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0DTE put volume

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0DTE put volume

What it is

0DTE put volume β€” registry key zero_dte_put_vol.

Zero-DTE put option volume; raw count, persisted on intraday_signals.

Data-pyramid tier

T0 β€” Raw input. This metric sits at the raw input layer of the platform’s six-tier data pyramid (T0 raw inputs β†’ T5 actionable read). The tier reflects how far the value is from a raw measurement β€” 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 β€” read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: vol_structure
Data source: live_only

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

How it’s computed

Sum of total put volume across every 0DTE SPY strike on the brokerage data session option chain, expiring today (ET). See app/sources/vol_structure.py:147-149.

Where it surfaces

Health-score / alignment role

Data carrier β€” 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

See also