O Outlytic

Option AI

Intraday / 0DTE forecasting, option trade optimization, volatility structure and forward-session opportunity scanning.
v1.3.55

Intraday / 0DTE inputs

ready
All input groups start open. Click any section header to collapse it.
TickerXSP
HorizonTo expiry
Expiry2026-08-31
StrikeATM
OptionCALL · long
Risk cap$250
Trade setupticker · horizon · expiry · contract
Market data & AI modelhistory · bars · validation · simulation
Option pricing & IVvolatility · quotes · rates · execution
Optimizer & volatility surfacerisk · liquidity · result depth · expiries
Strategy searchAll defined-risk · 7 families · max 4 legs
Risk / premium
Debit only / Credit only are hard filters applied before scoring, so Core AI, Pure Quant and Final Outlytic all rank the same premium-restricted universe. Debit and Credit are mutually exclusive; leaving both off means either is allowed. Long/Short volatility is conservative: only clearly classified structural vol exposure is included; same-expiry verticals and butterflies are treated as mixed rather than guessed from debit/credit. Collapsed by default. Manual Simulator trades remain analyzable even if excluded here.
Strategy Search: include/exclude families before candidate generation. Maximum legs can further suppress complex families without deleting your family choices. Debit-only / Credit-only and conservative long/short-vol filters are applied before scoring. The same eligible universe feeds Core AI, Pure Quant and the blended Final rank; strategy-enabled forward scans also filter the research families shown below each target.
Options Flow Structure: choose how many expirations feed Gamma + Charm + Vanna. Raw concentration uses OI without a dealer-side assumption; signed dealer exposure uses a clearly labeled calls-positive / puts-negative OI heuristic because public chains do not identify dealer inventory.
Forward scan run: Full and Quick are preserved unchanged. Quick + Flow runs the same Quick core scan and then adds a lightweight Gamma/Charm/Vanna target-session layer. Full + Flow runs the same Full core scan and then adds complete flow structure, including the Price × Time × IV map. Flow never changes the core Trade Decision score or which trade/expiry the baseline scan selected.

Refreshing Flow open interest

Checking nearby expiries and saving healthy OI snapshots
RUNNING
Nearby expiriesPositive OISQLite snapshotCoverage check
This refresh does not run AI or the option optimizer. It only harvests defensible open interest for Gamma / Charm / Vanna.

Intraday / 0DTE analysis running

Building the physical forecast distribution and repricing the selected option
RUNNING
Market history Validated forecast Physical P distribution Option repricing
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AI + best option trade analysis running

Validated forecast + option optimizer + Trade Decision
RUNNING
AI ensemble Option optimizer IV / volatility structure Trade Decision
Working… this bar is intentionally indeterminate because this single-trade analysis runs as one server request. The completed results page replaces this loading state when the request finishes.
How these settings and data sources work
Uses regular-session Yahoo intraday bars. 2d/3d/7d/10d are exact recent trading-session windows. For forecasts four or more trading-session equivalents ahead, AI automatically hands off to daily bars while the latest quote and option market remain on your selected intraday interval. Long-horizon AI history is controlled separately; Auto tries 2y then 5y only if needed for statistically viable purged validation while keeping the latest quote on your selected interval. Option-chain loading is optional. Load nearest option now backs the selected option IV out of the contract's bid/ask midpoint, fits an SVI volatility smile across the selected expiry, builds a multi-expiry strike × time volatility surface from the chosen number of nearby listed expirations, compares the contract with Yahoo IV / ATM IV / fitted smile, and uses fitted market structure before Yahoo when an exact quote cannot be inverted. If Yahoo does not expose a chain for a symbol, enter strike, IV and bid/ask manually. For XSP/SPX, Carry mode defaults to Auto and infers continuous index carry from matched call/put quotes using put-call parity; this is not a cash dividend paid by XSP. Pricing uses actual calendar time to expiry while the forecast horizon uses regular-session trading minutes. Forward Scan assumes entry from current quotes and compares the modeled exit/evaluation at each upcoming session close; it does not assume you can enter later at today's prices. The scan now runs asynchronously in a separate background process, so it can use the full validated AI ensemble, the requested purged folds and path count, quote-IV inversion, SVI smiles, the shared volatility surface, full American/European option valuation, all eligible strikes/verticals and the normal Trade Decision scoring for every target without holding the browser request open. Exact current-history, option-chain and identical smile inputs are cached only to avoid duplicate work; the calculations themselves are not reduced.

Intraday / 0DTE engine

Separate 1m–60m forecasting pipeline with purged validation, exact expiration date/time, actual calendar-time option repricing, long/short P/L, bid/ask/slippage, future-IV scenarios and optional Yahoo option-chain loading.