AtlasFlow VWAP
A VWAP of the underlying weighted by aggressive options premium, anchored at each session open, with ±1σ and ±2σ bands.
Flow VWAP is a VWAP where the weight comes from aggressive options buying, not from share volume. Every minute, the premium paid by traders lifting offers (at or above the ask) weights that minute's underlying price. The line is the average price the aggressive options money has been "paying for" since the session opened, with bands one and two premium-weighted standard deviations out.
Candles holding above the centre line mean aggressive buyers are still paying up. A tag of the ±2σ band means price is stretched against where that money has been flowing, which often reads as a mean-reversion spot. Reclaiming or losing the centre line or the ±1σ band is the trend read.
It's the fourth VWAP in the Add menu, and each one weights something different: VWAP uses traded volume, GEX VWAP and VEX VWAP use the option board's positioning, and this one uses aggressive premium.
Adding the indicator
Open the chart settings panel and use the Add button in the Indicators section. Flow VWAP sits in the Overlay group at the end of the VWAP run. One instance per chart pane.
Settings
The math has nothing to tune: the anchor is the session open and the bands are always ±1σ and ±2σ. Everything in the cog is how it looks.
| Setting | Options | What it controls |
|---|---|---|
| Center line | Colour, width, style, opacity | Amber, solid, width 2 by default. |
| ±1σ band | On (default), Off | The inner pair of band lines. |
| ±2σ band | On (default), Off | The outer pair. It draws fainter than the inner pair so the bands fade outward. |
| Bands | Colour, width, style, opacity | One style for all the band lines. Dashed, width 1, in the centre's amber by default. |
| Shading | Off (default), On | Fills between each band's upper and lower line. |
| Shading color | Any colour | Follows the band colour until you pick one. |
| Shading opacity | 0% to 100%, 8% by default | How strong the fill is. |
| Price label | On (default), Off | The centre line's name and value on the price axis. |
Reading notes
- It needs options flow on the chart's own ticker. Before the open, or on a ticker with no options trading yet that day, there's nothing to weight and the line stays empty.
- It restarts every session. Each day's line starts fresh at the open, so yesterday's flow never leaks into today's average.
- Only aggressive premium counts. Trades at the bid or mid don't move it, which is what makes it different from a plain flow total.
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