How the matrix works

What the matrix shows

Rows are translated spot-price buckets. Columns represent the selected contract groups, with separate CALL and PUT values.

Spot-price bucket

An option leg is translated from strike, its available premium and the settlement futures-to-spot reference, then rounded to the configured bucket step. The bucket is an analytical level, not necessarily the current market price.

CALL and PUT

Outright activity keeps its CALL or PUT side. Composite structures are processed leg by leg; some spread legs can be normalized from their translated level relative to the reference spot. Neither side is a buy or sell recommendation.

ALL day

Shows positive newly detected volume retained in the latest displayable capture for the current monitored trading session.

Last 1h

Shows positive volume added between the latest displayable capture and the latest available baseline capture before the one-hour boundary. Capture cadence can make the boundary approximate.

Last 15m

Uses the same positive-delta method with a fifteen-minute boundary. It is a detection window, not exchange-wide total volume.

Contract grouping

The public controls show all activity plus the nearest five contracts, all activity plus four weekly groups, or all activity plus key contract groups. The ALL column remains the selected-view total.

ITM filter

When current-day MT5 M5 range data is available, each contract uses the settlement futures-to-spot reference to translate the day range into contract terms. CALL strikes reached at or below the translated high and PUT strikes reached at or above the translated low are retained. If the range is unavailable, the status says that the filter was not applied.

Highlighted current row

The highlighted row uses the latest available live spot reference, normally the latest captured MT5 spot or tick, and falls back through available MT5 or settlement references. It is rounded to the same bucket step.

OI marker

OI marks detected volume that can be matched against sufficient prior open interest under the current thresholds. It is a possible outflow context marker and does not prove that a position was closed.

BT marker

BT identifies the portion associated with captured block-trade records. It is source context, not aggressor direction or trading intent.

Data refresh

The browser requests an update every 120 seconds during the enabled live window. Source timing, snapshot caching and availability can affect the displayed update time.

Excel export

Excel export requests the same instrument, grouping, time window and ITM selection currently shown in the matrix.

Image export

Image export captures the selected matrix view without changing the underlying values or filters.

Limits and responsible use

The matrix is analytical context only. It does not show every market transaction, prove opening or closing intent, execute trades or provide personalized investment advice.