ES Daily Optimizer

Read-only ES option scanner using Databento data, covering ES daily expiries over the next 14 days with chain view, ranked setup suggestions, and a 10-point hourly P/L matrix through expiry.

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Checking Databento...

Gamma Dashboard

Most current Databento gamma estimate
Loading current ES gamma levels...
Requesting the latest cached gamma snapshot from the server.
Waiting...
ES Spot
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Underlying used in the gamma model
Nearest Gamma Flip
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Zero-crossing nearest current ES
Call Wall
—
Highest call OI near spot
Put Wall
—
Highest put OI near spot
Net Gamma
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Aggregated across loaded expiries
Latest OI Timestamp
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Most recent open-interest statistic used in the snapshot

Next 5 Trading-Day Gamma Flip

Expiry-by-expiry gamma flip path for the next five trading-day expiries.
Waiting for per-expiry gamma data...
Expiry gamma flip Call wall Put wall Current ES spot

Daily Expiry Gamma Numbers

Per-expiry gamma levels for the current recorded snapshot.
Expiry DTE Gamma Flip Call Wall Put Wall Net GEX Open Interest
No daily gamma rows yet.

Gamma Profile

Net gamma by underlying price bucket.
Price Net GEX State
No gamma profile yet.

Key Strikes

Largest positive and negative gamma concentrations by strike.
Bias Strike Net GEX Call OI Put OI
No strike summary yet.

Live Skew Prediction

Experimental and unvalidated
Loading the latest live put/call skew snapshot...
Current Tilt
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Directional bias from front-expiry skew ratios
Confidence
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This starts low until we validate the signal historically
Price Skew Avg
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Average of front-expiry price skew across offsets
OI Skew Avg
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Average of front-expiry open-interest skew across offsets
Strongest Offset
—
Largest current divergence among saved offsets
This is a live exploratory prediction view. The historical accuracy report stays blank until enough forward daily outcomes are recorded.

Offset Skew Chart

Visual read of current price skew by offset from ES spot.
Waiting for live skew chart...

Experimental Horizon Outlook

Provisional chart for 1-day, 5-day, and 10-day outlook from the current skew state.
Waiting for horizon outlook...

Current Offset Snapshot

Latest front-expiry skew ratios at offsets 25 to 150 points from ES.
Offset Expiry DTE Put/Call Price Put/Call OI Price Skew OI Skew Strikes Sources
Waiting for live skew rows...

Historical Accuracy

Waiting for enough completed forward daily outcomes to score this live signal.
No historical skew accuracy is shown yet. This section will populate automatically once enough 1-day, 5-day, 7-day, and 10-day forward daily outcomes are available.

ES Option Chain

Load an expiry to see nearby ES strikes.
Call Strike Put
No chain loaded yet.

Optimizer Candidates

Run the optimizer to rank candidate setups.
# Expiry Class Strategy Short Strike(s) Wing Width Entry Credit Max Loss / Margin Center P/L Credit/Width
No optimizer run yet.

Calendar Spread Scan

Loading recorded calendar spread scan...

Top Overall

Type Near Far Strikes Width Near Credit Far Debit Net Credit
No calendar scan loaded yet.

Top Calls

Near Far Strikes Width Net Credit
No call calendars loaded yet.

Top Puts

Near Far Strikes Width Net Credit
No put calendars loaded yet.

Selected Setup Details

Click a candidate row to see the exact option legs and sizes.
Side Type Strike Qty Entry Price Local Symbol
No setup selected yet.

Hourly 10-Point P/L Matrix

The best setup's hourly matrix will appear here.
Price
No matrix yet.