custom names are analyzed but excluded from the core retail index · needs US-listed options
Retail leverage index
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Leverage over time — per-ticker, vs the tapey-axis = leverage score 0–100 (45 / 65 mark the moderate / highly-leveraged thresholds). The SPX & NAS100 baselines ride a separate normalized scale — compare their shape, not their level.
Premise: retail call-leverage is pro-cyclical — it normally RISES with the SPX / NAS100 tape (the crowd adds leveraged-long into strength) and moves with FINRA margin debt (both measure crowd leverage). The read is the DEVIATION: leverage climbing while the tape falls, or margin debt flat while options-leverage spikes, flags positioning out of step with price / borrowing. No mechanical link is guaranteed — a persistent gap is the signal, not a trade call.
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Put/call ratio over time — OI vs volume, decomposed per namey-axis = puts ÷ calls (log-ish). The 1.0 line is balanced; ABOVE = more puts (fear/hedging), BELOW = more calls (greed/leverage). OI P/C = where positions sit; Volume P/C = today's retail-frenzy churn. SPX & NAS100 baselines ride a separate normalized scale — compare their shape.
Premise: the short-dated put/call ratio normally moves INVERSELY to the SPX / NAS100 tape — falling (more calls / greed) as the tape rises, rising (more puts / fear) as it falls. The read is the DEVIATION: P/C rising while the tape rises (hedging into strength), or P/C falling as the tape falls (dip-buying), is the signal — not the level itself. Where no durable link holds (e.g. vs monthly margin debt), treat it as a shape backdrop, not a rule.
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Premium-$ P/C (dollars leaning to puts vs calls — "where the money leans") is not derivable from this feed: retail.php returns OI + volume but not per-leg premium/notional, so only OI P/C and Volume P/C are shown. OI P/C = standing positioning / walls; Volume P/C = the retail-frenzy same-day gauge.
By name — short-dated options positioning (real OI via Massive)Click any column header to sort (▾ high→low, ▴ low→high); unavailable names sink to the bottom.
Leverage score over time — each retail name, now vs points backcolumns = the 0-100 leverage score now & ~1w/1mo/3mo/6mo/1y/2y ago (this app's own banked history). Each column is its OWN heat scale (red = most leveraged, blue = least, among the shown names at that time). Click any header to sort. Blank = no banked reading that far back yet.
apps2/retail≤7-DTE options
Data sourcereal open interest from Massive
Explanationshover any column header or label for a plain-language explanation.
SPY proxySpaceX is private (no options) → SPY stands in as the broad-market retail proxy.
Percentile chipseach per-name component (leverage · call skew · OTM conc · turnover) carries where its latest reading sits vs its OWN banked history (percentile · z-score · depth n·span) plus its rank #k of 4 among the core retail names. Amber = history still ramping toward 2y. The blended headline index is left as-is (components-first).