▲ purple on a cell = a credit-spike / wall signal triggered there (that strike, that 5-minute bin) · small white ▲ = a heads-up fired there · bright white line across the chart = a heads-up is live for that strike; it goes once the signal triggers or 15 minutes after the last ping.

Wall bars: the number is P(price reaches that strike within the chosen horizon, default before the close): σ = 0DTE ATM IV over the time left, shaped by the measured intraday variance profile, and the % is read from a curve fitted on real tape walls per time of day (855 sessions; walk-forward check 2024-26: observed ÷ predicted 0.97-1.09 per horizon, within ±25% in every hour of the day), recomputed every refresh; the small pill after the % is the 1-HOUR BREACH RISK IF TESTED = P(price goes 0.10% through within 60 min | it reaches the wall within 60 min), from the drivers that survived the breach study (0DTE IV level, IV vs open, IV vs its decay path, VIX, live dealer gamma, regime, minutes already spent at the level; 2026 out-of-sample AUC 0.69, quintiles 23% → 73%): green < 35%, amber 35-55%, red > 55%; ⚡ CREDIT SPIKE = the proximity entry from the backtests: the biggest ±5-grouped wall of ≥4k contracts, sold as a 20-wide the first minute its credit is at or above the floor while price is pressing it (10-min move ≥0.10% toward the wall), after 12:00 and with IV ≤1.05× the open; exit at a 1.00 credit, at 0.10% through the strike, or at the time cap; one open per side, max 3 a day; the wall-size chip sets both which walls are tracked in the Credit spike window (top N peaks per side) and the size an entry wall must have — the backtest was positive only at ≥4k, and 1-2k walls LOST on this entry, so smaller sizes are for watching credits, not for firing. 2026 holdout with these gates: about +$80 to +$110 per lot per trade on roughly one trade every three sessions, before fees ($5.20 round trip) and before live fills — a forward test, not a certified edge. The log under the chart tracks today's signals with live P&L; the ⚡ marker on the chart is the trigger, ▲ the target, ✕ the stop; bar colour orange = not reached yet today, pink = reached earlier today (probability re-armed from where price is now), amber = price is at the level; line colour = current role (green below spot = support, red above = resistance) — no state words, one row per strike (puts + calls merged). Heat = customer net-sold verticals by short strike (green below spot = put walls / support, red above = call walls / resistance; grey = net-BOUGHT verticals — debit spreads or buy-backs — the opposite of a wall). White line = SPX to now, white vertical = current minute. Solid bright lines = top-decile SOLD walls as of now, labelled SOLD K · size →sup/→res (thickness = size). Dashed = SOLD on the other side of spot, coloured by ROLE (green = props from below, red = caps from above) (put strikes above spot, call strikes below: breached walls or ITM credit spreads — the role flips, →res / →sup). Dotted grey = net-BOUGHT levels (→up / →dn = which way they push). Dashed white = tracked short strikes · cyan dashed = gamma support/resistance · purple = gamma flip · green/red dotted = fixed pre-open S1/R1… levels.

How to read grey (net-bought). Every cell counts customer vertical spreads by their short strike. Green / red = customers net sold spreads there → the dealer on the other side is long that strike and hedges against price reaching it → the strike behaves as a wall (support below spot, resistance above). Grey = customers net bought spreads at that strike (debit spreads, or buying back credit spreads they had sold) → the dealer is short it → not a wall, it is demand. A big grey block just under a red call wall means buyers are pushing into that resistance; a big grey block just above a green put wall means sellers are pressing into that support. Brightness = size relative to the largest cell on screen. Hover any cell for the numbers.

How to read SOLD in both directions. A SOLD strike is where the dealer is long, so it damps price from whichever side price approaches: below spot it is support, above spot it is resistance — which side of the white price line it sits on matters more than whether it is a put or a call. Solid SOLD lines are the normal case (put walls below spot, call walls above). Dashed SOLD lines are the opposite direction: put spreads whose short strike is now above spot, or call spreads whose short strike is now below spot — either a wall the market has already gone through, or in-the-money credit spreads placed as directional bets. A breached put wall above you is the ceiling the market has to reclaim; a breached call wall below you is the floor it has to lose. If your own short strike shows up dashed, price is through it: that line is the reclaim level to watch, not a fresh wall. BOUGHT is the mirror image: the dealer is short, so it accelerates instead of damping — above spot it is fuel for a push up (→up), below spot fuel for a push down (→dn).