Structural Stress
One stress score from 0 to 10 built from the dealer gamma regime, distance to the flip and walls, IV, open interest concentration and the put/call ratio.
STRESSGEXSTRESSCrypto options (BTC, ETH, SOL, HYPE) and US options (45 underlyings).
Typing it
STRESSSymbol>STRESSBTC
Shows the BTC composite stress score and what drives it.
What you see
- Composite. A score out of 10: LOW STRESS up to 3, NORMAL to 5, ELEVATED to 7, HIGH STRESS above.
- Components. GEX Regime, Flip Proximity, GEX Velocity, IV Regime, Wall Pressure, OI Concentration and P/C Ratio, each scored 0 to 10.
- GEX Regime. The sidebar reads Positive γ: Mean Reverting, Negative γ: Trend Amplifying or Neutral: Transition Zone.
Views on the panel
- Stress
- The composite score and its components (the default).
- GEX History
- Spot, HVL, call wall and put wall over time, with net GEX bars. Crypto 24h to 30d, equities 10d to 90d.
- Flow Pressure
- Vanna or charm by strike, one greek at a time.