Gamma exposure, dealer positioning, flow topology, and full vol surface modeling — built on real-time Deribit data.
What's inside
From raw Greek computations to dealer positioning models — built for quants and serious traders.
Delta, gamma, vanna, vomma, zomma, speed, charm, and second-order derivatives computed from live Deribit mark prices every 100ms.
Real-time implied volatility surface, 25-delta skew, term structure, and vol of vol — plotted across all strikes and expiries simultaneously.
Net gamma and delta exposure by strike — see exactly where dealers are long or short gamma and how they're mechanically forced to hedge.
Analyze real-time shifts in dealer open interest to uncover hidden market maker positioning and identify high-probability reversal zones.
Visualize the directional clustering of options flow across the 24h session — identify whether large prints lean bullish, bearish, or vol-directional.
Scenario-based P&L surface across spot price and time-to-expiry — stress-test portfolio outcomes under any combination of moves and vol changes.
Pricing
All plans use live Deribit data across BTC & ETH. Cancel any time.
Starter
Core Analytics
Full Greek exposure suite and IV analytics. Everything you need to understand options positioning from the inside out.
Professional
Pro Access
Everything in Core plus full Greeks, vol skew analytics, dealer positioning models, and regime stability topology.
Get started today
Set up in minutes. Real Deribit data from day one. Cancel any time.