The "SPX → ES" options chart and its labels

This is an ES footprint chart onto which DeepGamma projects the converted SPX levels. Capture 3 is shown in the lesson on walls, capture 4 in the lesson on the book by regime.

The Deep Trades bubbles

They are about ES futures, not options. The indicator uses MBO data to link each large aggressive order to the passive liquidity it met.

• Filled circle: a large order executed in large sizes. Hollow circle: a large total made of many small orders.
• Square: aggressive execution that hit a large passive order. Diamond: large aggressive order against large passive order, the most significant marker according to DeepCharts.
• One color for aggressive buyers (ask), another for aggressive sellers (bid). On the captures, green seems to be the ask and purple the bid (to be checked).
• The number in the bubble is most likely the size in contracts (470, 654…).