TJ Options Flow
Options-derived market structure on your futures chart: dealer gamma walls, pins, flips and the GEX depth profile — for NQ/MNQ and ES/MES, live and across full history (2020 → present).
What it shows
- Walls — Call/Put gamma walls per expiration horizon (0DTE / Weekly / Monthly)
- Levels — Gamma Flip, Max Pain, Major Pin, Vol Trigger, Charm Magnet, Vanna Flip
- Expected Move bands — straddle-implied envelope from ATM IV
- GEX Depth Profile — per-strike gamma histogram beside the price scale; morphs to the hovered bar's session
- Zones — session-scoped price bands per level, with confluence highlighting
- HUD — regime (net GEX/VEX/CEX, PCR, 0DTE gamma %, IV rank, GEX rating), risk sizing, data provenance line, carry-forward alert
HUD controls
| Row | Buttons | Meaning |
|---|---|---|
| Header | [LIVE] / [STATIC] pill |
Tracking mode (works minimized) |
| 1 | Daily / Weekly / Monthly | Expiration horizons (multi-select) |
| 2 | Range / Magnet / Flip / Risk | Purpose groups: fade-boundaries / time-magnets / regime-switches / risk-lines |
| 3 | GEX Profile | Depth histogram on/off |
Hover any wall or zone for a detail panel; overlapping levels combine into one sorted panel.
Tracking modes
- STATIC — levels locked to the session's point-in-time chain (exact backtest parity)
- DYNAMIC — 15-minute stepping from intraday snapshots during RTH; live session refreshes within seconds of new data landing
Data & settings
Sources: CBOE delayed chains (live), ThetaData + AlphaVantage archives (history), Yahoo futures/VIX (ratios, IV rank). See Architecture → Options Data Pipeline for the full flow. Key settings: Symbol Override, Custom JSON Directory, Dynamic Refresh, Auto Download Chain, per-level colors and label placement. Upgrading to v2.7.0 resets the legacy bundled "Core Levels" setting to its per-level defaults.