| Ticker | Spot | 0DTE Vol % | 0DTE OI % | 0DTE Vol | 0DTE OI | 0DTE PCR (Vol) | 0DTE PCR (OI) | 0DTE GEX ($B) | Pin Strike | Δ Pin |
|---|---|---|---|---|---|---|---|---|---|---|
| Loading… | ||||||||||
Methodology · 0DTE Concentration
The 0DTE phenomenon (options expiring same day) is a Bloomberg-flagged structural shift in equity markets. SPX 0DTE volume now ~50% of total SPX options volume — a regime change with massive implications for intraday vol, pin risk, and dealer hedging flow.
Key signals:
0DTE Vol % — share of today's options activity in 0DTE contracts. >40% = highly active 0DTE day · >55% = extreme 0DTE concentration.
0DTE PCR (Vol) — same-day put/call volume ratio. >1.2 = bearish positioning · <0.8 = bullish.
0DTE Call/Put Walls — largest OI strikes in 0DTE chain. Calls above spot = potential pin/resistance · puts below spot = potential pin/support.
Pin Strike — strike within ±2% of spot with largest combined 0DTE OI. Market often gravitates here into the close.
Source: CBOE delayed quotes via cdn.cboe.com/api/global/delayed_quotes/options/{ticker}.json. Refresh hourly during market hours. Page reads data/dealer-gex.json.