How positioning becomes context.
SteadyTrader organizes dealer exposure into a repeatable reading process without presenting the model as a prediction.
The reading chain.
Four connected actions turn the options book into market-structure context.
Read the chain
Start with available open interest, implied volatility, quotes, and volume.
Sign exposure
Infer dealer positioning with a call-positive, put-negative sign assumption.
Recompute
Refresh the estimate as available contracts, price, volatility, and time change.
Put levels beside price
Carry walls, flips, and pressure zones into the trading view.
What the model does not claim.
Market structure is one input in a trading process. It does not remove uncertainty or risk.
- The model does not predict the next price move.
- A level is context, not a trade signal or guarantee of support or resistance.
- Dealer inventory is not observed. Modeled positioning depends on delayed market data and sign assumptions.
- Flow is estimated from sampled option volume and quote midpoints, not aggressor-side prints.
- Historical behavior does not guarantee future performance.
See the process in Web GEX.
SteadyTrader is provided for informational and educational purposes only. It is not investment advice.