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Coming Soon

Zero Day Intel and Flow Watch

Two tools for reading a same-day-expiry (0DTE) session in $SPX options. They run on your own computer, on your own broker and market-data connection. They show you the session. They do not trade it for you.

Status: in development. No release date. Not available for download or purchase.

Coming Soon

Zero Day Intel

A situation board for the 0DTE session. It reads the live $SPX option chain through your own broker connection, works the day's reference levels out of that chain, and keeps them in front of you while price moves.

  • Watch. The live board. One screen for where price is, where the levels are and how far apart they sit.
  • Levels. Max pain, the call wall and the put wall, the gamma flip and the expected move, each computed from the chain you supply.
  • Dealer positioning estimates. Gamma, vanna and charm exposure by strike, modeled from open interest. These are estimates, not observed positions.
  • Odds. A modeled chance that price touches a level, and a modeled probability of profit for a contract. A model's number, never a promise.
  • Conditions and the gate. A 1 to 5 read of how calm or hostile the tape is, and a gate that marks when the tool's own conditions for a setup are not met.
  • Zero Day SITREP. The same picture written up as a brief at set points in the session, for people who cannot sit in front of a board all day.
Coming Soon

Flow Watch

The flow ladder. Strikes run down the side and minutes run across. Each cell shows what traded in puts and in calls at that strike in that minute, with the price path drawn through it.

  • One question. Where did new business print as price walked through the strikes?
  • Three lenses. Contracts, premium and gamma, so a pile of cheap far-out contracts is not mistaken for size.
  • Pace. How fast puts and calls are trading now against earlier in the session.
  • What it will not say. The chain reports how many contracts traded. It does not report who bought and who sold. Flow Watch shows volume, never side, and it does not vote on direction.

How they connect

Both tools are built to run on your own machine and to read market data through an API connection that you set up with your own brokerage and data accounts. The tools are designed so that your login, keys and tokens stay on your computer and are not sent to Veal.Trade. Each person reads market data through their own connection and their own subscriptions.

Neither tool sends, changes or cancels an order. Every order you place, you place yourself, at your broker.

What they are not

  • Not investment advice, and not a recommendation to buy, sell or hold anything.
  • Not an order router or an automated trading system. Neither tool can place an order.
  • Not personal. The SITREP may list option contracts that meet the tool's own rules, under the tool's own labels. That list is the same for every reader and takes no account of you or your account.
  • Not a prediction. Levels, exposures and odds are arithmetic on a snapshot of the market. They can be wrong, late or missing.
  • Not a substitute for your broker's records. Your broker's platform is the record of your orders, positions and risk.
  • Not affiliated with, sponsored by or endorsed by any broker, exchange, index provider or data vendor.

Where they stand

Both tools are still being built and tested. What ships may differ from what is described on this page, and either tool may be changed, delayed or withdrawn. This page is a description of work in progress. It is not an offer and not a commitment to deliver anything.

Updates will be posted in the Veal.Trade Discord.

Read before you connect anything

Use of Zero Day Intel, Flow Watch and any other Veal.Trade software that touches a broker or data provider is governed by the Tools & API Interface Terms, together with the Terms & Conditions and the Privacy Policy. They cover what the tools are, the risk you carry, your responsibility for your own accounts and credentials, the absence of any warranty, the limit on liability and how disputes are resolved.

Trading options, and same-day-expiry options in particular, carries a substantial risk of loss. You can lose the entire amount you put into a trade, and you can lose it within minutes.

Read the Tools & API Interface Terms