Don't look at where price has been. Look at where it's going. The Rind maps real-time structural order flow imbalances and net options pressure for major indices, revealing volume-weighted liquidity corridors driving the macro trend. By aggregating real-time transaction data from SPX, QQQ, and IWM options chains, this module visualizes the net hedging demand of market makers, highlighting the heavy price levels that act as magnets or barriers.
Multi-strike visual heatmaps mapping net dealer positioning for major indices. Instantly spots high-volume structural imbalances where dealer hedging exposure peaks, showing you exactly where the market is likely to slow down or bounce due to concentrated options open interest.
Determines the prevailing market regime by analyzing positive vs. negative positioning density. Identifies whether market makers are in a net positive zone (which dampens volatility and encourages mean reversion) or a net negative zone (which fuels volatility expansion and rapid directional trends).
Pulls real-time transaction data from same-day expiration options. Calculates the swift shifts in the intraday positioning landscape, revealing how zero-DTE hedging activity modifies the broader market structure throughout the trading session.
Analyzes the elasticity of dealer hedging corridors across multiple expiries. Provides real-time context on volatility expansion risk, warning you when market positioning shifts from stable compression to high-dispersion regimes.