Auto-generated. This article is rebuilt from app/signals/config/alert_thresholds.json by scripts/build_alerts_kb.py. Edit the alert config and re-run the script — do not edit this file directly.

0DTE Notional Heavy

Alert ID: ZERO_DTE_NOTIONAL_HEAVY
Category: structural
Cross-detection: no

0DTE notional dollar volume exceeded $1.5T. Dealer-hedging amplification capacity elevated — intraday flow can dominate fundamentals.

Severity

INFO — positive signal or notable event; no action needed

Trigger condition

{
  "field": "zero_dte_notional_b",
  "op": "gte",
  "value": 1500
}

zero_dte_notional_b >= 1500

Message template

0DTE notional at ${zero_dte_notional_b:,.0f}B. Dealer Greek-rebalancing flow can dominate intraday price action.

Rendered with the current signals dict via Python str.format. Placeholders that fail to resolve fall back to the raw template (see _format_message in app/signals/alerts.py).

Cooldown / dedup

• Cooldown: none. Re-evaluation on every cycle.
• Dedup: at most one active (or acknowledged) row per alert_id at a time. Re-firing while active updates fired_at and the message but keeps the original first_fired_at.

Notifies

• Active alert feed (/api/v1/alerts/active, /alerts/summary).
• SSE stream (/api/v1/agents/stream) for real-time consumers.
• alert_fired webhook on first fire.
• alert_resolved webhook when the condition clears (non-cross-detection alerts only).

See also

• Signal fields referenced: zero_dte_notional_b (no dedicated KB article yet — see /humans#signal-reference).
• Alert reference (legacy monolith)
• Live alerts feed