SPX / SPY 0 DTE Analytics Desk

INTRADAY PRICE & VOLATILITY TIMELINE (30s TICKS)

TIME: -- | SPOT: -- | DISP: --

RV: --% ATM IV: --%

STRIKE LIQUIDITY & OPEN INTEREST (OPEN)

SPOT: -- ATM: --

0DTE IV SMILE & 25-DELTA SKEW Current 8:35 CT / 9:35 ET Open

25D SKEW: -- ATM IV: --

IV SCALE:

IMPLIED vs REALIZED MOVE SCATTER (LONG GAMMA & MOMENTUM) Above 45° line = Market out-moved 8:35 Breakeven. Click any point to open session.

Breakeven Exceeded Contained Selected Date Y=X Line

8:35 AM OPENING ATM IV DISTRIBUTION Frequency of opening vol regimes. Click a bar to filter scatter plot.

MEDIAN: --%

0DTE OPERATIONAL TIME PHASE SPACE (CLOCK TIME vs. OPERATIONAL TIME) Tracks how operational time dilates relative to linear clock time across all historical sessions. Click any trajectory to select that date.

0DTE ATM STRADDLE IMPLIED VOLATILITY TRAJECTORY (INTRADAY IV STRUCTURE) Tracks annualized ATM straddle implied volatility evolution across all 110 historical sessions. Highlights morning crush, midday lull, event expansion, and terminal expiration dynamics.

0DTE ATM STRADDLE BRACKET STRATEGY ENGINE (8:35 AM CT ENTRY) Simulate defined Take-Profit and Stop-Loss bracket orders across historical sessions. Ground-truth execution: entry at ask, exit at bid.

Quick Presets:

TAKE PROFIT (TP): 1.10x (+10.0%)

1.02x (+2%) 1.50x (+50%) 2.00x (+100%)

STOP LOSS (SL): 0.909x (−9.1%)

0.50x (−50%) 0.75x (−25%) 0.98x (−2%)

EXECUTION FRICTION (SPREAD): 1.0% (~$0.30)

0.0% (Mid) 1.0% (Ask/Bid) 4.0% (Heavy)

EOD Cutoff:

WINS: -- (--%) LOSSES: -- (--%) EOD EXITS: -- (--%)

                WIN RATE
                --%
                -- sessions
              

LOSS RATE --% -- sessions

WIN / LOSS RATIO --x Wins per Loss

EXPECTED RETURN --% Avg return / trade

PROFIT FACTOR -- Gross Profit / Loss

TOTAL NET PNL --% Cumulative Return

MAX DRAWDOWN --% Peak to Valley

MEDIAN DURATION -- Hold time to trigger

CUMULATIVE STRATEGY EQUITY CURVE & DRAWDOWN Compounded performance across chronological sessions. Shaded area denotes peak-to-trough drawdowns.

NET RETURN: --% PEAK: --% MAX DD: --%

STRATEGY TRADE EXECUTION LOG (8:35 AM CT ENTRY) Detailed trade execution records for every historical session. Click INSPECT to jump to intraday session timeline.

-- TRADES

#	DATE	DAY	ATM STRIKE	ENTRY ASK	EXIT TRIGGER	EXIT BID	DURATION	OUTCOME	NET PNL %	CUMULATIVE PNL %	ACTION
Simulating strategy execution...

HISTORICAL MULTI-DAY REGIME MATRIX Click any session row to load its detailed intraday breakdown

DATE	OPEN	HIGH	LOW	CLOSE	RANGE (PTS)	RANGE %	ATM STRADDLE	IMPLIED %	BREAKEVEN BEAT	RATIO (PEAK/STR)	REGIME TYPE	ACTION
Loading sessions...