Data Inputs
Price data, options chain, volume, IV, whale flow, macro, news
Quant
Model Builder Canvas
Feature Engineering
IV surface, skew, term structure, gamma exposure, momentum divergence
Model Core
Option Wave Forecast, 3D pressure surface, Strike ELO, premium sentiment
Signal Engine
Bullish probability, expiry pressure, entry zone, confidence
Backtest & Validation
Equity curve, win rate, max drawdown, Sharpe, accuracy
Output Dashboard
Signal summary, heatmap, watchlist, alerts, explanations
Option Strike ELO
| Strike | Expiry | Call ELO | Put ELO | Sentiment | Flow | Signal |
|---|---|---|---|---|---|---|
| 520 | Jul 19 | 1840 | 910 | Bullish | High | Long |
| 525 | Jul 19 | 1668 | 1104 | Neutral+ | Med | Watch |
| 510 | Aug 16 | 1220 | 1733 | Bearish | High | Hedge |
| 535 | Aug 16 | 1512 | 850 | Bullish | Low | Long |
IV SurfaceWhale FlowGamma WallSkewTerm StructureStrike ELOX: Strike Price KY: Expiration Time T · Z: IV / sentiment / pressure