Same-day contracts need same-day context
0DTE contracts react fast, so liquidity, spread, premium cost, and side bias matter more than usual. ConvexRadar keeps those fields visible and connects each row to macro and event timing for the session.
ConvexRadar's contract scanner lets you filter toward 0DTE and near-dated rows, then review volume/open-interest pressure alongside premium value, liquidity, side bias, IV context, and same-day catalyst timing.
0DTE contracts react fast, so liquidity, spread, premium cost, and side bias matter more than usual. ConvexRadar keeps those fields visible and connects each row to macro and event timing for the session.
High volume against open interest on a 0DTE strike can reflect speculation, hedging, spreads, or exits. ConvexRadar frames that activity as a research input to review, not a signal to act on automatically.
0DTE trading carries elevated risk because contracts can lose value quickly. ConvexRadar is research software that organizes the data for review and does not predict same-day direction or returns.
Yes. Using the scanner's DTE filtering, ConvexRadar can surface 0DTE and short-DTE rows and show their pressure, premium, liquidity, IV, and side bias alongside same-day catalyst context.
No. Same-day pressure can point to changing demand, but it does not guarantee direction, and 0DTE contracts can decay quickly. It is one research input among several.
No. ConvexRadar uses accessible option-chain data and a chain-derived print proxy. It does not yet use a licensed full options tape or dark-pool feed.
Trading options involves risk. ConvexRadar is research software and does not provide financial advice or guarantee trade outcomes.