Methodology and limitations

Scope

The product presents newly detected EUR/USD option activity as a read-only spot-level matrix. It is not a complete exchange tape or an order-execution system.

Input categories

The implementation combines captured trade-browser activity, exchange block-trade records, archived settlement/reference data, prior open-interest context and MT5 spot inputs. Private endpoints and credentials are not exposed.

Detection windows

ALL day uses the latest displayable cumulative session capture. Last 1h and Last 15m calculate positive changes from an available baseline capture before the requested boundary.

Contract grouping

Contracts are ordered from the settlement reference universe and mapped into the selected nearest, weekly or key-group presentation. The ALL column aggregates the selected source rows.

Spot translation

Option strikes are translated with available option premium and the contract-specific settlement futures-to-spot reference. Live spot is used separately for the highlighted row and current-day ITM context.

Bucketing

Translated levels are rounded to the configured EUR/USD bucket step. Multiple rows can therefore contribute to the same displayed cell.

Composite and multi-leg structures

Recognized structures are decomposed into legs. Per-leg settlement premiums are preferred where available; otherwise the captured or strategy-level input is retained according to the implemented parser. Some spread sides are normalized from translated level context.

OI and BT context

OI is a thresholded prior-open-interest match and possible outflow marker, not proof of a close. BT identifies captured block-trade contribution and does not infer aggressor direction.

Refresh and caching

The public browser defaults to 120-second refreshes in the enabled window. Short server caches reduce duplicate work, so two clients can briefly show snapshots generated at different moments.

Export consistency

Excel and image exports preserve the selected public matrix parameters. Export formatting does not change the calculation.

Known limitations

External inputs can be delayed, revised, partial or unavailable. Capture boundaries are limited by capture cadence, and rows without sufficient reference data may be omitted or marked as degraded.

Why another source can differ

Vendors and screens can differ in capture time, contract universe, spread decomposition, premium/reference choice, bucketing, revisions and filters. A one-for-one visual match is therefore not guaranteed.

What the matrix does not prove

The display does not prove opening versus closing intent, aggressor direction, future price direction, total session OI, profitability or suitability for a particular user.