Greek Exposure
Any one greek by strike, weighted by open interest, from delta and gamma to vanna, charm and vomma. Use it when one greek drives the day: vega when vol moves fast, charm into expiry.
GREEKCrypto options (BTC, ETH, SOL, HYPE) and US options, including SPX, SPY, QQQ and single stocks.
Typing it
GREEKSymbolGreek>GREEKBTC vanna
Shows BTC vanna exposure at every strike.
What you see
- Bars. The greek times open interest at each strike. The vertical line marks spot.
- Picker. Flip between all ten greeks without retyping the command.
What to look for
- How much exposure sits in the money versus out of the money right now.
- Vega when vol is moving fast, charm as expiry gets close.
Greeks
- delta / gamma
- Directional exposure, and how fast it changes with price.
- theta / vega
- Decay per day, and sensitivity to implied vol.
- vanna / charm
- Delta change from a vol move, and from time passing.
- speed / vomma / zomma / color
- Third-order greeks: how gamma and vega themselves change.
Also on the chart
The same data can sit on the price chart. Press / on the chart and search for:
Pairs well with
Questions
Which greeks can I plot?
Delta, gamma, theta, vega, vanna, charm, speed, vomma, zomma and color.
Do I have to type the greek?
Yes, the command needs one, for example GREEK SPX gamma. You can switch to any other greek inside the panel.