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Zero-DTE signal

What it is

Zero-DTE signal — registry key zero_dte_signal.

Computed classification label string surfaced in the report; underlying numeric metric carries the band semantics. Tracked for marker-flip detection between report cycles.

Source

Source module: vol_structure
Data source: computed

Derived metric — produced inside the platform (app/sources/vol_structure.py or equivalent) rather than fetched as a raw upstream value. See the How it's computed section below for the formula.

How it’s computed

Categorical label from zero_dte_pcr: ‘Heavy 0DTE Put Buying (Hedging)’ (pcr>1.3) / ‘Heavy 0DTE Call Buying (Bullish)’ (pcr<0.6) / ‘Balanced 0DTE Flow’ otherwise. ‘No 0DTE Expiry Today’ on weekends/holidays; ‘No 0DTE Flow Yet’ after-hours. See app/sources/vol_structure.py:182-187.

Where it surfaces

• API field: zero_dte.signal on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: change markers in the rendered report

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

• Publishes: intraday

See also

• /kb/api/get-signals-latest — API endpoint that serves this field.