Loading straddle.json…
Click a row for the chart.
Each bar is centered on last Friday's close. The gold band is the weekly ATM straddle (expected move to this Friday), the blue band is the monthly ATM straddle (expected move to the 3rd-Friday expiry), both priced at Friday's close. The dot is the price now, the grey bar is this week's range, and the small white ticks are the move expected by this point in the week. "Pace" is the move so far divided by that time-scaled expectation: a +$50 move by Tuesday on a $50 weekly straddle is 1.0× the week but about 1.6× pace. The purple diamond is the king node: the strike with the largest dealer gamma exposure from the GEX engine (same-day expiries excluded). A positive king node tends to act as a magnet or pin into expiry; a negative one is where moves can accelerate.
The score is a rules-based checklist, not a fitted model: room left in the weekly move (20), history of reaching +1x and +3% on Fridays (15), week-to-date call flow (20), pace (15), a catalyst before Friday (10), and how well a 2-5% OTM call pays on a full remaining move (20). 70+ = high, 55-69 = medium. It recomputes every few minutes and logs a point every 30 minutes in market hours, so the line under each score shows how conviction has changed this week.
The "× if move" column ignores time value left at expiry and assumes you hold to the close, so it understates a Friday-morning exit and is only a yardstick. Delta is roughly the market's probability of finishing in the money. Data screen, not advice.
Anchor straddles are real bid/ask mids from the scanner's last Friday snapshot (flow.db), interpolated to the closing price. Live straddles come from the Schwab chain every 5 minutes (CBOE delayed, then a Black-Scholes reprice of Friday's IV as fallbacks). The time-scaled cone assumes a quarter of each session's variance arrives in the overnight gap. An ATM straddle is roughly 0.8 standard deviations; toggle "1σ lines" to see the 1.25× level. Data screen, not advice.