Drift
Price on top and the measured net delta flow below, on one time axis. A status strip adds the dealer gamma regime and whether vol is rich or cheap.
DRIFTNETDRIFTVOLDRIFTDRFTBTC and ETH (the crypto options tape) and US options (45 underlyings). Other symbols show a note instead of data.
Typing it
DRIFTSymbolexpiry=window=>DRIFTBTC expiry=0dte window=12
Shows BTC 0DTE delta drift over the last 12 hours under price.
What you see
- NET DRIFT. Cumulative net delta flow from the aggressor tape, in $ delta. Above zero is net buying, below is net selling.
- Gamma. AMPLIFY means dealers are short gamma, so hedging adds to moves. PIN means long gamma, so hedging fades them.
- IV. Implied vol now and its percentile, RICH or CHEAP against realized vol, and whether vol is rising or falling.
Arguments and controls
- expiry=
- Crypto: 0dte (default), weekly, monthly or all.
- window=
- Crypto: 12, 24 (default) or 48 hours.
- Win (US options)
- 1D, 5D (default) or 30D.
- Smooth / OI ref
- Smooth the drift line. OI ref (US options) overlays the open interest net delta for comparison.
Good to know
- The 48 hour window only applies to 0DTE. Wider expiry scopes are clamped to 24 hours.
Also on the chart
The same data can sit on the price chart. Press / on the chart and search for: