Public delayed snapshot · educational
SPY Premium Compression Heatmap (delayed)
Numbers are baked into this HTML for crawlers, then refreshed in-browser from /v1/public/spy-context — not the full paid Desk.
Structurevertical_spread_put
Spot761.61
ATM Strike762.00
IV Used0.14
Velocity Index—
AdvantageLOW
Peak Window16:25-16:00
OTM put wing fattening vs ATM — downside fear bid (confirm with rails/candle; not a trigger).
Updated 2026-09-18T15:58:16.144627-04:00
Premium compression is theta decay velocity by session window — when long premium bleeds fastest. Context for whether a scalp still has time, not a buy/sell signal.
Not investment advice. Delayed public data only.