Today's bias (positioning model)
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Base case by the close
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How the session could unfold
Base-case path±1σ expected-move coneCall wallPut wallZero gammaAbs gamma0DTE max pain
This is a scenario built from options positioning (15-min delayed, end-of-day open interest), not a prediction. News, flows and anything not in the options data can override it. About 1 day in 3, price leaves the cone.
Why: factor by factor
Each factor adds or subtracts from the score: +0.75 or more = bullish, -0.75 or less = bearish, otherwise neutral. Gamma side sets the day type (range, trend or pivot) rather than the direction.