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Product education

A public guide to reading the terminal.

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Reference

Market-structure glossary

Plain-language definitions for the labels used across the terminal, with each interpretation kept inside its useful boundary.

In short

These definitions explain what a label means on screen and where its interpretation stops. They intentionally stay conceptual so the terminal remains the source for the actual session values and evidence.

01

Options structure

0DTE
Options that expire on the current market day.
Dealer positioning
A modeled view of how options inventory may shape dealer hedge sensitivity. It is not a direct view of any dealer's book.
Gamma
The change in option delta as the underlying price changes.
GEX
A scaled view of modeled gamma exposure across the option chain.
Gamma flip
A reference level where modeled aggregate gamma changes sign.
Call wall and put wall
Prominent call-side and put-side positioning levels in the current estimate.
Gamma terrain
A time-by-price view of modeled gamma sign and concentration.
Material gamma trail
A visual history of a sustained material concentration within gamma terrain.
02

Flow and response

Derived options flow
Derived qualifying options flow only. Aggressor side describes observed execution location, not opening intent, causality, or a prediction.
Flow response
A completed-event description comparing qualifying options activity with the subsequent underlying-price path.
Absorption
Experimental flow-response inference from reported executions and subsequent underlying price response — not observed order-book depth or proof of hidden liquidity.
Expected move
An options-derived reference band for the session, without directional meaning.
03

Volatility and product language

Implied volatility
The volatility level reflected in option prices under the product's pricing conventions.
Skew
The difference in implied volatility across strikes for the same expiration.
Term structure
The relationship between implied volatility across expirations.
Session Read
A deterministic standing state and timeline of material state changes for one market day.
Replay
A stored-day view that keeps the terminal bound to the selected historical session.
Evidence label
Evidence grades trace to the Ivolution research registry: validated claims passed pre-registered statistical tests on our own session data; candidate and underpowered claims are hypotheses under evaluation and are not asserted as fact.
Sample data
Synthetic demonstration material that does not describe a real market session.