0DTE command center
SPY's day against the dealer walls, with the expected move the options chain implies. The regime tells you whether dealers are pinning price or amplifying it.
Premium bought minus premium sold on SPY options expiring within 7 days, strikes within 3% of price (270 contracts), from the Schwab quote stream: a print near the ask counts as bought, near the bid as sold; mid-spread prints ($2.2M today) are left out. Rising call flow and falling put flow are bullish premium; the reverse is bearish. Positioning data, not a signal.
Recent events
- 2026-11-12 16:13:16 ET | FlipScore 0.1 | Near DEX wall: spot 757.25 within 0.231% of 759.00
- 2026-11-12 16:12:07 ET | FlipScore 0.0 | Near Charm wall: spot 757.25 within 0.165% of 756.00
- 2026-11-12 16:07:26 ET | FlipScore 0.0 | Near DEX wall: spot 757.25 within 0.231% of 759.00
- 2026-11-12 16:06:16 ET | FlipScore 1.2 | Near Charm wall: spot 757.25 within 0.165% of 756.00
- 2026-11-12 16:01:32 ET | FlipScore 0.0 | Near DEX wall: spot 757.25 within 0.231% of 759.00
The implied move is the VIX close the night before, scaled to one session. Graded the same way every night by the strategy scorecard; nothing is edited after the fact.
Positive gamma: dealers sell strength and buy weakness, so price tends to pin between walls. Negative gamma: dealers chase, so moves extend. The expected move is the chain's one-day straddle, not a forecast. Not investment advice.