0DTE · same-day flow

SymbolSPY
Spot—
Front exp—
0DTE magnet—
As of—
Price & 0DTE magnet
0DTE gamma profile · net $γ by strike
0DTE P/C vs history — retail frenzy vs the money
loading 0DTE history…
Blue = 0DTE put/call by VOLUME (retail frenzy). Amber = by PREMIUM-$ (the money). Retail euphoric (volume P/C low) while the money rolls to puts (premium P/C up) = possible top. Dashed = balanced (1.0) + the 5th/95th-percentile extremes of the last year. Live = Massive; history seeded from OPRA, extended by the Massive backfill (target ~2-3y — the 0DTE-retail era).
Why — 0DTE intraday
Horizons · near-loaded (1h–4h), fades by 1d
Horizon Bias Lean Magnet Conf
Definitions — how to read this
0DTE — options expiring TODAY (zero days to expiry). They now make up the bulk of SPY option volume and dominate the intraday tape via dealer hedging + same-day speculation.
0DTE gamma magnet / flip — the same-day chain's dominant-gamma strike (the intraday pin) and the price where net gamma flips sign. Short gamma → dealers amplify moves (trendy); long gamma → they pin (range-bound).
0DTE net premium flow — call premium minus put premium traded in the same-day chain. Calls bid = bullish intraday; puts bid = bearish.
Why near-loaded — 0DTE expires today, so its pull is strongest in the next few hours and is gone by tomorrow. This voter intentionally has high confidence at 1h–4h and ~0 by 1w — the opposite of slow signals like skew.
The call — magnet pull + net flow → ↑/↓ intraday. On weekends there's no 0DTE, so the nearest same-session expiry is used (flagged). Feeds Oracle; weight set by Phase-3 calibration.