SPX 0DTE levels from volume and open interest by strike
Recorded in cvforge on June 16, 2026 by ConvexValue · Published July 25, 2026
Price on the vertical axis, volume and open interest running horizontally, so the strikes carrying today’s SPX same-day activity line up against spot.
Exact prompt
Give me a chart with price on the y-axis, volume and OI on the x-axis, to identify the top 0dte levels on $SPX
Data cadence
Live U.S. option snapshots, refreshed through the session. Open interest is an end-of-previous-day figure and updates once daily.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
Fields used
day_volume, open_interest, strike_price, expiration_date, contract_type, underlying_price, fair_market_value
How to read it
Putting price on the y-axis is the detail that makes this readable. Strike ladders are normally drawn with strikes along the bottom, which is fine for a distribution but useless for comparing against spot. Rotated, the chart reads like a price chart: spot sits somewhere on the vertical axis and you can see which levels above and below it carry activity.
Volume and open interest point in the same direction here for a reason — on a same-day expiration they are telling you different things. Open interest is what survived to this morning; volume is what has traded since. On 0DTE the second number dominates.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- Same-day contracts expire within hours, so a snapshot taken minutes later can look materially different.
- On expiration day open interest is stale by construction: the positions it counts are the ones that survived to this morning.
Related demos
Search focus: spx 0dte levels chart. Related: spx same day expiration strikes, 0dte volume by strike spx. Originally posted on X.