ratio Per expiration Filter by volume put/call ratio bucket (total put vol ÷ total call vol across all strikes).
Vol P/C Per expiration Quick filter: “Put” = put volume > call volume. “Call” = call volume > put volume.
OI P/C Per expiration Quick filter: “Put” = put OI > call OI. “Call” = call OI > put OI.
ΔOI Flow Per expiration Filter by day-over-day OI flow direction: call/put building/unwinding, wall crumbling/building, or Vol→OI confirmed opening/closing. Multi-select — shows expirations matching any selected type.