apps2 · xyz · time × price × volume (3D)

Axis metric glossary — what each Y / Z option measures, what it means, and how this app computes it.

price — where it traded.Real close price, normalized so SPX (~6,800) and QQQ (~600) share one axis: % change from window start (default) or z-score. Candle mode instead shows one instrument's absolute price.

volume — how much traded.Raw per-bar volume (futures contracts / ETF shares). Depth = fraction of this window's busiest bar for that instrument (own 0-anchored scale — a contract's volume isn't comparable to an ETF's).

volume z-score — is this bar's volume unusual?(vol − 20-bar rolling mean) ÷ 20-bar rolling σ. +2 = two sigma above its recent norm. Shared σ scale across instruments. Computed client-side from the bars.

RSI(14) — momentum, overbought/oversold.Wilder's 14-bar smoothed average gain / average loss; RSI = 100 − 100/(1 + avgGain/avgLoss). Fixed 0–100 scale. Client-side.

realized vol (20-bar ann.) — how fast price is moving.Stdev of the last 20 bars' log returns, annualized by √(252 × bars-per-day in this window). Shared scale. Client-side.

skew (put−call IV) — downside-fear premium.Front-expiry put IV @0.90 moneyness − call IV @1.10 (this app's gamma-store formula — NOT 25-delta). Positive = puts bid over calls. Recorded EOD; own scale. Proxy for futures.

gamma (net GEX) — dealer positioning.Σ per-strike net dealer gamma (calls +, puts −) over a ±15% band. >0 = dealers long γ (pins / dampens moves); <0 = short γ (amplifies). Recorded (+SPY/QQQ intraday); own scale. Proxy for futures.

IV (ATM front) — at-the-money implied vol.Front-expiry ATM IV (mean of ATM call+put IV) — the option market's expected move. Recorded EOD; shared IV-fraction scale. Proxy for futures.

P/C volume — hedging flow today.Put volume ÷ call volume. >1 = more puts trading (bearish/hedging tilt). Recorded flow; shared ratio scale.

P/C open interest — standing positioning.Put OI ÷ call OI — the stock of open contracts, slower-moving than volume. Recorded flow; shared ratio scale.

P/C premium — dollar-weighted put/call.Put premium$ ÷ call premium$ — up-weights expensive / far-OTM hedges vs raw contract counts. Recorded flow; shared ratio scale.

VIX — the market's fear gauge.CBOE 30-day S&P implied vol from the full options strip. Market-wide — the SAME ^VIX on every instrument (not per-instrument), aligned per bar & ffilled from the last print. Vol-points (~10–80). Source: Yahoo ^VIX.

Options-derived metrics come from the recorded apps2/gamma chain store (EOD spine + SPY/QQQ intraday), so futures proxy to their index-ETF options — SPX→SPY · NAS100→QQQ · R2K→IWM · QQQ native — always labeled. Values are forward-filled to each bar (amber "as of … ffill" in the tooltip); a bar with no recorded value sits on the Z=0 plane on Z, or gaps the line on Y. VIX is the lone market-wide series (one ^VIX index overlaid on all four).

How to read this 3D chart. Every instrument is drawn as one line through a box: it runs left→right by time, up/down by price, and front↔back by trading volume. When a line pushes toward the back (deeper), that bar traded heavy volume; near the front = quiet. Drag to orbit, wheel to zoom, shift-drag to pan. Hit Front for a normal price chart, Top to look straight down at a time×volume map. Set Candles (legend row) to one instrument to see its true OHLC candlesticks at their volume depth — the Y axis then shows that instrument's real price and the other lines become shape-only.

Why prices are normalized. SPX (~6,800) and QQQ (~600) live on totally different price scales, so the Y-axis shows % change from the window start (or z-score) — that makes all four comparable on one axis. The depth (Z) defaults to each instrument's volume vs its own busiest bar in the window, because a futures contract's raw volume isn't comparable to an ETF's. The Z selector swaps the depth for other pulses: RSI(14), realized vol and volume z computed from the bars, or options-derived skew / gamma (GEX) / ATM IV / the three P/C forms from the recorded chain store — futures proxy to their index ETF options (SPX→SPY, NAS100→QQQ, R2K→IWM, always labeled), cross-comparable units (P/C, RSI, IV) share ONE scale, and bars with no recorded value sit honestly on the Z=0 plane. The Y axis is selectable too — price (default, %-change/z-score) or any of the same metrics (then %/z and candles grey out: candles are OHLC and need Y = price; missing Y values gap the line rather than fake a height). Hover any point for the real price, volume, Y and Z values.

Real volume, no proxies. SPX/NAS100/Russell use the paid Massive CME futures feed — SPX=ES, NAS100=NQ, Russell=RTY front-month — which carry true per-candle volume and trade ~23h (so intraday windows are full sessions, not gappy). QQQ uses Alpaca equity bars (native share volume), Yahoo as fallback. Each line is labeled with its live contract; long daily windows stitch the quarterly contracts (real volume, tiny un-adjusted roll gaps).

Drawing tools (trendline / horizontal / ray / text) draw in screen space over the scene and persist per window+view. Save Data downloads exactly what's plotted; Save PNG burns the legend onto the image. Intraday windows anchor to the latest open session — never a blank chart.