Flow Exposure Scanner
Measured dealer exposure across many names at once, on the same model as TRACE: net gamma, charm and vanna, delta flow, distance to the flip and walls, and the regime.
FLOWSCANGEXSCANTRACESCANBTC, ETH and US options. With no tickers it scans a default board of 18 names: BTC, ETH, the main indices and ETFs, GLD and large caps.
Typing it
FLOWSCANSYM SYM ...>FLOWSCANSPX QQQ BTC ETH
Shows measured dealer exposure for those four names.
What you see
- Net Γ /1%. Flow-signed dealer gamma in $mn per 1% move. Charm is $mn per day, vanna $mn per vol point.
- Δ Flow. Customer net delta flow in $mn from the measured tape.
- Flip% / CWall% / PWall%. Distance from spot to the gamma flip, the call wall and the put wall.
In-panel controls
- Focus
- Gamma, Charm or Vanna: sorts by that column and highlights it.
- filter / reset
- Filter rows by ticker, or reset to the default board.
Good to know
- A small oi tag means no measured flow yet, so that row falls back to the open interest convention.