0DTE Volume — 5y history · QQQ·TSLA·NVDA 5Y 0DTE HISTORYThe purest retail-frenzy gauge: same-day-expiry (0DTE) contract volume for QQQ · TSLA · NVDA, one line each (individually selectable), over ~5 years. Y-axis = REAL 0DTE contract counts (with units). Pick 5y (the point of this pane) to see the whole cycle. Overlay SPX / M2 / WALCL / RRP / 10Y rate / CPI inflation (own normalized scale) to compare frenzy vs the S&P, liquidity, and the rate / inflation backdrop.
0DTE Put/Call over time — VOLUME (retail frenzy) vs PREMIUM-$ (where the money leans) P/C · 2 FORMSRetail vs money, one chart: the VOLUME P/C (contracts — retail-frenzy gauge) drawn against the PREMIUM-$ P/C (dollars — where the money leans). Above 1.0 = more puts (fear/hedging); below 1.0 = more calls (greed/leverage). Watch for the crowd (volume) staying euphoric while the money (premium-$) turns defensive — distribution near a top. Premium-$ P/C is ramping (banked forward from 2026-07; the 5y seed carries only volume P/C).
Read-through — what the 0DTE-vs-liquidity picture is saying
Same-day-expiry (0DTE) volume on QQQ · TSLA · NVDA is the purest gauge of retail speculation — lottery-ticket flow with no overnight commitment. On the chart it rides against SPX (^GSPC): the question is whether 0DTE frenzy leads or lags the index (0DTE surging before price = froth building; rolling over while price grinds higher = a fading bid). Overlay the liquidity taps and it rides against liquidity IN (US M2 & the Fed balance sheet WALCL rising, reverse-repo RRP draining) — which historically fuels retail speculation; liquidity draining cools it — the lead/lag slider tests whether liquidity turns first. Overlay the rate / inflation legs — the 10Y Treasury rate (DGS10) and CPI inflation (CPIAUCSL) — and test the macro backdrop: rising rates + hot inflation are the classic brake on speculative frenzy (a higher discount rate + a Fed leaning hawkish drains the risk appetite that 0DTE lottery tickets run on), so watch whether 0DTE frenzy cools as the 10Y climbs / inflation re-accelerates, or keeps running in defiance of a tightening backdrop (a late-cycle blow-off tell). The put/call read reads the mood: a low 0DTE P/C = call-euphoria, the lottery-ticket frenzy that tends to cluster near froth; a high P/C = fear/capitulation. The actionable divergence: 0DTE volume surging while liquidity is draining and rates are rising — speculation running on fumes, a late-cycle warning — or 0DTE dead while liquidity floods in and rates ease — a coiled spring the crowd hasn't chased yet. Each name (QQQ/TSLA/NVDA) is individually selectable so you can see whether the frenzy is broad or concentrated in one meme.