What this is. A daily context screen, not a signal: implied moves are what the options market charges (~15-min delayed CBOE), levels are arithmetic on real bars, and the desk's lean is a drift-graded model output with no proven edge (live proof). Nothing here is advice.
SPY now
Today's implied move
nearest expiry ATM straddle
This week's implied
Friday expiry straddle
VIX
📐 Levels (real bars, floor-trader pivots)
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Today's range vs a normal day (ATR14)
🧠 The desk's honest 5-day lean on SPY
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🌡 What the options market charges — implied move by expiry
Expiry
DTE
ATM straddle
Implied move
IV
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Reading it: the straddle price is the market's break-even for a move in either direction by that expiry. A day where you expect more than the implied number is a day options are "cheap" to you; expecting less makes them "expensive." That judgment is yours — the desk has no proven edge on it.
🗓 Left on this week's calendar (US, high-impact)
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