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Options analytics

Chains, greeks, gamma, surfaces, max pain and expiry views.

GEXGamma Exposurein the walkthroughDealer gamma at every strike. Where dealers are long gamma their hedging dampens moves, where they are short it amplifies them, and the biggest strikes are walls price tends to stall at.LEVELSKey Levelsin the walkthroughThe gamma flip (HVL), call resistance and put support for all expiries, 0DTE and 1DTE. A wall that shows up in both the 0DTE and the all-expiry set is the level that matters.TRACEGamma Tracein the walkthroughDealer gamma, charm or vanna projected through the rest of the session, so you see where hedging will concentrate before price gets there. Charm shows the hedging that comes even if price stays flat.HEATMAPStrike Ladder Heatmapin the walkthroughDealer GEX, DEX, vanna, charm, vega, open interest or position as a strike ladder around spot, for up to four tickers side by side. It shows at a glance which strike dominates the book.OISTRIKEStrike Deskin the walkthroughOpen interest walls, aggressor flow and dealer gamma by strike in one panel. Big walls above and below spot act as magnets or barriers into expiry.GREEKGreek Exposurein the walkthroughAny 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.DEXDelta Exposurein the walkthroughDealer delta at every strike. GEX says where the magnets are, DEX says which way dealers lean, so read the two together.GEXREPLAYGEX Replayin the walkthroughDealer exposure through time instead of one snapshot: strike bars played back, chosen strikes as lines, or a time by strike heatmap. It shows where dealers built gamma or delta during the day.CHAINOptions Chainin the walkthroughEvery option contract with its strike, expiry, IV, open interest, greeks and GEX. Check an aggregate view against the actual contracts before you trade it.OPEXExpiry Countdownin the walkthroughOne expiry and everything that matters into it: countdown, open interest, put/call ratio, max pain, ATM IV and the expected move. It shows how much of the expected move spot has already used.SURFACEGreek Surfacein the walkthroughImplied vol, a greek or the implied probability across every strike and expiry as one 3D surface. Read the overall shape first, then open one expiry in SMILE.FLOWLINEGreek Flow Linein the walkthroughThe cumulative net delta, gamma or vega customers have pushed onto dealers. Watch the slope: a flat line through a big price move is a divergence.WHALESWhale Boardin the walkthroughThe biggest options trades of the session, ranked by premium instead of time. Read them against GEX to see whether the money went into strikes that were already walls.GEXCHARTGEX Levels ChartThe call wall, put wall and gamma flip drawn on a price chart as they moved, with a scrub bar to replay the session.TAPEOptions TapeEvery crypto options print as it happens: side, strike, expiry, size and dollar premium, with block and liquidation tags.AGGRIMBAggressor ImbalanceWho 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.
DEXMAPDelta MapA time by strike heatmap of dealer delta through the session. Set to change since the window opened, it shows exactly which strikes dealers are gaining or shedding delta at.
DRIFTDriftPrice 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.
DRIFTSCANDrift ScannerThe DRIFT read across a whole board, one row per ticker: net measured delta flow, the dealer gamma regime and ATM IV.
DUALGEXDual-Book GEXBitcoin options and IBIT options on one BTC price axis, as dealer gamma in dollars per 1% BTC move. It shows which book dominates near spot.
DUALLEVELSDual-Book LevelsThe gamma flip (HVL), call resistance and put support for Bitcoin options, IBIT options mapped to BTC dollars, and both combined, plus the strikes where both books carry size.
DUALTRACEDual-Book TRACEThe TRACE gamma field for Bitcoin options and IBIT options together: time across, BTC price up the side, coloured by measured dealer gamma.
EMSCANExpected Move ScannerOne row per US ticker for the nearest expiry: the expected move band, how far spot has travelled toward it, max pain, the open interest pin zone and how close spot sits to the pin.
FLOWSCANFlow Exposure ScannerMeasured 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.FOOTPRINTOptions FootprintA strike by strike table that puts options flow and the standing book side by side: calls and puts bought and sold, net flow, the aggressor split, then IV, OI, gamma, delta and vega at the same strike.
FORWARDImplied ForwardThe forward price the options market implies for each expiry, from put-call parity, and the annualised basis against spot.
GAMMATERMGamma by ExpiryNet dealer gamma for each expiry, weighted so at-the-money contracts count fully and the wings fade. It shows where in time the pin or the instability sits.
GEXCALGEX CalendarDealer gamma by strike and expiry in one grid: strikes down the side, the nearest expiries across, plus a total column. It opens the HEATMAP panel on GEX in grid mode.
GEXPCTGEX PercentileBTC net GEX and net DEX as rolling 30-day percentiles from 0 to 100, under BTC candles, so the two read on one scale.
GREEKTSGreek Term StructureTotal gamma, delta, vega and theta exposure for each expiry, summed over open interest and plotted across the term curve.
OIHISTOpen Interest HistoryTotal, call and put open interest over time, one point per day. It opens the OI panel with the history view already selected.
OPTFLOWOptions Flow by StrikeReal bought and sold calls and puts at every strike, from the options trade tape. Each trade is classed by whether it lifted the ask or hit the bid.PCRPut/Call RatioPut open interest against call open interest, one bar per day. A slow, durable read of how defensive the options book is.
POSITIONINGOptions BookDay-over-day change in open interest, GEX and DEX at every strike for US options. It shows where the standing book changed, not who bought or sold.
POSITIONSPositions by StrikeNet dealer gamma at each strike, calls and puts summed. Green bars are strikes where dealers are long gamma, red where they are short.PROBProbability DensityThe price distribution the options market implies at each expiry, taken from option prices (Breeden-Litzenberger). It shows the likeliest settle and how fat each tail is.
READDealer ReadThe whole dealer options book in one stance. It reads net dealer gamma, volga, vanna and charm and says whether the regime is FRAGILE, STABLE or MIXED.
SETTLE0DTE Settlement BoardA countdown to the 08:00 UTC crypto options settle, with spot, max pain, the expected move, the 0DTE levels and today's tape on one screen.
STRIKEGEXStrike GammaThe GEX of single strikes through time, one line per strike. It shows which strikes are building or losing dealer gamma over the session.
STRIKEMAGStrike MagnetNet premium traded at each strike from the live options tape. It shows which strikes real money is working right now.
SUMMARYExpiry SummaryOne row per expiry with every key number: days to expiry, ATM IV, skew, risk reversal, max pain, net GEX, put/call ratio and open interest.
VANFLOWVol to Futures TransmissionThe vanna regime as a read: the sign of net dealer vanna and the current vol trend give the direction dealers are trading futures to stay hedged.
VANNATERMDealer Greek Term StructureDealer vanna split by tenor, from 0DTE to over a month, at each strike. VEGA and GAMMA switch it to one net dealer bar per expiry.
VBOOKCross-Venue Options BookThe best bid and offer for each crypto option across every venue quoting it, with the venue named on each side. It answers where to execute and what the spread costs.
VEGATERMWeighted Dealer Vega by ExpiryNet dealer vega at each expiry, weighted so at-the-money contracts count in full and the wings fade. It shows where dealers carry vol risk across the curve.
VOLGAVolga / Book StressNet dealer volga at each strike: how much the dealer book's vega moves when implied vol moves. Net short means dealers are forced to chase vol.
WWWhale WatcherOpens the four options flow panels at once: the live tape, the whale board, the strike magnet and the aggressor imbalance.