Hi guys. I have been working on a report to show the 0 DTE expected moves violation throughout the day. It's a little tricky to nail this one down as there are many way to view this data.
Below you will find a graph showing data from 6/4/2025. You can see the expected move bands, and the envelope of those bands (min and max), the red dots represent when SPX violates a previously established EM.
If you have any ideas on how to make this graph better, let me know in the comments!