Options Mosaic for 1/13/2025
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Map continues to show -ve gamma and delta for both 0dte and cumulative all the way up and down.  There is a single path of least resistance to 5810 which is only 17 points lower from Friday's close.  That is inconsistent with the implied move (more below).
We have lots of calls sold and puts bought, suggesting traders are looking for downside tomorrow.  Large spike in calls sold at SPX 5850.  Large spike of puts bought at SPX 5750.  Go back to my notes from last week to see that these levels were traded aggressively, especially on Friday however opposite (puts sold at 5750 and calls bought at 5845).  These are 0dte options so this isn't just an unwind of Friday's action.  
The SPX implied move is for 51 points or 0.88%.  That puts SPX at 5878 (ES 5917) or 5776 (ES 5815).
Implied move for NDX will be reported tomorrow morning as it isn't loading correctly this evening.

As usual, all data provided by @ConvexValue (