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Options-Implied Price Map

SPY · Uncalibratedref 761.29 ·

Model sees an upward drift; 50% of outcomes between 755.91 and 769.50 at the 5-day horizon; dealer wall at 770 acts as resistance; put wall at 770 acts as support.

upward drift

50% of outcomes 755.91 – 779.28 by 5DSupport770Resistance770Magnet768.46
735.64748.49761.35774.21787.07799.92now761.291D761.922D762.183D762.395D762.77D762.9610D763.2915D763.7420D764.12Now 761.29Flip 768.46Resistance 770Support 770
90% range (q10–q95)50% range (q25–q75)Median (q50)Resistance 770Support 770Flip 768.46
5D median
762.7
50% interval
755.91 – 769.5
90% interval
749.79 – 779.28
90% width
3.9%

Statistical distribution from realized vol. Dealer-positioning levels are open-interest-based estimates; the market-implied Q density and informed-flow layers remain separate model gates. Model distribution — not a predicted path (hurricane-cone semantics); uncalibrated probabilities.

Overlay Status

Gamma exposure: OI estimateOptions flow: source pendingOptions surface (Q): unavailable
Call wall
770
Put wall
770
Gamma flip
768.46

Estimated from open interest under the naive convention (call gamma positive, put gamma negative). Open interest does not reveal dealer inventory — positioning confidence is LOW (research doc §14).

How to Read This Map

1 · Probability field

The ladder above: wider bars = more uncertainty, and uncertainty grows with time — like the cone around a hurricane forecast.

2 · Dealer pressure

Market makers hedge their option books as price moves. When they are long gamma their hedging dampens moves (mean reversion, pinning); when short gamma it amplifies them (momentum, breakouts). Positioning levels estimate where those regimes sit — they shape the path, they do not set the destination.

3 · Informed flow

Some option trades carry information — buyer-initiated opening positions ahead of news. We classify flow by direction, size, moneyness and persistence rather than “$3M of calls = bullish”. Source pending — the honest chip on the left stays until a compliant feed exists.

Polymarket · Macro Expectations

Options-Implied Price Map v0 — figures are pre-computed by the Python plane; no scores are derived in the browser. Statistical distribution, not investment advice.