How to read. One window, two sections sharing the same time axis. Top ~70%: 1-min candles + score 1–10 markers. Default score basis is Write + Buy: bullish flow = PE writing + CE buying, bearish = CE writing + PE buying (switch to "Writing only" for the original writers-only score). A marker appears only when the dominant flow exceeds the threshold — default is a rolling mean + 2σ over the trailing 60 minutes (current minute excluded), so what you see on replay equals what you'd have seen live; no hindsight. Score 1 = at threshold, 10 = ≥4× threshold. Green ▲ below = bullish dominant; Red ▼ above = bearish dominant. The faint green/red background shading is the regime: sign of the rolling 30-min net flow (all four flows). Bottom strip: per-minute ATM flow, one bar per significant minute, all rising UPWARD by magnitude. Each minute shows only its dominant side — green when bullish (light green = PE writing + deep green cap = CE buying), red when bearish (light red = CE writing + deep red cap = PE buying). Flow basis (default Volume, matching the reference HFT indicator): each minute's flow = that strike's traded turnover, labelled by price direction — price↓ = writing (sellers aggressing), price↑ = buying (buyers aggressing). Switch to OI change to measure net new positioning (ΔOI) instead — that's the more "committed-money" lens, but it reads put-heavy where volume reads call-heavy (calls trade more, puts write more). Either way it's an aggregate aggressor heuristic, not a fact — every contract has a buyer and a seller. The side panel's fund-flow table mirrors the reference: last-60-minute and day totals per flow.
How to read. A cash-secured put is a paid limit order: you hold strike × lot in cash and get premium for agreeing to buy there. Premium is the BEST BID — what you'd actually receive selling into the book — never the last traded price, which on cheap options can overstate the yield by 20%+ (the bid/LTP gap is shown per row). Two probabilities are given: one on the stock's realized volatility and one on the market's implied volatility. Screens that quote only the realized number flatter the trade, because implied normally runs above realized — that gap is what you're being paid, and it's shown. Both assume a lognormal distribution and therefore understate fat left tails, which is the only direction that hurts you. If assigned shows your true cost basis (strike − premium) — for a CSP, assignment is the plan, not the failure; being assigned far above market is. Risk flags combine always-available price signals (below 200-DMA, off 52w high, sharp decline, IV spike) with best-effort fundamentals (promoter pledge, debt, margins) — an empty flag list means nothing was found, not that the company is sound.