🔍 SPX Options Dashboard - SPX Spot: 6899.00 | ES: 6948.41 | Range: 6749–7049
SPX to ES = +49.41 | Last Update: 2025-12-29 11:58:41 ET | Next refresh in 10 minutes | Mode: ODTE | Market: Risk-Off 71% (Uncertain)
🎯 DAILY/INTRADAY CONVERGENCE at $6887.5 (Daily: 1525.0, Intraday: 545) - HIGH CONVICTION
🎯 DAILY/INTRADAY CONVERGENCE at $6890.0 (Daily: 1352.0, Intraday: 545) - HIGH CONVICTION
🎯 DAILY/INTRADAY CONVERGENCE at $6880.0 (Daily: -1218.0, Intraday: -267) - HIGH CONVICTION

🚨 Charm Target Analysis

Primary: $6887.5 | Daily Charm: 1525.0 | 🏗️ STRUCTURAL ⚡ INTRADAY ALIGNED
Secondary: $6890.0 | Daily Charm: 1352.0 | 🏗️ STRUCTURAL ⚡ INTRADAY ALIGNED
Tertiary: $6880.0 | Daily Charm: -1218.0 | 🏗️ STRUCTURAL ⚡ INTRADAY ALIGNED

⚡ Intraday Tactical Charm (Early Phase)

IDPIN1: $6887.5 | Intraday Charm: 545 | 📊 DEVELOPING 🏗️ DAILY ALIGNED
IDPIN2: $6877.5 | Intraday Charm: -267 | 📊 DEVELOPING

📊 Session Charm Net (Current CEX)

Current Charm: -2,345.00
Snapshots: 18
Average Charm: -675.39
Total Strikes: 865
📉📈 Session Range:
LOW: -2,345.00 @ 11:58:42
HIGH: +2,263.00 @ 10:14:46
📈 Last 6 Updates (Trending):
11:06:46: -2,237
11:17:07: -2,226
11:27:33: +543
11:37:56: +532
11:48:19: +563
11:58:42: -2,345
Session: 09:01:55 - 11:58:42 ET

💡 Tactical Analysis

💡 **Transition zone** - dealers near neutral at 6899. Direction depends on external flow. Watch for break toward key levels.
• ❌ Dealers predominantly short gamma - expected to amplify volatility and accelerate moves in both directions
• ⏳ Time decay works against positioning - negative charm (-49) pressures dealer hedging
• Trading Bias: NEUTRAL - Watch for breakout
🎯 Key Levels:
• 6930.0: Gamma resistance (strong)
• 6885.0: Gamma support (strong)
• 6882.5: Gamma support (strong)

🔺 Delta Exposure Analysis

🔺 Delta Exposure Analysis
🔴 Net Delta Bias: BEARISH (-4125)
Put/Call Delta Ratio: 2.68
📋 Delta Levels (High → Low):
• $6910.0 (+11.0 pts) [RES] - Δ: -718 Put
• $6905.0 (+6.0 pts) [RES] - Δ: -548 Put
• $6900.0 (+1.0 pts) [RES] - Δ: +136 Call
• $6895.0 (-4.0 pts) [SUP] - Δ: +199 Call
• $6890.0 (-9.0 pts) [SUP] - Δ: -92 Put
• $6885.0 (-14.0 pts) [SUP] - Δ: -266 Put
Range: -2672 to +708 | Avg: -171.9

📈 Temporal Momentum Analysis

🚀 Pin Target Momentum (Phase 2B)
🎯 Focus: $6887.5, $6877.5
📅 15-min: 📈 MODERATE BULLISH | Velocity: 43.9/min
📅 30-min: 🔥 STRONG BULLISH | Velocity: 69.0/min
Strike Velocities:
⚖️ $6887.5: 34 (stable)
⚖️ $6877.5: 34 (stable)
🔮 Forward Projections (Phase 2C)
Quality: EXCELLENT | Horizon: 60 minutes
+15 min: Gamma: 69,228 | Charm: 🟡 883
Confidence: 66% | Convergence: 66% | Trend: WEAK
+30 min: Gamma: 69,322 | Charm: 🟡 1,983
Confidence: 44% | Convergence: 66% | Trend: MODERATE
+45 min: Gamma: 69,040 | Charm: 🟡 2,960
Confidence: 26% | Convergence: 66% | Trend: WEAK
+60 min: Gamma: 68,381 | Charm: 🟡 3,805
Confidence: 26% | Convergence: 66% | Trend: WEAK
⚡ Next Key Event in ~15 min
momentum_shift: Projected momentum_shift in 15 minutes

🔄 Speed Flip Analysis

🔄 Speed Flip Detection - Critical Inflection Points
Status: 7 Confirmed | 1 Zones | 0 Watch Levels
🔄 CONFIRMED SPEED FLIPS:
🔄 $6855.0 (Score: 90) - 44.0pts below spot
Context: CONFIRMED SPEED FLIP: Above flip at 6855.0 → Mean reversion regime (dealers long gamma)
🔄 $6900.0 (Score: 86) - 1.0pts above spot
Context: CONFIRMED SPEED FLIP: AT CRITICAL INFLECTION 6900.0 → Breakout/breakdown determination point
🔄 $6892.5 (Score: 83) - 6.5pts below spot
Context: CONFIRMED SPEED FLIP: Above flip at 6892.5 → Mean reversion regime (dealers long gamma)
⚡ LIKELY FLIP ZONES:
⚡ $6875.0 (Score: 62) - 24.0pts below spot
💡 Key Insights:
• ⚠️ CRITICAL: Spot near confirmed speed flip at 6900.0
• Speed flip at 6855.0: Momentum regime below
• Speed flip at 6900.0: Mean reversion active above

📊 Strike Flow Analysis

Price Gamma/CPT Charm ESGFlow ESCFlow G-Tag Velocity Flip C/G Alert Trade Dealer Action
6957.5 585 / 117.0 -1765 46765 353178 ⚡ ACCEL — — G-CONFLICT — 🔼 BUY DIP SCALP 🎯 Strong cushion above → upside potential
6955.0 -1086 / -217.2 -466 86931 139812 NEUTRAL 🔼 ACCEL — 🚀 NEG STRONG — 🚀 STRONG DIR 🚀 Maximum directional momentum → explosive moves likely
6952.5 -1233 / -246.6 146 98709 -29002 NEUTRAL 🔼 ACCEL 🔃 FLIP↓ 🟡 C-HEDGE ✴️ INFLECT 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6950.0 -1137 / -227.4 215 91009 -42946 NEUTRAL 🔃 REVERSE — 🟡 C-HEDGE — 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6947.5 -667 / -133.4 457 53385 -91331 NEUTRAL 🔃 REVERSE — 🟡 C-HEDGE — 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6945.0 -207 / -41.4 120 16588 -23831 NEUTRAL 🔃 REVERSE — 🟡 C-HEDGE — 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6942.5 93 / 18.6 254 7395 -50614 ⚡ ACCEL 🔃 REVERSE — 🟡 C-HEDGE — 🟠 FADE SETUP 🧲 Gamma flip zone → directional uncertainty
6940.0 343 / 68.6 6 27383 -1104 ⚡ ACCEL 🔼 ACCEL — 🟢 WEAK SYN — 🟠 FADE SETUP 🔴 Dealers short gamma → sell rallies
6937.5 -93 / -18.6 -360 7449 72061 NEUTRAL 🔃 REVERSE 🔃 FLIP↑ C-FADE ✴️ INFLECT 🟢 STRENGTH SETUP 🛒 Hedging pressure eases → reduced selling
6935.0 -524 / -104.8 -7 41981 2282 NEUTRAL 🔼 ACCEL — 🚀 NEG SYN — 🚀 BUY STRENGTH 🚀 Moderate directional pressure → trending moves
6932.5 333 / 66.6 645 26596 -161036 ⚡ ACCEL 🔃 REVERSE 🔃 FLIP↓ 🟢 MOD SYN ✴️ INFLECT 🟠 FADE SETUP 🟠 Emerging resistance → selective fading
6930.0 1194 / 238.8 17 95508 -4079 🧱 WALL 🔼 ACCEL — 🟢 STRONG SYN — 🎯 PREMIUM SCALP 🔴 Strong resistance → dealers short, sell strength
6927.5 499 / 99.8 -459 39912 91841 ⚡ ACCEL 🔃 REVERSE 🔃 FLIP↑ G-CONFLICT ✴️ INFLECT 🔼 BUY DIP SCALP 🎯 Strong cushion above → upside potential
6925.0 -223 / -44.6 6 17844 -1093 NEUTRAL 🔃 REVERSE 🔃 FLIP↓ ⚖️ BALANCE ✴️ INFLECT 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6922.5 -826 / -165.2 -298 66086 89645 NEUTRAL 🔼 ACCEL 🔃 FLIP↑ 🚀 NEG STRONG ✴️ INFLECT 🚀 STRONG DIR 🚀 Maximum directional momentum → explosive moves likely
6920.0 -1409 / -281.8 -2 112795 542 NEUTRAL 🔼 ACCEL — FADE SYN — 🔴 FADE+ 🔥 Maximum resistance → accelerated selling on rallies
6917.5 -756 / -151.2 364 60483 -72661 NEUTRAL 🔃 REVERSE 🔃 FLIP↓ 🟡 C-HEDGE ✴️ INFLECT 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6915.0 -93 / -18.6 -23 7490 4672 NEUTRAL 🔃 REVERSE 🔃 FLIP↑ C-FADE ✴️ INFLECT 🟢 STRENGTH SETUP 🛒 Hedging pressure eases → reduced selling
6912.5 154 / 30.8 120 12287 -23971 ⚡ ACCEL 🔼 ACCEL 🔃 FLIP↓ 🟢 WEAK SYN ✴️ INFLECT 🟠 FADE SETUP 🔴 Dealers short gamma → sell rallies
6910.0 393 / 78.6 -2 31378 422 ⚡ ACCEL 🔼 ACCEL 🔃 FLIP↑ ⚖️ BALANCE ✴️ INFLECT 🟢 STRENGTH SETUP 📊 Mixed dealer positioning → monitor flow
6907.5 10 / 2.0 -197 746 39535 NEUTRAL 🔃 REVERSE — C-FADE — 🟢 STRENGTH SETUP 🧲 Gamma flip zone → directional uncertainty
6905.0 -375 / -75.0 3 30015 -446 NEUTRAL 🔼 ACCEL 🔃 FLIP↓ ⚖️ BALANCE ✴️ INFLECT 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6902.5 -309 / -61.8 31 24743 -6007 NEUTRAL 🔃 REVERSE — 🟡 C-HEDGE — 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6900.0 -236 / -47.2 -9 18910 2848 NEUTRAL 🔃 REVERSE 🔃 FLIP↑ 🚀 NEG SYN ✴️ INFLECT 🟢 STRENGTH SETUP 🚀 Moderate directional pressure → trending moves
6897.5 54 / 10.8 173 4275 -34473 NEUTRAL 🔃 REVERSE 🔃 FLIP↓ 🟡 C-HEDGE ✴️ INFLECT 🟠 FADE SETUP 🧲 Gamma flip zone → directional uncertainty
6895.0 338 / 67.6 -11 26978 2208 ⚡ ACCEL 🔼 ACCEL 🔃 FLIP↑ ⚖️ BALANCE ✴️ INFLECT 🔼 BUY DIP SCALP 🎯 Moderate support → selective dip buying
6892.5 -27 / -5.4 -254 2184 50885 NEUTRAL 🔃 REVERSE — C-FADE — 🟢 STRENGTH SETUP 🛒 Hedging pressure eases → reduced selling
6890.0 -376 / -75.2 9 30144 -1793 NEUTRAL 🔼 ACCEL 🔃 FLIP↓ 🟡 C-HEDGE ✴️ INFLECT 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6887.5 387 / 77.4 545 30921 -136132 ⚡ ACCEL 🔼 ACCEL — 🟢 MOD SYN — 🟠 FADE SETUP 📊 Emerging support test → caution advised
6885.0 1156 / 231.2 17 92411 -4087 🧱 WALL 🔼 ACCEL — 🟢 STRONG SYN — 🔼 SCALP+ ⚠️ Strong support pressure → watch for breakdown
6882.5 964 / 192.8 -133 77100 26736 🧱 WALL 🔃 REVERSE 🔃 FLIP↑ G-CONFLICT ✴️ INFLECT 🔼 BUY DIP SCALP 🟢 Maximum support below → aggressive buying zone
6880.0 742 / 148.4 -14 59282 2804 ⚡ ACCEL 🔃 REVERSE — G-CONFLICT — 🔼 BUY DIP SCALP 🟢 Strong support → dealers long, buy weakness
6877.5 375 / 75.0 -267 29944 53458 ⚡ ACCEL 🔃 REVERSE — ⚖️ BALANCE — 🔼 BUY DIP SCALP 🎯 Moderate support → selective dip buying
6875.0 -13 / -2.6 -78 1077 15771 NEUTRAL 🔃 REVERSE — C-FADE — 🟢 STRENGTH SETUP 🛒 Hedging pressure eases → reduced selling
6872.5 -387 / -77.4 -333 31035 100074 NEUTRAL 🔼 ACCEL — 🚀 NEG SYN — 🟢 STRENGTH SETUP 🚀 Strong directional bias → sustained moves expected
6870.0 -709 / -141.8 30 56730 -5906 NEUTRAL 🔼 ACCEL 🔃 FLIP↓ 🟡 C-HEDGE ✴️ INFLECT 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6867.5 -163 / -32.6 536 13059 -107040 NEUTRAL 🔃 REVERSE — 🟡 C-HEDGE — 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
6865.0 441 / 88.2 188 35219 -46942 ⚡ ACCEL 🔼 ACCEL — 🟢 MOD SYN — 🔴 STRONG FADE 📊 Moderate support pressure → monitor closely
6862.5 750 / 150.0 281 59963 -70185 🧱 WALL 🔼 ACCEL — 🟢 STRONG SYN — 🔴 STRONG FADE ⚠️ Strong support pressure → watch for breakdown
6860.0 952 / 190.4 -99 76127 19881 🧱 WALL 🔼 ACCEL 🔃 FLIP↑ G-CONFLICT ✴️ INFLECT 🔼 BUY DIP SCALP 🟢 Maximum support below → aggressive buying zone
6857.5 368 / 73.6 -635 29410 127185 ⚡ ACCEL 🔃 REVERSE — ⚖️ BALANCE — 🔼 BUY DIP SCALP 🎯 Moderate support → selective dip buying
6855.0 -220 / -44.0 -82 17640 24605 NEUTRAL 🔃 REVERSE — 🚀 NEG SYN — 🟢 STRENGTH SETUP 🚀 Moderate directional pressure → trending moves
6852.5 -73 / -14.6 245 5912 -48969 NEUTRAL 🔃 REVERSE 🔃 FLIP↓ 🟡 C-HEDGE ✴️ INFLECT 🟠 FADE SETUP 🛒 Hedging pressure eases → reduced selling
6850.0 83 / 16.6 -69 6598 13845 ⚡ ACCEL 🔼 ACCEL 🔃 FLIP↑ C-FADE ✴️ INFLECT 🟢 STRENGTH SETUP 🧲 Gamma flip zone → directional uncertainty
6847.5 -224 / -44.8 -481 17975 144455 NEUTRAL 🔼 ACCEL — 🚀 NEG SYN — 🟢 STRENGTH SETUP 🚀 Moderate directional pressure → trending moves
6845.0 -662 / -132.4 -503 52965 151173 NEUTRAL 🔼 ACCEL — 🚀 NEG STRONG — 🚀 BUY STRENGTH 🚀 Maximum directional momentum → explosive moves likely
6842.5 -1148 / -229.6 -512 91864 153750 NEUTRAL 🔼 ACCEL — 🚀 NEG STRONG — 🟢 PREMIUM SCALP 🚀 Maximum directional momentum → explosive moves likely
6840.0 -1367 / -273.4 306 109425 -61106 NEUTRAL 🔼 ACCEL 🔃 FLIP↓ 🟡 C-HEDGE ✴️ INFLECT 🟠 FADE SETUP 🔁 Dealers short delta → sell into any bounce
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