32 panels. Six modes. One trade.

Floor, resistance, dealer walls and support bands: a modeled map of where positioning is likely concentrated, anchored once a day.

• At 9:40 AM ET the day’s structure freezes and holds. Levels stay fixed unless price breaks the structure outright. Before 9:40 they compute live and can still shift.
• Resistance and support stacks ranked by strength, with three-, two- and one-star ratings for primary, secondary and tertiary levels.
• Distance-from-price on every level, so you can see how much room is left before the next zone. SGP Floor is a SPY/SPX-specific level and replaces the Floor for SPY.

Gamma-exposure profile across strikes, mapping where hedging pressure is likely to concentrate, pin, or amplify.

• Net GEX per strike, with Call Walls (+GEX) and Put Walls (−GEX) ranked by magnitude. Green marks stabilising, mean-reverting pressure; red marks pressure that tends to amplify moves.
• GEX blends 90% open interest with 10% intraday volume, so the read picks up also reflects intraday directional flow, not only open interest.
• An expiration dropdown spans 0DTE, next, 3–5 day, 1–4 week, monthly and all: 0DTE for today’s intraday book, Next for overnight positioning. HVL marks where aggregate gamma crosses zero.

A six-panel convergence matrix: where DP, Smart Flow, GDP, Vol Charge, Sensitivity Edge and Convexity Pulse land on the same strike.

• Six analytic panels as columns against ranked rows: Largest +, 3rd and 2nd +, First +, First −, 2nd and 3rd −, Largest −.
• When three or more panels agree on a strike the cell highlights and a badge shows the count, so a 6/6 means every panel lines up at that level.
• First + and First − convergence marks the nearest zone where hedge activity is likely to concentrate. Mismatches between the DP/SF/GD family and the VC/SE/CP family can flag shifts the primary panels have not registered yet.

Your ticker’s levels beside QQQ and SPY. One table for planning the day.

• Three columns: Trade (your ticker), Exec (QQQ as execution reference) and Conf (SPY as confirmation). If your ticker is QQQ or SPY the duplicate column drops automatically.
• Levels sort high to low with resistance in red and support in green, and a Ref Price row repositions itself between the nearest level above and below.
• A separate Hedge Levels block sits underneath, plus Bias, Reference, Reversion and Day Range summary rows. When all three columns agree on bias, the framework flags that agreement.

A composite strength score on every structure level: how much of the book agrees the level matters.

• Each strike scores from 0 to 500+, tiered Dominant (300+), Strong (200–300), Moderate (120–200) and Weak (60–120).
• The composite is weighted and published, not a black box: DP Index 50%, Smart Flow 30%, GDP Index 20%.
• A weak reading means price is likely to pass through the level without much resistance. Balanced composition across all three panels reads differently from a single-panel spike, and a per-level bar shows which contributed.

Intraday chart with the structure engine drawn on it, plus session replay on the index complex.

• VWAP, Floor, Resistance, Dealer Wall and the full hedge ladder drawn from the frozen 9:40 snapshot, on 1m to 60m intervals bucketed from the 9:30 open so a 15m bar always spans 9:30–9:45.
• Setups plot on the chart itself: a green dot for a triggered long, a violet diamond for a Structure Entry zone, each carrying its quantum grade letter.
• Replay walks a session bar by bar at 1× to 10× with structure visible, and Historical Mode loads a past day with that day’s frozen levels rather than today’s. Replay coverage is SPY, ES and MES plus QQQ, NQ and MNQ, not every ticker in your plan, and widens as data collection expands.

Modeled pull toward high open-interest strikes: estimated direction, strength, and the reference strikes on each side.

• Estimated pull direction with a strength tier, plus upside and downside reference cards each carrying a strike, a distance and a quantified pull force.
• Net upward against net downward force across all strikes, so a lopsided book is obvious immediately rather than hidden in a single number.
• Time decay is the mechanism: high open-interest strikes exert more pull as expiry approaches. An estimate of where structure sits, not a forecast of where price will go.

The paste line that carries the day's structure into your own TradingView chart, reposted at each stage as the map settles.

• Four stages through the session: a premarket plan around 9:10, a re-paste near 9:32 once the opening range settles, the frozen levels at 9:40, and a fresh line only if price decisively breaks the day's outer structure.
• Each stage replaces the one before it, so there is one current line to copy rather than a history to reconcile. Stages that have not posted yet say so.
• This is the bridge between the terminal and the Pine indicators you run on your own chart, which is why the levels arrive as a quick-paste string rather than something to transcribe.

Scanner across every tracked ticker, with modeled dealer positioning, IV rank, IV environment, P/C and relative volume, sortable by any column.

• The tracked universe filtered by sector or asset class, with six one-click presets: High IV, Bullish Flow, Bearish, Big Movers, Low IV and Short Gamma.
• The Dealer column switches between all expirations and 0-DTE only, and the divergence is the read: a ticker LONG overall but SHORT on 0-DTE means near-term put hedging is heavy despite a structurally bullish profile.
• Dealer positioning here is modeled from the put/call open-interest ratio, not observed. Options metrics are 15-minute delayed.

Three dial gauges: modeled dealer positioning, options flow balance, and time-decay pressure.

• DP Index (dealer positioning via gamma), Smart Flow (directional bias from flow) and GDP Index (decay pressure), each on a −1.0 to +1.0 scale.
• Smart Flow downweights wide-spread and stale trades and discounts 0-DTE to 0.3× so hedging noise cannot dominate. DP blends 90% open interest with 10% intraday volume.
• All three green is a bullish consensus across positioning, flow and decay. Mixed readings mean lower-conviction conditions; they narrow confidence rather than block anything.

Top-of-book in one card: price, ATM IV with percentile, put/call on open interest, and the modeled dealer position.

• Price, ATM IV with its one-year percentile badge, put/call on open interest, and the modeled dealer position with net GEX.
• Call and put open interest show as counts alongside an activity tier, so unusual participation stays visible without publishing raw volume.
• A volatility strip underneath: IV Rank 1Y and 1M, skew slope, contango, HV 20d, IV/HV ratio and IV Environment. The displayed price matches the options-data timestamp rather than the live header quote.

Which side of the gamma flip price sits on, how far away it is, and how strongly.

• A single bar carrying the regime, the gamma flip strike, the distance to it as a percentage, and a directional bias with a confidence figure.
• Four regime states rather than a binary: positive gamma, negative gamma, transition and neutral.
• Transition is the one worth having: within half a percent of the flip the regime is unstable and whipsaw risk is elevated. Reporting only long or short gamma hides the boundary; this panel makes it explicit.

Delta-weighted open interest across the chain, a proxy for where large directional positions sit.

• Delta-weighted open interest across the seven nearest expirations, resolved into a single bias (bullish, neutral or bearish) with a confidence strength.
• Flow Flip names the first strike above price where flow transitions from bearish to bullish. It is a structural inflection point rather than a signal to act on.
• Distinct from the DP Index by design: DP models how dealers hedge (gamma); Smart Flow models where large directional positions are likely to sit (delta). Divergence between the two is itself informative.

Aggregate call and put activity across the chain, resolved into a directional read.

• Total call and put activity across all strikes and expirations with a put/call ratio and a percentage split. Aggregate only, never per-contract.
• Sentiment bands are explicit rather than inferred: below 0.7 reads bullish, 0.7 to 1.3 neutral, above 1.3 bearish.
• High activity relative to open interest suggests fresh positions being opened rather than existing ones changing hands. The panel carries its own 15-minute-delay disclosure.

Two ratios read against each other: one for today’s sentiment, one for structural positioning.

• A sentiment ratio with fixed bands (below 0.7 bullish, above 1.3 bearish) alongside an open-interest ratio measuring accumulated structural positioning on its own scale.
• Relative participation against the 20-day average, tiered Quiet, Normal, Elevated and Unusual. A spike in relative participation alongside an extreme ratio is the panel’s strongest combination.
• Per-expiration breakdown across 0-DTE, one-to-five day and monthly, so a 0-DTE reading that diverges from the monthly view stays visible instead of being averaged away.

Cumulative net premium through the session, read against price.

• Net premium accumulates across the day (green fill above zero for call dominance, red below for puts) with price drawn on its own axis over the top.
• The question is rarely how much premium on its own, but whether premium is building while price holds, stalls or breaks.
• Zero crossings mark sentiment flips and a reversing momentum badge flags a potential shift. Flow is noisiest at the open and through midday, and the panel says so.

ATM-windowed chain with structure badges on the strikes themselves.

• Structure badges sit inline on the strikes (Floor, Dealer Wall, SGP, resistance, magnet and hedge levels), frozen at 9:40 and fixed for the day, so the chain and the structure map are one surface.
• The bid/ask spread renders as a liquidity tier (Tight, Normal or Wide) instead of quotes, and per-strike participation as an activity indicator. Open interest, Greeks and mid IV stay numeric.
• ATM ± 5 to 50 strikes with an expiration dropdown, and the OCC symbol copies to the clipboard so you can look it up on your own broker.

Strike × expiry grid showing where open interest concentrates, switchable to a banded activity read, with structure levels named in the rows so concentration and level are read together.

• Each cell is one strike at one expiration, coloured by concentration, so a column reads as one expiry and a row reads as one strike across the whole board.
• Open interest is the default read. An activity mode bands current participation into tiers rather than reporting counts.
• Levels are named inside the row they land on, and when several share a strike all of them are listed. A strike that is both a structural level and the largest hedge is a different observation from either alone.

Flags price moves likely driven by dealer hedge rebalancing rather than directional flow: the moves that trip stops and then snap back.

• Two independent readouts. The header scores the 0-DTE alert; the card scores general price movement. One can read safe while the other reads critical, because they are answering different questions.
• The denominator moves on purpose. A factor with no usable input is dropped along with its share, so a score of five out of eight means five of the eight factors that could actually be evaluated, not a worse result than ten.
• It names what it saw rather than what to do: a level shift consistent with hedge adjustment, no confirming directional flow, and the prior level still standing as the reference until structure re-forms.

Seven positioning reads in one frame, all sharing a single reference-price clock.

• Modeled dealer gamma, directional flow and decay pressure across the top; modeled vega, vanna and vomma exposure plus the IV surface beneath.
• Every tile plots against the same live reference price, so the seven reads stay aligned to one clock. The options data behind them is 15-minute delayed.
• Reading them together is what separates spot-driven from vol-driven pressure, the distinction a single Greek chart cannot show.

Modeled dealer gamma exposure across the strike chain.

• Signed bars per strike (positive for long gamma, negative for short), blended 90% open interest and 10% intraday volume.
• The zero-gamma flip is the most important feature on the chart, and the corridor between the first positive and last negative strike acts as the primary intraday pivot.
• Each bar also carries an IV skew ratio, put model vol over call model vol at that strike. Bars plot against a live reference price; the options data behind them is 15-minute delayed.

Directional bias per strike from delta-weighted open interest. The middle of the three index reads.

• Delta-weighted open interest plotted strike by strike against a live reference price, resolved into a single bias with a confidence strength.
• Wide-spread and stale trades are downweighted, and 0-DTE is discounted to 0.3× so hedging noise cannot dominate the read.
• One of the three reads behind every Quantum Node grade, alongside DP Index (gamma) and GDP Index (decay). Divergence between the three is itself informative.

Time-decay pressure per strike, showing where option value is evaporating fastest.

• Theta-weighted open interest across the seven nearest expirations, showing how much value decays per day at each level.
• Decay compounds toward expiry, so a level that looks small on Monday can dominate by Friday. Heavy near-term decay makes a strike matter more, not less.
• When positive decay pressure and positive dealer gamma land on the same strike, that strike becomes a strong expiration pin candidate. Most useful in the closing hours as decay accelerates.

The model volatility surface across strikes, with raw call and put IV available alongside.

• SMV Vol is the default (a fitted, smoothed curve that strips quote noise), with ATM IV, Peak IV and skew steepness called out in the header.
• Three further modes sit behind it: raw call and put IV, IV Spread (positive means calls are richer), and Model Vol Split comparing the smoothed call and put surfaces separately.
• When the put surface rises above the call surface at the money, the market is pricing directional fear even at ATM, a stronger read than out-of-the-money skew alone.

Vega exposure per strike: what the modeled book gains or loses per 1% move in implied volatility.

• Vega mapped strike by strike, with the largest positive and negative concentrations named rather than left to be eyeballed.
• An IV-weighted mode scales vega by each option’s implied vol against the model surface, showing where vol is overcharged and positions are more exposed than raw open interest suggests.
• Comparing vega against open interest versus against participation shows when today’s flow is positioning differently from the existing structure.

Vanna exposure per strike, tracking how modeled dealer delta shifts as implied volatility moves.

• Vanna is the bridge between volatility and directional flow: the rate of change of delta with respect to vol, plotted per strike.
• Read against the DP Index: when gamma and vanna agree on a level, vol-driven and gamma-driven forces reinforce each other rather than cancel.
• Each bar carries an IV skew ratio; above 1.0 means puts price richer than calls at that strike, so vanna effects there are asymmetric. Vanna collapses into expiry and is most meaningful with two or more days left.

Vomma exposure per strike, the second-order read on how vega itself moves with volatility.

• The gamma of vega: where a change in volatility changes the modeled book’s vol sensitivity, so a move reinforces itself rather than being absorbed.
• Vomma peaks away from the money, so heavy out-of-the-money vomma means tail positioning is significant. Earnings, FOMC and CPI days show the effect at full force.
• High vomma with low IV is the loaded-spring case. Read alongside Vol Charge. Large on both at the same strike marks a volatility epicentre.

Six-tier IV classification with 1-year percentile context, plus the full term structure.

• ATM 30-day IV with weekly percentile breakdowns against the past 5, 10, 15 and 20 sessions, plus IV Rank over both one month and one year.
• Term structure across seven tenors from 10 days to a year, with vol-of-vol, the IV/HV ratio and ex-earnings IV.
• An inverted curve (short-dated IV above long-dated) is flagged as unusual, and typically reflects near-term event pricing rather than a change in regime.

The volatility smile for a single expiration, plotted across moneyness: skew shape at a glance.

• One expiration at a time, with tabs to step through dates and watch how the smile changes across the curve.
• Header metrics name the read: ATM IV, IV Skew and Slope. Steeper slopes mean more pronounced skew.
• Positive skew means puts price richer than calls (downside protection demand); negative means calls are richer. Near-term steeper than far-term suggests the market is pricing a near-term event.

SE zones (A/B/C/D grades) plus U1–U6 confirmation labels: a two-layer framework with documented reference levels.

• Six U-setups cover bullish and bearish breakouts, pullbacks, compression and hedge reclaims. U1, U2, U4 and U6 carry a full set of reference levels (T1/T2/T3) derived from structure; none of them is a recommendation; U3 and U5 are context signals and are labelled as such.
• The grade is a weighted composite, not a hunch: Pivot 30%, Confluence 25%, Node/Hedge 20%, Distance 15%, Regime 10%. Every subscriber sees the same setups; nothing here is personalised.
• STRICT mode narrows the default view to A and B grades plus anything currently active. A setup can also read BLOCKED when quantum structure opposes it, SPY conflicts, or an active SE zone runs the other way.

Node extraction across the DP Index, Smart Flow and GDP Index distributions, the confluence engine behind the setup grade.

• The three distributions are distance-weighted, smoothed and normalised, then clustered into nodes carrying a strike, strength and width.
• Confluence zones are the payoff: when two or more of the three panels agree on a node within a two-strike window, that level carries the strongest agreement on the board.
• Returns a Confidence read (High, Moderate or Low) and a regime label of Expansion, Balanced Trend, Compression or Transition. Migration arrows show whether a node has drifted since the last snapshot.