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Settled net dealer delta (options-analytics)

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Settled net dealer delta (options-analytics)

What it is

Settled net dealer delta (options-analytics) — registry key fa_settled_net_dex.

Settled aggregate net dealer delta exposure for SPY from the live options-analytics dealer-risk archive, in billions. Captured forward as a hedge; not scored / banded / aligned until forward-graded.

Data-pyramid tier

T1 — Signal. This metric sits at the signal layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: options-analytics archive
Data source: live_only

Fetched directly from app/sources/options-analytics archive.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

Fetched directly from the options-analytics archive source; see app/sources/options-analytics archive.py for the upstream API call.

Where it surfaces

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

Live options-analytics dealer-risk endpoint, polled on the full profile (4x/trading day).

See also