SPX Options Flow: An Interactive Teaching Tool

Spot Ref

—

Expiry Week

6 – 10 Apr 26

Metrics

Expiries

Click to solo · Command/⌘+Click to layer

Positive — Dealer Long

Negative — Dealer Short

Spot

High Conviction (GEX+Charm aligned)

AI-Based Trade Considerations

SPX 0DTE–4DTE option chains • GEX & DEX from Volume × Greeks • Charm via Heston/SABR Valuation Model (β=0.7, r=4.351%) • Dealer-counterparty model

Data Source: U.S. Options Securities Information Processor (Options Price Reporting Authority, OPRA)