An enterprise-grade option flow analytics engine. Automatically ingests Schwab option chains to map Delta/Gamma exposures (GEX/DEX), compute real-time Vanna & Charm surfaces, and classify market regimes using Bayesian filters.
Powered by a high-frequency Python worker pipeline, robust mathematical calculators, and isolated DuckDB daily databases.
Computes absolute option positioning on calls/puts relative to open interest. Maps key dealer thresholds such as Zero-GEX, Call Wall, and Put Wall.
Calculates sensitivity to volatility decay (Vanna) and time decay (Charm). Identifies rally or risk modes mapping market-maker short-covering flows.
Applies mathematical filtering to clean index spot noise, detect hidden trend innovations, and classify active market regimes (Z / U / D / C / X).
Real-time physics-based nodes mapping market pressure. Visualizes the pull and push forces exerted by VIX, GEX, and dealer liquidity clusters.
Ingests NYSE TICK, RSI, and blends ES/SPY VWAP profiles to compute a consolidated Snapback score (0-100) indicating extreme overbought/oversold states.
Runs local DeepSeek/Llama models via Ollama to execute post-market audits, validate pattern rules, and supply case-based RAG predictions.