INDEXFLOW / Documentation v1.0 · July 28, 2026
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Getting started
About the TerminalQuick StartInterface & statusMarkets & conventions
Workspace
Dockable workspaceMarket charts
Chart overlays
Overlay panelPrice & level overlaysPremarket hedge mapFlow overlaysHistorical & OI heatmapsGamma & Greek overlaysAnalytical Greek heatmapVolatility surfaceTape bubbles
Flow & tape
Top 0DTE optionsOrder FlowSweep TapePremium & delta-adjusted flowConvexity Flow
Positioning
Profiles & laddersPositions by strike / expiration
Volatility
Volatility & market regime
Tools
Contract InspectorSession Replay
Reference
Methodology & provenancePractical workflowsPersistence & privacyTroubleshootingGlossaryRisk notice

IndexFlow Terminal — Complete Platform Guide

IndexFlow Terminal is a web-first options analytics workspace for intraday index and ETF analysis. It combines live market charts, options flow, strike-level positioning, volatility context, analytical heatmaps, contract monitoring, and historical session replay in one configurable interface.

SPX — S&P 500 Index optionsSPY — SPDR S&P 500 ETFNDX — Nasdaq-100 IndexQQQ — Invesco QQQ ETFVIX — VIX / VIXW
One synchronized workspace. Price, flow, volatility, profiles and contract charts viewed together without changing applications.
Real-time visual control. Settings and overlays change while the session continues, without resetting market history.
Transparent methodology. Observed data, OI structure, inferred direction, modeled scenarios and unavailable data are distinguished.

IndexFlow Terminal is an analytical product. It does not provide investment advice, guarantee market outcomes, or claim to observe the true inventory of market makers or dealers.

02Quick Start

Open a market

Use Market Selector in the dockable menu and choose SPX, SPY, NDX, QQQ or VIX. The selected market becomes the active context for menu actions — existing charts and analytics remain attached to their original market. Switching from SPX to NDX does not convert an open SPX panel into NDX; it only changes the market used for the next panel. Option-contract tabs are the exception: they are temporary views tied to the active chain.

Open a chart

From Quick Access, select Market Chart (open or focus the primary chart) or New Chart View (add another independent chart), or use Workspace > Open Market Charts. Each chart has its own timeframe, candle or line mode, visible range, drawings, synchronization group, overlay configuration, expiry selections and heatmap settings. Up to eight independent market-chart views are supported, subject to the service's active capacity policy.

Add analytics & configure

Use the menu groups Flow & Tape, Exposure & Profiles, Volatility, and Market Data & Tools. New analytics open beside the relevant market chart whenever possible and stay bound to the market they were opened for. Chart-specific settings live inside that chart's Overlays panel — the general menu opens tools; it never overrides charts already open.

Start with a preset

Open Workspace > Workspace Presets and choose an apply mode: Replace Workspace or Add to Workspace.

SPX 0DTE ExecutionSPX Positioning MapSPX + VIX RegimeVIX Options Desk

03Interface and market status

The top toolbar provides global controls: Menu (opens or focuses the dockable Market Menu), Workspace (locking, presets, charts, analytics, tools, arrangements, sharing, reset) and Theme — Terminal, Dark or Grey; the theme also changes active-button colors. The Market Menu is itself a dockable panel: it can be moved, docked, grouped as a tab, floated, collapsed and reopened; collapsing preserves its dock position and leaves a compact market selector.

Connection states

LIVEThe current market view is receiving fresh data. WARMINGThe platform is loading or rebuilding the selected market state. SYNCINGThe initial market snapshot is being synchronized. RECONNECTINGThe connection is being restored. STALEOne or more required data sources exceeded their freshness window. ACCESS DENIEDThe account or data entitlement does not authorize the requested data. CONFIG ERRORA required server or provider configuration is unavailable.

Expand Data diagnostics to see the age or status of individual subsystems. If a sequence gap is detected, the platform requests a resynchronization and indicates that recovery is in progress.

Market time

Intraday analytics are organized around the U.S. cash session: Regular Trading Hours 09:30–16:00 ET; 0DTE means contracts expiring during the current session; Front expiry is the nearest supported expiry, used for VIX options. Historical bars, flow histories and replay timestamps are aligned to market-event time, not the browser's local clock. Live mode uses the connected authorized market-data service; Replay mode appears when the backend has loaded an eligible recorded session. Synthetic data generation is a private QA mode only — never a public simulation mode.

04Supported markets and conventions

MarketOption domainIntradayVol contextNotes
SPXEuropean-style index options0DTEVIX / VVIXSession VWAP projected from SPY volume.
SPYAmerican-style ETF options0DTEVIX / VVIXNative SPY exchange-volume VWAP.
NDXEuropean-style NDXP options0DTEVXNSession VWAP projected from QQQ volume.
QQQAmerican-style ETF options0DTEVXNNative QQQ exchange-volume VWAP.
VIXEuropean-style VIX/VIXW optionsFront expiryVIX / VVIXExpiry-specific forward treatment. VWAP unavailable.

VIX is an index without conventional share volume, so it has no native VWAP, uses Front-expiry language instead of equity-style 0DTE, is forward-aware and expiry-specific, and its Tape may indicate Trade + latest quote · inferred side when the provider does not deliver a complete timesale book. The option model in use is displayed in contract diagnostics.

05The dockable workspace

A composed workspace: charts, flow, heatmaps and profiles docked in one layout.

Drag a panel by its tab title and drop it on a highlighted edge to create a split, in the center of another panel to group as tabs, outside the dock area for a floating in-app window, on an outer workspace edge for a global dock, or on a snap-layout cell to reorganize the entire workspace. While dragging, move over Swap or hold Shift, then drop onto another panel to exchange positions.

Locking and arrangements

Workspace > Lock layout prevents accidental tab dragging, panel closing, split creation and floating-window movement or resizing — it does not prevent changing the active tab, timeframe, overlays or analytical settings. Workspace > Arrange Layout offers 3 Columns, 4 Columns, Quadrants, 3 × 3 and 4 × 3; extra panels remain available as grouped tabs rather than being discarded.

Presets, custom preset and sharing

SPX 0DTE Execution — SPX chart, Order Flow, Sweep Tape. SPX Positioning Map — SPX chart, Positions by Strike, Positions by Expiration, Options Profile, GEX Profile. SPX + VIX Regime — SPX chart, VIX chart, Volatility & Regime, Vol-of-Vol, Choppiness. VIX Options Desk — VIX chart, Positions by Strike, Positions by Expiration, Options Profile, Tape.

Save Current as Custom Preset stores the current configuration locally in the browser (one slot). It contains layout and interface preferences only — no live market data, raw option chains, credentials or provider tokens. Share setup creates a bounded configuration transferable without embedding data or credentials; always review markets, expiry scopes, heatmap mode, scenario settings and sync groups after loading one.

Continuity. Closing, hiding or tabbing away from a view does not reinterpret market data. The backend maintains the authoritative session state; the browser restores the bounded snapshot or history when the view becomes visible again. Request-driven views may briefly show a warming message — the session timeline has not been reset.

06Market charts

Timeframes: M1 · M5 · M15 · M30 · H1 · H4 · D1 — changing timeframe affects only that chart view. In Candles mode the active candle is not a static once-per-minute object: it evolves as source-price updates arrive, showing the developing body, live high and low, wick formation and intrabar reactions around option-derived levels.

High-frequency Line mode

Line mode displays price at the highest update frequency currently available from the fast stream: it keeps completed intraday history, adds sub-minute samples, follows the newest update while Follow live is enabled, pauses after manual pan or zoom and resumes after Reset view. The chart does not invent intermediate ticks — if the source changes every 100 ms, the line reflects that cadence; if slower, it updates at the actual available rate.

Navigation, sync groups and drawing

Drag the chart to pan, wheel to zoom, drag the X axis to change the time range, drag the Y axis to change the price scale, double-click the Y axis to reset. Axis interactions are isolated to the active chart. Each chart can join sync group A, B or C: compatible charts share the visible time viewport and vertical crosshair but not the Y-axis scale, overlays, drawings, analytical requests or expiry filters — useful for SPX vs VIX, SPY vs SPX, NDX vs QQQ. The Draw menu offers Pointer, Crosshair, Trend line, Horizontal line, Rectangle and Measure, plus Undo last and Clear drawings; drawings belong to the chart's market context and are stored with local preferences.

07Overlay panel

The Overlays panel of a market chart — levels, maps, flow, heatmaps, bubbles and Greek profiles.

The Overlays button sits inside every market chart; the number beside it shows how many overlay features are active. Overlay preferences are unique to each chart instance — enabling Gamma Flip on one SPX chart does not enable it on another SPX, SPY or NDX chart.

Real-time, non-destructive. Changing the displayed Greek, expiry, heatmap contrast, peak/trough threshold, a flow mode or a visibility option does not clear price history, restart the session or modify the recorded timeline. Clear all disables every overlay on that chart without deleting its market history or drawings.

08Price and level overlays

Implied Move / 1σThe option-implied expected range around the reference price. Compare the priced move with the distance already traveled. An estimate — not a guaranteed support, resistance or probability boundary. PDH / PDLPrevious Day High and Low from the previous valid trading session. VWAPEvolving session volume-weighted average price. SPY/QQQ use native volume; SPX/NDX are projected from SPY/QQQ context; VIX is unavailable. Projected index VWAP is a benchmark-aligned reference, not exchange volume traded in the cash index. Max PainThe strike area with the lowest aggregate option payout under the selected scope (0DTE/Front, All, or a specific expiry). OI-based — structural context, not a live dealer-position signal. Gap markerMarks the previous-session gap immediately before the 09:30 ET open — green positive, red negative — preserving the candle timeline.

09Premarket Inferred Hedge Map SPX

Session map zones rendered over the SPX chart.

Converts the latest eligible pre-session option structure into an opening-session map: a balance reference, upside and downside test levels, sticky zones, charm direction, gamma intensity landmarks, the current short-dated straddle context, and confidence / input-quality information.

ViewOpen — frozen for the opening session, protected from future data. Live — updated with current-session information. Compare — both together. ModelOI Structure — non-directional open-interest distribution. Inferred Flow — direction inferred from executions. Confluence — combines both and exposes disagreement; treat disagreement as lower-conviction context. Volatility scenarioBase, Compression, Expansion — controlled analytical scenarios, not forecasts. Min confidenceLow, Medium, High. Raising it removes weaker candidates; a level disappearing at High means it missed the display threshold, not that the risk is impossible. ProvenanceSource class of the prior option surface, the premarket or official-close reference, source session date and timestamps. The browser receives the derived map — never a raw option chain.
What the map is — and is not. An inferred hedge map combining OI structure and trade-inferred information. No public source reveals whether every participant opened or closed, actual market-maker inventory, maker/taker identity, or dealers' complete hedge books. Model-qualified levels and confidence — never definitive dealer orders.

Recommended use: start with Open / Confluence / Base / Medium; note the balance level and first test on each side; compare Base with Compression and Expansion; raise confidence to High to isolate the strongest references; during RTH switch to Compare. Never use a single level in isolation — combine with price acceptance, volatility regime, tape and flow.

100DTE and front-expiry flow overlays

Flow by Strike anchored to the chart's price axis.
Strike centroidsThe evolving center of call and put flow by strike — where activity concentrates and whether it moves toward or away from spot. Observed concentration, not guaranteed support/resistance. Cumulative flowSession flow accumulated through time: building, reversing, balanced, or dominated by one part of the session. Delta-adjusted flowTrade-inferred activity converted into a directional, spot-sensitive representation. Divergence from price is informative but not a stand-alone signal. Flow by StrikeStandalone panel or anchored to the chart's right side, sharing the price axis through pan and zoom. Views: Net (signed buy/sell balance per strike), Total (all activity), Directional (common directional reframe), Call / Put (opposite sides), OI live (open-interest structure plus the session's observed volume change — an analytical estimate, not official intraday OI).

11Historical and categorical heatmaps

Minute-by-minute strike heatmap behind price.

The historical heatmap builds a minute-by-minute view across strikes in discrete market-time columns. Greek modes: GEX or Charm. Source modes: OI (structural exposure from the available open-interest state) or Flow (the session's inferred traded activity).

0DTE OI Walls heatmap

A categorical heatmap highlighting exactly four structural references (SPX, SPY, NDX, QQQ — not VIX):

Call Wall — purplePut Wall — cyanGamma Flip — amberMax Pain — green

Call Wall / Put Wall are the strikes with the largest aggregated 0DTE call / put open interest. Intentionally OI-based — not a claim that all calls are dealer resistance or all puts dealer support.

12Gamma Flip and Greek overlays

Gamma Flip estimates the price area where the selected gamma state changes sign. Options: current flip, flip history, OI-based mode, flow-based GEX mode; expiry scope 0DTE/Front, All, or a specific expiry. The historical line shows whether the flip is stable, drifting or reacting to changing inputs. A model-derived transition level — not an observed order or guaranteed turning point.

Greek Overlay attaches a classified strike profile to the price axis: GEX · GEX Flow · Delta · Gamma · Vega · Theta · Charm · Charm Flow. Structural Greeks describe the selected option structure from current eligible inputs; Flow Greeks describe the Greek character of session trades after aggressor inference. Every Greek has its own unit — values from different Greeks are not comparable on one scale.

13Analytical Greek heatmap

GEX / Charm surface over the chart with live contrast and threshold control.

A strike-by-time analytical surface displayed directly over the market chart, in GEX or Charm mode. Contrast changes the visual separation between weaker and stronger regions — visualization intensity only, never the underlying data. The P/T threshold controls which peaks and troughs are emphasized: higher values reduce noise and show fewer, stronger structures; lower values expose more local detail. The map can display peak regions, trough regions and the zero-transition contour. The same map opens as a standalone panel with interactive axes; a new configuration may briefly show a calculation status.

Live candle formation. The candle inside the heatmap is not limited to one finalized update per minute: the active candle develops as source updates arrive — body forming, high/low changing, wicks appearing, intraminute reactions around GEX or Charm regions. At a 100 ms source cadence the candle evolves at that frequency; the platform never fabricates updates between source events. Changing GEX/Charm, expiry, contrast or threshold is non-destructive — it does not reset the feed, the current candle, previous candles or the session timeline.

14Volatility Surface

Implied volatility by strike (X axis) and IV percentage (Y axis), with expiry as a selectable curve. Use it to inspect skew, smile shape, differences between expiries and unusually elevated or depressed strike regions. Only contracts passing the current data-quality and coverage requirements are displayed — missing points are not zero volatility.

15Tape bubbles and Bubble analytics

Tape bubbles place qualifying option prints on the market chart. Filters: expiry; All / Buy / Sell; All / Calls / Puts; Sweeps only; minimum premium; opacity. Size and emphasis reflect the print's importance under the selected filters; the displayed side is inferred from trade and quote context, not a guaranteed maker/taker label.

Bubble Positioning summarizes large-print activity relative to spot at trade time, strike, call/put type, inferred side and expiry — premium-weighted, above versus below spot. Bubble Hedge converts selected large-print patterns into a cumulative defensive-versus-risk-on indicator: positive regions emphasize hedge-like activity, negative regions risk-on activity — a behavioral classification, not proof of intent. Bubble analytics can use a selected Gamma Flip expiry as regime boundary; changing it affects classification context only, never the price series.

16Top 0DTE options

A real-time ranking of the selected market's leading short-dated contracts (0DTE; Front expiry for VIX), divided into Most bought — purple and Most sold — cyan by net aggressor-premium classification (calls purple, puts cyan). Sort modes: Net (signed buy–sell premium difference), Total (all traded premium), Volume, OI (latest official open interest — normally an overnight dataset, not a real-time count).

Hover a row for contract identifier, bid, ask, last, inferred buy/sell premium, net and total premium, volume and open interest. Click a contract to open its mini chart — one-minute history from 09:30 ET, live option-price updates, bid/ask/last, metadata, IV and Greeks when available, data timestamp and pricing-model label. Click the mini chart for a large dockable contract chart. Multiple Top Options stay open simultaneously; reopening restores the available session history rather than starting a new series.

17Order Flow

Ranks option contracts by aggressor-inferred activity. The headline shows bullish pressure, bearish pressure, net directional pressure and the bullish share of observed activity. Expiry filter: 0DTE/Front, all supported expiries, or a specific expiry. Sort: Net, Total, Volume, Open interest. Columns: Contract, Buy premium, Sell premium, Net premium, Total premium, Volume, Open interest.

Classification warning. The aggressor side is estimated from each trade's relationship to the prevailing quote; prints inside the spread may be classified fractionally. This does not reveal whether a trade opened or closed a position, the participant's identity, true dealer inventory, or the strategy the contract belonged to. Treat Order Flow as pressure and participation analysis, not a position ledger.

18Sweep Tape

Live option prints beside the market chart.

The default view emphasizes larger prints; enable Full tape (all orders) for the full retained stream. Rows show market time, strike, call/put, inferred side, size, execution price, premium and expiry class. Expiry filter: 0DTE/Front, another near expiry, or both. A sweep is a rapid sequence of qualifying prints on the same contract and inferred side within the active window — grouped visually with combined premium. Sweep detection identifies execution urgency, not common ownership. Whale voice alerts notify audibly when a sweep exceeds the displayed premium threshold; the first snapshot after connecting sets the baseline, so old sweeps are not announced.

Transport quality is always stated: Timesale book (supported timesale stream), Trade + latest quote · inferred side (direction estimated from the latest eligible quote), Synthetic QA (private test data only). VIX Raw Timesales (diagnostic) shows provider frames verbatim — possibly duplicated, never deduplicated, excluded from Sweeps, Order Flow, Convexity and Replay analytics.

19Participant Premium Flow & Delta-Adjusted Flow

Participant Premium Flow is a standalone session view of aggressor-inferred premium: cumulative call, put and net lines; positive and negative per-minute bars; the corresponding M1 underlying series. Expiry: 0DTE/Front or All. Moneyness: All, OTM, ATM, ITM. Use the cumulative lines to see whether pressure persists, reverses, is call-led or put-led, or concentrates in a moneyness segment; use the per-minute bars to identify when the move was created. Inferred aggressor premium — opening versus closing trades are not identified.

Delta-Adjusted Flow converts short-dated flow into a directional cash-sensitivity view sampled through the session, comparable with the underlying path — an analytical pressure measure, not observed hedge transactions. It can also display below the primary market chart.

21Convexity Flow

The Convexity Flow panel: regime cards, composite chart and Latest Peaks table.

Tracks the gamma character of eligible option trades from the inferred customer-aggressor perspective; the backend keeps processing even when the panel is hidden. Controls: Window (time horizon), Peaks (per-trade Convexity Peaks), peak colors by Call / Put or Long / Short, and Inferred dealer (opposite) — the mathematical opposite of the customer estimate, not observed inventory.

BaselineThe current normal level of eligible convexity activity, adapting to the session so peaks are judged against the prevailing environment. Burst RatioCurrent intensity versus the adaptive baseline — background activity, an expanding burst, or a fading event. Regime cardsMultiple time windows classified long, short, mixed or unavailable. Shorter windows react faster; longer windows are more stable. Composite chartPrice, long/short convexity flow and per-trade peaks on one time axis. Peaks appear at the exact session time of the qualifying trade — vertical groups are multiple significant trades near the same moment. Latest PeaksTime, contract, strike, call/put, size, gamma sensitivity per 1% spot move, and peak score. Strongest retained peaks per RTH minute, subject to bounded retention and coverage.

22Exposure, profiles and ladders

Strike-ladder profiles: call, put and net exposure across the chain.
Exposure SummaryCompact overview: short-dated and all-expiry GEX and DEX, short-dated Charm; plus Flow Charm, Delta Flow, Flow GEX, live flow pace, trades per minute and burst status. Modeled exposure — not an audited inventory. Options ProfileInferred customer call and put positioning together with call-versus-put IV skew by strike. Expiry scope (0DTE/Front, Front, Next, All tracked, exact) is stored independently per panel and market. DEX LadderInferred customer delta exposure by strike in cash-equivalent terms — where directional sensitivity concentrates and whether it is one-sided. Distinct from Aggregate DEX, which follows event-time flow. GEX ProfileCall, put and net GEX imbalance by strike, classified from the inferred customer side. Distinct from Gamma Flip, Convexity Ladder and raw OI walls — each answers a different question. Convexity LadderInferred customer convexity by strike as Long, Short and Net. A strike can carry meaningful convexity even when its call/put GEX imbalance looks different. Vanna & CharmVanna as cash sensitivity per one-point IV change; Charm as inferred customer cash-delta change per hour. Different units — never compare magnitudes directly. Aggregate DEXIntraday M1 series of Call, Put and Net DEX using the sensitivity available at each eligible event, persisted for session continuity — accumulation, contribution, reversals.

29Positions by Strike and Expiration

Positions by Strike — net contracts across the ladder.

Two projections of the same shared position-analytics state: by Strike locates the price levels where the selected exposure concentrates; by Expiration shows its distribution through the term structure. Expiry scope: 0DTE/Front, Front, Next, All tracked. Where enough session points exist, an intraday history precedes the ladder.

MetricsNet Contracts (inferred net positioning) · OI Structure (official, non-directional — perspective selector disabled) · Delta $ · Delta Change $ (vs Previous M1 or Session Open) · Vanna $ / IV point · Convexity $ / 1%. PerspectiveInferred Customer, or Inferred Dealer (opposite) — the mathematical opposite, not observed inventory. NormalizationAbsolute (native unit) · Per Contract · % of Max (relative to the strongest point — compare shape when absolute values differ greatly). ScenariosCurrent · Spot −1% / IV +2pt · Spot +1% / IV −2pt. Controlled re-evaluations of the current eligible state — not forecasts; non-repriceable metrics stay on Current.

30Volatility and market regime

The Volatility & Regime panel with VIX / VVIX context.

SPX and SPY use VIX-based context; NDX and QQQ use VXN; VIX uses its own VIX/VVIX context. The platform never substitutes VVIX as a Nasdaq vol-of-vol index — unavailable data is stated as unavailable. Standalone charts provide larger intraday views of VIX, VXN, VVIX and Choppiness.

Choppiness0–100: lower = trending, higher = choppy/mean-reverting, middle = mixed; principal drivers are listed. Volatility regimeCompressed, normal-low, elevated or stress — with the current index level and percentage change. VelocityHow fast the vol index or vol-of-vol is changing; fast-move alerts distinguish spikes, rapid compression, rising VVIX, falling VVIX. Benchmark relationWhether the usual inverse benchmark–volatility relationship remains coherent — context, not a signal. ReversalA meaningful decline from the intraday volatility high, presented as possible rebound context. Front-end IVShort-dated ATM IV versus the volatility index: event-driven, calm, or broadly in line. VIX option IV is never compared with the VIX level as the same measure. Term structureContango, backwardation or flat, with short- and medium-horizon references. VVIX & tail riskVVIX regime, VVIX/VIX ratio, VVIX velocity. "VVIX rising while VIX is flat" is a risk-context alert, not a spike prediction. VRPImplied versus realized volatility: rich, cheap or aligned — ignoring costs, margin and path dependency of real strategies. Expected moveActual session move versus the current expected move: room, within range, or extended.

32Option Contract Inspector

Open Option Inspector, enter the OCC contract symbol, select Inspect or press Enter, review the diagnostics, then Open chart for a dockable contract chart (M1 history from 09:30 ET, live price sample, interactive axes). Diagnostics can include bid, ask, last, underlying, strike, call/put, expiration, pricing-model label, IV, Delta, Gamma, Vega, Theta, Rho, Charm, implied dividend yield or equivalent input, and data age. Unavailable values are shown as unavailable — never fabricated.

33Session Replay

Reconstructs a recorded session using event-time data captured by the backend; controls appear only when the backend runs in Replay mode. The catalog shows session date, included markets, event count, storage size, gap count, input completeness, OI coverage, audit information and readiness — with statuses READY, GAPS, INPUT WARN, INCOMPLETE, ACTIVE. Never treat GAPS or INCOMPLETE sessions as complete market representations.

Load prepares the session and synchronizes the workspace with the replay clock. Play/Pause use source event time, including milliseconds when available. Speed modes 25% / 50% / 75% / Max scale throughput relative to the fastest safe reconstruction rate — not literal real-time multiples. Move the Timeline and select Build history: every recorded event up to the target is reconstructed, chart and analytical state rebuilt, then paused — not a visual jump that skips analytical history. Preload shortcuts: +15m, +30m, +60m, +120m. Replay prioritizes the markets present in the workspace; a chart opened mid-replay is reconstructed up to the current replay time. Fidelity requires the inputs to have been recorded, ordered, timestamped and complete — missing trades, quotes, OI, IV or metadata are never invented.

34Data methodology and provenance

Observed dataIndex/ETF prices, option quotes and trades, volume, official OI, provider metadata and timestamps. Observed ≠ error-free: corrections, delays, entitlement limits and missing messages can affect coverage. Inferred dataInferred buy/sell side, customer positioning, dealer opposite, directional pressure, hedge map — calculated from observable behavior and labeled as estimates. Open interestNormally the latest official overnight dataset — never a live count of positions. "OI live" views are platform estimates (official OI + observed activity), not a replacement for the next official publication. Greeks & IVDepend on contract type, market conventions, quote quality, time to expiry, rates and carry, exercise model and timestamp. Market-specific methodology with the model context displayed — no single source is absolute ground truth. TerminologyControlled language: Inferred Customer · Inferred Dealer (opposite) · Inferred hedge map. "Opposite" means the mathematical opposite of the customer classification — dealer inventory is never directly observed. FreshnessValues update per eligible event, per second, per minute, on provider snapshots, or overnight. A slow OI field is not stale because price is faster; a live-price panel is not current if its source timestamp is old. Bounded historyEach view keeps a bounded history; rendering may downsample, while the analytical backend remains responsible for the authoritative retained state.

35Practical workflows

SPX 0DTE execution
Load SPX 0DTE Execution · M1 Candles or HF Line · enable PDH/PDL, VWAP, Implied Move, Gamma Flip · open Order Flow and Sweep Tape · use Top SPX 0DTE Options for leading contracts · open several contract charts · compare price acceptance with flow, not a single print.
SPX positioning
Load SPX Positioning Map · align expiry scope across Options Profile, GEX Profile, Positions by Strike · compare OI Structure with Inferred Customer · add the 0DTE OI Walls heatmap · watch approaches to Call Wall, Put Wall, Gamma Flip, Max Pain · check Convexity Ladder against the GEX imbalance.
SPX + VIX regime
Load SPX + VIX Regime · same sync group, independent Y axes · monitor VIX velocity, VVIX, Choppiness and the benchmark–VIX relation · watch for VVIX rising while VIX stays flat · compare volatility changes with SPX reactions around option-derived levels.
NDX / QQQ
Open NDX and QQQ in one sync group · NDX for index-level option structure · QQQ as the liquid ETF and volume context · compare the VXN regime with price behavior · no Nasdaq vol-of-vol substitute is displayed when unavailable.
VIX options
Load VIX Options Desk · Front-expiry filters · check the Tape transport-quality label · compare Options Profile with Positions by Strike / Expiration · use VVIX and VIX velocity as context · do not expect VIX VWAP.
Premarket SPX
Open SPX before RTH · enable the Premarket Hedge Map · start Open / Confluence / Base / Medium · note balance, tests, sticky zones, confidence · compare Compression and Expansion · after the open use Compare · confirm with live acceptance, Tape and volatility.
Replay study
Load a READY session · open only the markets needed · Build history or a preload shortcut to the study point · pause, configure charts and overlays · resume at the desired speed · record any GAPS or INPUT WARN with the study notes.

36Persistence and privacy

The browser retains theme, dock layout, menu state, chart configurations, overlay preferences, drawings, workspace lock, panel-to-market bindings, per-panel expiry scopes and the custom preset. Clearing browser storage or switching profile may remove them. The backend maintains the shared analytical state; selected intraday aggregates and replay inputs may persist across a restart, subject to service configuration, provider coverage, recording health, retention policy and licensing. A workspace share or custom preset never intentionally includes authentication tokens, provider credentials, gateway secrets, raw option chains, market-event databases or contract-watch histories.

37Troubleshooting

"Waiting for the initial gateway snapshot"Backend not connected, snapshot still loading, wrong gateway address, provider unavailable, or authorization failed. Check the connection badge and Data diagnostics. A panel says "Waiting"The analytics may need a valid spot, an eligible chain, quote/trade coverage, OI, RTH activity, or a short warm-up. If LIVE but one subsystem is unavailable, review that source in Data diagnostics. Status shows STALEA required timestamp exceeded its freshness window — not necessarily offline. Check which subsystem is stale: spot, options, flow, volatility, or an on-demand worker. Order Flow or Tape is emptyOutside RTH, no eligible prints for the expiry, missing message type from the source, too-restrictive filter, or still warming. VIX Tape looks differentVIX can use Trade + latest quote fallback — check the transport label. Raw diagnostic rows may duplicate and are excluded from analytics. VWAP unavailable on VIXExpected — the VIX index has no exchange-volume input for a conventional VWAP. An overlay does not appearCheck it is enabled in the correct chart's Overlay panel, the market, the expiry, VIX support, the confidence threshold, the viewport, and whether the worker is still calculating. High-confidence map shows one sideThe other candidate missed the High threshold — lower to Medium or Low to inspect weaker candidates. Chart stopped following liveManual pan/zoom pauses Follow live in Line mode — select Reset view to resume. Replay appears incompleteReview GAPS / INPUT WARN / INCOMPLETE. Replay never creates missing source data — pick a READY session for highest fidelity. A panel changed after switching marketMarket-bound panels stay attached to their original market — confirm the panel title, its controls, whether a new panel opened, or whether two panels are tab-grouped. A saved workspace is missingBrowser storage cleared, private browsing, changed site origin, blocked local storage, or a different browser profile.

38Glossary

0DTE — an option expiring during the current trading session.

ATM / ITM / OTM — at / in / out of the money relative to the underlying price.

Bounded history — a retained history with a defined maximum size for stable resource use.

Call Wall / Put Wall — the strike with the largest aggregated call / put open interest in the selected short-dated scope.

Charm — the change in Delta associated with the passage of time.

Choppiness — a 0–100 regime measure separating trending from mean-reverting conditions.

Confluence — agreement evaluation between OI Structure and Inferred Flow.

Convexity — the nonlinear change in directional sensitivity as the underlying moves.

Delta / Gamma / Vega / Theta — sensitivity to price, to Delta change, to implied volatility, to time.

DEX / GEX — delta / gamma exposure in the platform's selected cash-equivalent context.

Front expiry — the nearest supported expiry; used prominently for VIX options.

Gamma Flip — a model-derived price area where aggregate gamma changes sign.

Implied Move — the move implied by the selected short-dated option market.

Inferred Customer / Dealer (opposite) — a participant-side estimate from execution-versus-quote behavior, and its mathematical opposite.

M1 — one-minute market-time aggregation.

Max Pain — the OI-based strike area with the lowest aggregate option payout in scope.

OI / OI Structure — official open interest, and its non-directional distribution across strikes or expiries.

PDH / PDL — Previous Day High / Low.

Peak / Trough — locally significant high / low intensity regions in an analytical surface.

Premium Flow — option activity expressed through the premium of eligible executions.

RTH — Regular Trading Hours, 09:30–16:00 ET for the U.S. cash session.

Sweep — a rapid group of qualifying prints on the same contract and inferred side.

Vanna — the relationship between directional sensitivity and implied volatility.

Volatility Surface — implied volatility across strikes and expiries.

VWAP — session volume-weighted average price.

VXN / VVIX — the Nasdaq-100 volatility index; the volatility-of-volatility index for VIX.

39Risk and interpretation notice

Options involve substantial risk. Market data can be delayed, corrected, incomplete or unavailable; open interest is not a real-time inventory; aggressor classification is an estimate; inferred customer activity does not reveal intent; inferred dealer activity is not observed inventory; model-derived levels are not guaranteed support or resistance; scenarios are not forecasts; historical replay does not guarantee future performance; no indicator should be the sole basis for a trade. Always consider liquidity, spread, execution quality, transaction costs, volatility, time decay, event risk and personal risk tolerance. IndexFlow Terminal is an analytical platform and does not provide personalized investment, legal, tax or financial advice.

When reporting an issue include: market, date and market time, LIVE/WARMING/STALE status, panel or overlay name, selected expiry and mode, a screenshot, Live or Replay, replay session status if applicable, browser and OS. Never include provider tokens, account passwords, private gateway credentials or full authentication headers.

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