0DTE Market Metrics

ENTRY REFERENCE: 09:41 ET SPX 7775.95 ATM IV 12.96% EM ±21.85 20Δ Put IV 13.76% / Call IV 13.54%

Latest 0DTE ATM IV

8.43%

Latest expected move

3.30 pts

Opening EM consumed

21.26%

09:41 ATM IV

12.96%

09:41 expected move

21.85 pts

09:41 20Δ put-call skew

0.22 vol pts

SPX 0DTE ATM implied volatility ATM call/put IV mean

Remaining 0DTE expected move ATM call mid + put mid

20-delta implied-volatility skew Nearest -0.20 put / +0.20 call

SPX path vs opening expected-move band Opening reference: 09:31

VIX and VIX1D Existing Tastytrade candle history

Opening expected move consumed |SPX - opening SPX| / opening EM

Current SPX daily implied-move term structure

Current Tastytrade SPX market metrics

IV index

14.19%

IV30 daily implied move

0.89%

HV30 daily realized move (provider 30-day window; sample count unavailable)

0.65%

IV30-HV30 daily spread (provider 30-day window; sample count unavailable)

0.24 pts

Liquidity rating

Normal Distribution Price Movement Live and historical intraday movement

Historical charts are read directly from the existing TT_DB. No Market Metrics page data is written back to the database. Historical comparison populations use available trading days from 2026-01-02 through the trading day before the selected date. IV, expected move, skew, VIX/VIX1D, and opening-band charts show selected-day observations, without historical averaging. The 09:41 vertical marker corresponds to your current normal 0DTE entry time.