INTRADAY RESEARCH DESK

SPY / SPXW engine

Find the strongest qualifying 0DTE contract in the scanned universe, with a completed-bar setup and a fresh two-sided market.

Validate a contract

Budget assumes loss of the entire premium plus your fee estimate. Each candidate uses the budget independently; quantities are not additive. Analysis only — scans do not place orders.

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Live prices unable to fetch

No directional prediction, price target or premium scenario is issued until current underlying and option prices are verified.

Entry decision

WAIT

Waiting for a completed setup

IBKR + Massive · same-day expiry only

Best SPY call

Live prices unable to fetch — SPY

Best SPXW option

Live prices unable to fetch — SPXW

SPY setup & feed health

SPY spot

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SPX spot

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SPY invalidation

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SPY target

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IBKR connection setup
What happens after 10 minutes?

Illustrative P/L for one contract, buying at ask and exiting at model value minus half the current spread, including fees.

Scenarios appear when the setup, underlying price and option quote can be evaluated.

Conditional scenarios, not forecasts or stop guarantees. IV and delta are fitted model estimates; score is not a win probability.

Evidence checked before the decision

Required checks that are blocked, unavailable or expired prevent entry. Additional unknown factors remain visible; no scan claims complete market knowledge.

Run a scan to inspect the evidence checklist.

Research, news & after-hours catalysts

Headlines retain ticker, publication time and source. IONQ research stays company-specific; its price reaction is not assumed to predict SPY.

No verified headlines retrieved. This does not mean no catalysts exist.

Contract ranking

Eligible contracts first · score weights: spread 40, model delta 25, liquidity 20, scenario reward/risk 15. Select a contract to inspect its scenarios.

ContractQuality / 100Bid / askSpreadQuote ageModel Δ / IVStatus

No contracts available in this scan.

Method, thresholds & data limitations

Reuses the v5 completed 1m/5m SPY pullback and reversal detector. New entries: 10:00–15:15 ET, ending at least 45 minutes before an early close. Quotes must be at most 15 seconds old with positive size, spread ≤12%, and model absolute delta 0.25–0.70. Scenario reward/risk must be ≥1.2. The dedicated lotto baseline check is required for lotto breakouts.

Scans strikes within 1% of spot plus contracts already streamed by your bridge. Missing feeds never become simulated live quotes. Thresholds are uncalibrated; no historical profitability or predictive accuracy is claimed.

SPY contracts deliver shares and can be exercised early; SPXW contracts are European, cash-settled and PM-settled. Cboe specifications · Massive data coverage