Rolling 30-minute ATM-only analysis. Drop signal: CE OI builds heavily vs PE OI but PE volume exceeds CE volume. Rally signal: the opposite. Useful when ITM/OTM flow confirms a directional leg.
Rolling 30-minute ATM-only analysis. Drop signal: CE OI builds heavily vs PE OI but PE volume exceeds CE volume. Rally signal: the opposite. Useful when ITM/OTM flow confirms a directional leg.