Aggressor Imbalance
Who is pressing on the options tape: premium bought by aggressive takers against premium sold, bucket by bucket, with a running net line. It can also weigh the same tape by delta, gamma or vega.
AGGRIMBAGGRESSORIMBALANCETAKERIMBBTC and ETH only: the crypto options tape. Any other symbol shows BTC with a note.
Typing it
AGGRIMBBTC|ETHprem|delta|gamma|vega>AGGRIMBETH vega
Shows ETH vega bought against vega sold by takers, with the running net.
What you see
- Bars. Green above zero is buy-aggressor flow, red below zero is sell-aggressor flow.
- Line. The cumulative net since the window opened. Rising means net buying pressure.
- Greek modes. DELTA, GAMMA and VEGA weigh every print by its greek: $ delta, $ gamma per 1% move, $ vega per vol point.
Controls on the AGGRIMB panel
- PREM
- Buy-aggressor vs sell-aggressor premium, calls and puts together. Not directional: buying puts counts as a buy.
- BIAS / QUAD
- BIAS splits premium into bullish (call buys, put sells) and bearish. QUAD shows all four call and put, buy and sell legs.
- DELTA / GAMMA / VEGA
- The tape weighed by a greek. These sum Deribit, Bybit and OKX only, the venues that carry exchange greeks.
- Lookback
- 1H, 4H, 8H, 24H (default), TDY (since UTC midnight), 3D, 7D or 30D. Bar width sizes itself to the window.
Also on the chart
The same data can sit on the price chart. Press / on the chart and search for: