OI bias (PCR)
Put–call ratio over ATM ±5 strikes. Uses a proximity- and OI-change-weighted PCR for BULLISH/BEARISH/NEUTRAL; raw PCR is still shown for cross-check.
technical_bias voteSignal reference
Every chip on the dashboard maps to a computed input. Hover chips in the app for live numbers; this page explains what each one means.
VWAP bias
Spot vs session VWAP (futures proxy when needed). Above VWAP → bullish tilt; below → bearish.
technical_bias voteORB (opening range)
Break of the first N minutes’ high/low on the index (default 15m). Earlier and narrower than classic pivot breakouts—suited to intraday options.
technical_bias voteOI walls & base probability
Nearest resistance/support from OI peaks. Walls closer to spot count more; fresh OI build-up or unwind scales each wall before computing base upside %.
probability baseGap / large gap
Today’s open vs yesterday’s close vs average range. Large gaps can widen the playbook (e.g. BOTH) when probability supports it.
probability nudgeCPR width
Yesterday’s central pivot range narrowness—feeds volatility confidence (trend-day potential), not direction directly.
vol confidenceATM OI change
Fresh PUT build-up at ATM read as bullish (floor); CALL build-up as bearish (cap)—distinct from far OTM walls.
probability nudgeMomentum band
How much of today’s expected move is already used. Too little or too much → NEUTRAL momentum bias; avoids chasing exhausted moves.
probability nudgeProfitability / required move
ATM premiums × margin factor → minimum index move needed for CALL, PUT, or BOTH to make sense vs blended expected move.
hard gateVolatility confidence
0–100% “big move odds” from VIX/range ratio, ORB, momentum used, OI activity at walls, CPR—separate from up/down probability.
informationalAI sentiment
Optional Gemini/Claude call with your market context. Bounded nudge; failures fall back to NEUTRAL without blocking the run.
probability nudge