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.