Option Board: add SPX/SPXW and NDX/NDXP index options (incl. 0DTE) with real-time OPRA data
Note: this is not a request for more X-Ray indicators. It is a request for the raw index options chain data (SPX/SPXW and NDX/NDXP, including 0DTE) in the Option Board and the API, so traders can do their own analysis.
Summary: The Option Board currently supports CME futures options (ES, NQ, etc.). This request is to add US cash-settled index options on the S&P 500 and Nasdaq-100: SPX / SPXW and NDX / NDXP, including the same-day (0DTE) expirations.
Motivation
SPX and NDX options carry most of the US index options volume; 0DTE SPXW alone is a large share of daily volume.
Dealer hedging of these options is done largely in ES and NQ futures, so their positioning has a direct impact on the instruments ATAS users trade.
ES/NQ futures options are a much thinner market (especially NQ), so they cannot replace SPX/NDX data for strike-level analysis (volume and open interest concentration, call/put walls, gamma levels).
Today traders need a second platform for this data while executing in ATAS.
Instruments and scope
Roots: SPX (AM-settled monthly), SPXW (PM-settled weeklies and dailies), NDX, NDXP (PM-settled weeklies and dailies).
All listed expirations, with at least the nearest 5 expirations and the 0DTE expiration selectable by default.
Strike chain around the money (configurable range), not only a fixed number of strikes.
Underlying: real-time SPX and NDX cash index values.
Data required per contract (real time)
Best bid / best ask (with sizes)
Last trade price and size
Cumulative daily volume
Open interest (daily value from OCC)
Time and sales (trade-by-trade prints with price, size and time), if possible
Optional: implied volatility and Greeks (delta, gamma) as already shown for futures options
Option Board features
Same layout and features as for futures options (chain by expiration, calls/puts, volume and OI columns).
Optional display of strikes converted to the related future (ES for SPX, NQ for NDX) using the live basis (future price - index price), so levels can be read directly on ES/NQ charts.
Programmatic access: Expose these contracts through the same options data interface already used by the Option Board for futures options (expirations, chain, per-contract market data subscription), so they can also be used in charts, custom studies and strategies.
Data sources (for reference): This requires US options data from OPRA plus the Cboe (SPX) and Nasdaq (NDX) index feeds. Rithmic does not carry this data, so it would need a connection/data provider that includes OPRA and index data, available as an add-on subscription for users who want it.
Example use case: An NQ trader opens the Option Board, selects NDXP with today's expiration and sees in real time which strikes concentrate volume and open interest. Those strikes are then marked on the NQ chart (converted with the live basis) as potential support, resistance or magnet levels for the session.
If you trade ES or NQ and want SPX/NDX options inside ATAS, please vote for this idea. Thank you.
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