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Official template · advanced · Option flow

Follow 0DTE share across sessions.

See whether same-day expiry is dominating the index tape without mixing it into yesterday’s GEX walls.

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0DTE Volume/Premium Share Tracker · 21-second walkthroughMarket session Sep 25, 2026

The report UI is recreated from the test app's Sep 25, 2026 session, not a live screen. A historical example with music; no narration.

0DTE Volume/Premium Share Tracker · real test-app reportMarket session Sep 22, 2026Swipe to inspect →
Real 0DTE Volume/Premium Share Tracker report in the TradingFlow test app, showing 0DTE share of the SPX/SPY/QQQ tape for the September 22, 2026 market session.

Captured Sep 23, 2026 on testapp.tradingflow.com. This is a historical example; results on this page do not refresh. Swipe across the image to inspect its columns.

0DTE Volume/Premium Share Tracker · how the report is assembledConceptual map
  1. 01Selected sessions
  2. 02Compute 0DTE shares
  3. 03Volume + premium trend

SPXW is included with the index-complex tape.

Read the output

  1. 010DTE share of contract size and of premium on SPX + SPXW + SPY + QQQ.
  2. 02A session-by-session trend for a reader-tunable lookback (default 8 sessions, capped 21 calendar days back from the represented date).
  3. 03The SPXW fold so SPX same-day expiries are not dropped.

Keep in mind

Volume share is not a 0DTE GEX wall. Walls stay on Gamma Structure Map and remain snapshot-era.

How to read it

From report to evidence

  1. 01

    Run the share tracker

    Open 0DTE Volume/Premium Share Tracker in Cookbooks.

  2. 02

    Read volume share against premium share

    High contract share with low premium share is cheap same-day paper. Premium share is the dollar footprint.

  3. 03

    Keep GEX and tape separate

    If you trade the 0DTE loop, walls are still the snapshot map and prints are still Option Trades. This recipe is only the mix.

Method and limitations

A paid Cookbook of how much of the SPX/SPY/QQQ option tape (SPXW included) printed in expiry_days = 0, as contracts and as premium, over a bounded lookback. Not a 0DTE GEX map and not TRACE charm. Official app template: 0DTE Volume/Premium Share Tracker.

What the report computes

  • 0DTE share of contract size and of premium on SPX + SPXW + SPY + QQQ.
  • A session-by-session trend for a reader-tunable lookback (default 8 sessions, capped 21 calendar days back from the represented date).
  • The SPXW fold so SPX same-day expiries are not dropped.

What it does not claim

  • Volume share is not a 0DTE GEX wall. Walls stay on Gamma Structure Map and remain snapshot-era.
  • It is not a charm heatmap, TRACE pin, or live 0DTE dealer book.
  • A whole-market 0DTE average is not computed; the universe is the index/ETF complex on purpose.

Share is expiry_days = 0 on SPX+SPXW+SPY+QQQ only, with SPXW folded in so SPX 0DTE is not dropped; volume and premium shares are reported separately because they diverge.

Frequently asked questions

Is this a 0DTE GEX wall?
No. It is the share of same-day-expiry contracts and premium on the SPX/SPY/QQQ tape. GEX walls remain a different, snapshot-era recipe.
Why not the whole market?
A universe-wide average buries SPX weeklies in single-name noise. The chat-validated version used this proxy for that reason.

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The public page explains the report. Run the official template in TradingFlow for a selected completed market session.

Open 0DTE share trend
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