Probability Heatmap — Strike × DTE
Risk-Neutral Probability Surface
P/C Ratio —
Top 5 Concentration —
OI Center of Gravity —
Max Pain —
Put-Heavy Zone —
Call-Heavy Zone —
Normalized OI Distribution
% of peak OI · Calls vs Puts
P/C Skew by Strike
Put/Call ratio per strike · >1 = put-heavy
OI Intensity Heatmap
Relative intensity by Strike — Expiration · 0-100% scale
GEX Overview
Key gamma levels
Net GEX —
Call Wall —
Put Wall —
Major Wall —
Flip Point —
GEX Flow
Live tape · Net GEX changes over time
Waiting for data…
DEX Overview
Key delta levels
Net DEX —
Call DEX —
Put DEX —
DEX Bias —
Top Strike —
DEX Flow
Per-strike delta exposure · Top movers
Waiting for data…
GEX · Gamma Exposure
DEX · Delta Exposure
Greek Ladder
3 customizable strike exposure panels · Key levels · DTE filter
DEX · NET · P&N · 30
POS · NET · Net · 10
GEX · NET · P&N · 20
Options Premium ($)
Depth View
2 strike charts + 3 heatmap tables · Customizable per panel
DEX
POS
DEX
GEX
OI
VEX · Vega Exposure
TEX · Theta Exposure
REX · Rho Exposure
CharmEX · Charm Exposure
VannaEX · Vanna Exposure
SpeedEX · ˆ"/ˆS Exposure
ZommaEX · ˆ"/ˆ Exposure
ColorEX · ˆ"/ˆt Exposure
Statistical Anomalies
Z-Score > 2.09 | 5m
Z Distance from VWAP
Statistical deviation from VWAP | ±1 / ±2 bands
Market Topology
3-D Cluster Map | Trend — Momentum — Volatility
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Entropy Manifold
PCA Phase Space | STATE — MOMENTUM — CHAOS
—
Entropy: —
Threshold: —
GARCH Analysis
Today's Reading · 10-Day Forecast · Expected Range · 0DTE Probability
IV Surface
Implied Volatility · Strike — Expiration
IV Skew
Nearest Expiry
Put/Call Skew
Risk Reversal · Fear / Greed Gauge
Realized Volatility — HV10 / HV20 / HV30
90-day rolling realized vol vs current ATM IV
Volatility Cone
Historical HV Percentile Bands · Current IV Overlay
IV Term Structure
ATM Implied Volatility Across Expirations
Heston Stochastic Volatility Model
Calibrated model surface vs. market — reveals option mispricing
Calibrating Heston model…
Heston vs Market IV — Structural Mispricing Dashboard
Market Implied Volatility
Heston Model Implied Volatility
Volatility Imbalance: Δσ(K,T) = IVmarket − IVheston Market IV ˆ' Model IV · Blue = underpriced · Red = overpriced
GARCH Expansion Detector
GARCH(1,1) · Expansion Day Classification · 10-Day Forecast
Risk Sizing Calculator
GARCH · Kelly · CVaR · Hurst — Composite Position Sizing
Loading risk metrics...
Skew Index
CBOE-Style Tail Risk · Per Expiration
Return 5D Intraday Kurtosis — 90 days
Rolling 30-day excess kurtosis · normal = 0 · fat tails > 0
Variance Risk Premium
Realized Vol (HV30) · Current ATM IV Line
Vol of Vol
20-Day Rolling Std of HV30 Changes
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DISPLAY
Controls heatmap cell height and card padding
Chart transition duration
How large numbers are displayed
Thickness of line chart strokes
DATA
Strikes shown above & below spot
Expiry dates to load
Auto-update frequency
Which tab loads when you open the dashboard
▦ Visible Panels
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Combined Decision
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Layer 1 — HMM Structural State
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Confidence
Layer 2 — Vol Behavioral Regime
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MR Score
—
BO Score
—
Regime Surface
HMM State Probabilities
Core-7 Feature Radar
Normalized feature fingerprint driving classification
Signal Strength
Core-7 Features
Current feature values driving the classification
Decision Matrix
HMM State — Vol Regime ' Trading Action
🔔 NEW TRADE
📊 STATS
Total Trades0
Win Rate —
Total P&L$0
Avg P&L —
Best Trade —
Worst Trade —
Profit Factor —
Avg Winner —
📋 TRADE LOG0 trades
| Date | Ticker | Dir | Type | Entry | Exit | P&L | Strategy |
|---|
Backtest Analyzer
Drop your trade CSV · Instant performance analysis
📊
Drop CSV here or click to browse
Required column: pnl (trade P&L in dollars)
Optional: date, direction, entry_price, exit_price, contracts, reason
Optional: date, direction, entry_price, exit_price, contracts, reason
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