Yevhen Maksymenko

Headline

Building FirmTape — SPX dealer positioning measured from the options tape

About

I build FirmTape, a dealer-positioning terminal for SPX index options. It rebuilds the dealer's options book from the 0DTE tape as it prints rather than from the previous day's open-interest snapshot, and shows the volume, open-interest and measured-flow books side by side so you can see where they disagree. Every finished session since April 2022 is free to replay with no account. No buy/sell signals: directional edges were backtested over the whole archive and none survived out of sample.

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Joined

August 18, 2026