Resolving liquidity matrix...
Loading listed candles
Listed KPIs, naive OI×γ walls (not dealer inventory), listed term, and tape-derived flow. Research only — not TradingView, not an OMS. No invented arb. Feeds labeled live or partial.
Spot
$4,125
ATM IV
18.4%
P/C
0.04
Net γ
52.65K
VRP
-2.2%
OI
5.21K
Call wall
5,000
Put wall
4,100
Flip
3,803
Max pain
4,400
25Δ RR
0.8%
Vol regime
—
—
No listed skew history — empty, not a fitted 25Δ.
| Expiry | DTE | ATM IV | Venue |
|---|---|---|---|
| 2026-09-29 | 1 | 18.4% | aggregate |
| 2026-09-30 | 2 | 20.8% | aggregate |
| 2026-10-02 | 4 | 22.8% | aggregate |
| 2026-10-09 | 11 | 22.4% | aggregate |
| 2026-10-16 | 18 | 21.8% | aggregate |
| 2026-10-30 | 32 | 23.7% | aggregate |
| 2026-12-25 | 88 | 27.9% | aggregate |
| Time | Side | Strike | Right | Size | Venue |
|---|---|---|---|---|---|
| 2026-09-28 14:19:06Z | sell | 4,250 | P | 1 | derive |
| 2026-09-28 14:18:59Z | buy | 4,250 | P | 1 | derive |
| 2026-09-28 13:35:38Z | buy | 4,500 | C | 5 | derive |
| 2026-09-28 13:35:33Z | sell | 4,500 | C | 5 | derive |
| 2026-09-28 12:44:06Z | buy | 4,500 | C | 1 | derive |
| 2026-09-28 12:43:51Z | sell | 4,500 | C | 1 | derive |
| 2026-09-28 10:57:45Z | buy | 4,500 | C | 1.56 | derive |
Research market snapshot from the listed bundle — KPIs, naive OI×γ walls (not dealer inventory), listed term, tape-derived flow. Not a packed trade overview, not TradingView, not an OMS. No invented arb. Empty fields stay empty. Feeds labeled live or partial or mock. Candles live on Chart · tape desk /t/xaut/tape · chain /t/xaut/chain · sources /t/xaut/sources.
| Strike | Call | Put | Net |
|---|
| 4,500 | $949.74 | $209.96 | $739.79 |
| 4,200 | $268.4 | $225.12 | $43.27 |
| 4,250 | $0 | $203.2 | -$203.2 |
| 3,800 | $0 | $67.5 | -$67.5 |
| 5,500 | $36.8 | $0 | $36.8 |
| 2026-09-28 10:57:32Z | sell | 4,500 | C | 1.56 | derive |
| 2026-09-28 10:01:48Z | buy | 4,200 | P | 1 | derive |
| 2026-09-28 10:01:48Z | buy | 4,200 | C | 1 | derive |
| 2026-09-28 10:01:43Z | sell | 4,200 | P | 1 | derive |
| 2026-09-28 10:01:43Z | sell | 4,200 | C | 1 | derive |
| 2026-09-28 09:32:28Z | buy | 4,200 | C | 0.3 | derive |
| 2026-09-28 09:32:26Z | sell | 4,200 | C | 0.3 | derive |
| 2026-09-28 08:45:14Z | sell | 5,500 | C | 4 | derive |
| 2026-09-28 08:45:08Z | buy | 5,500 | C | 4 | derive |
| 2026-09-28 08:33:07Z | buy | 4,500 | P | 0.28 | derive |
| 2026-09-28 08:33:03Z | sell | 4,500 | P | 0.28 | derive |
| 2026-09-28 08:14:59Z | sell | 3,800 | P | 1.5 | derive |
| 2026-09-28 08:14:53Z | buy | 3,800 | P | 1.5 | derive |