Platform Documentation
From raw algorithmic computations mathematically charting Greek convexity profiles to institutional order-flow tracking, discover the analytics that drive our dashboard environments.
Greek Profiles $50 Core
Gamma & Delta Exposure
A comprehensive aggregation of spatial market maker distributions. Determine precisely which strike nodes dealers are pinned at, or broadly where they stand cumulatively net short or net long on delta flows across the current term structure. Big nodes, whether positive or negative, act as magnets and serve as key points of interest. At these nodes, price can pin, reverse, or rapidly accelerate.
Vanna, Vomma, Zomma Profiles
Dynamic second and third-order strike charting. See precisely where the largest volatility-of-volatility (Vomma) exposures are concentrated, or model how structural shifts in IV cascade explicitly into spatial Delta realignments (Vanna & Zomma).
Volatility Architecture $50 Core
IV Surface & Skew Mapping
The Volatility layer. We compile rich multi-line models visualizing ATM implied volatility metrics and temporal volatility curves.
Tension Analytics $50 Core
Vanna/Charm Tension Ratio
Evaluates the structural tug-of-war happening intraday at the money. Measures the exact spatial decay properties (Charm) being bled into the structure relative to the sharp spot-to-volatility feedback properties (Vanna).
Dealer Day Open Interest (DDOI) $100 Pro
Analyze real-time shifts in dealer open interest to uncover hidden market maker positioning and identify high-probability reversal zones. When looking at DDOI, its primary function is to predict upcoming delta hedging requirements from market makers.
How to read it
Sudden surges or drops in DDOI at specific strikes act as magnets or resistance lines. A sharp increase often precedes a reversal, while a rapid drop signals momentum continuation.
Risk Neutral Density $100 Pro
A statistical projection deriving the market's implied probability distribution of future price outcomes across all strikes.
How to read it
Peaks in the density curve highlight exactly where the options market expects the asset price to pin or consolidate at expiration. Multi-modal (two or more peaks) distributions signal severe market indecision or binary impending volatility.
Zomma Per Strike $100 Pro
Chart the rate of change of Gamma with respect to changes in Implied Volatility across specific strike nodes.
How to read it
Look for extreme Zomma concentrations. Negative Zomma building above price is bullish and positive below is bearish. However, big nodes can act as support or resistance. These are the strikes where gamma exposure expands or contracts most violently when volatility spikes, identifying the exact tipping points for gamma squeezes.
Zomma Rate of Change (ROC) $100 Pro
A momentum oscillator tracking the velocity of Zomma expansion or contraction in real-time.
How to read it
A sharply ascending Zomma ROC indicates that the market's sensitivity to volatility is accelerating rapidly. Entering positions aligned with these velocity spikes ensures you are capitalizing on accelerating dealer hedging requirements.
Regime Stability Topology $100 Pro
This specialized H1 graphical layout plots cyclical flow persistence over mathematical time utilizing topological mapping characteristics.
How to read it
The horizontal X-Axis defines the mathematical 'Birth' of a flow regime, while the vertical Y-Axis signals its theoretical 'Death'. Spatial data points that plot closely stacked around the dashed diagonal baseline essentially reflect brief, scattered, localized 'retail' noise. In stark contrast, points that repeatedly cluster substantially above and far away from the diagonal baseline verify structurally robust, highly asymmetric institutional flow loops. An isolated concentration of these far-off points functionally validates a very powerful and mathematically stable macro momentum trend.
P&L Scenario Stress Testing $100 Pro
A modular matrix dedicated purely to localized portfolio hypothesis simulations under various price shifts.
How to read it
Toggle Spot/Vol properties across localized data arrays to watch theoretical P&L shift in real-time, effectively simulating total book wipe-outs or convexity spikes prior to actual trade executions.
Signed Gamma $100 Pro
Every other gamma view on the platform infers dealer positioning from open interest using the standard "dealers are short customer options" convention. Signed Gamma does not assume — it measures. We read the live Deribit trade tape, and because each print carries the taker's side (buy or sell), we know who initiated. When a customer lifts an offer to buy an option, the dealer on the other side is short it (short gamma); when a customer sells, the dealer is long. Summing that across the tape gives the true, flow-derived dealer gamma.
How to read it
Positive (green) means dealers are net long gamma from recent flow — they hedge against moves, dampening volatility and encouraging mean-reversion. Negative (red) means dealers are net short gamma — they hedge with moves, amplifying momentum and accelerating breakouts. The value builds over a rolling 60-minute window of trades.
Net Premium Drift $100 Pro
A cumulative, intraday view of where real money is being spent. Each trade's premium (price × size, in USD) is signed by the taker's direction and accumulated through the session — plotted as three lines: cumulative call premium, cumulative put premium, and the net.
How to read it
A rising net line means net premium is being bought (demand for optionality / directional conviction); a falling line means net premium is being sold (supply, premium harvesting). Divergence between the call and put lines reveals directional bias — calls climbing while puts bleed is aggressive upside positioning, and vice-versa.
Signed GEX by Strike $100 Pro
The same measured, flow-derived dealer gamma as Signed Gamma — but broken out node-by-node across strikes instead of a single aggregate. Each bar is the dealer gamma acquired at that strike from the live tape over the trailing window.
How to read it
Green nodes are strikes where dealers picked up long gamma (expect pinning / suppressed movement nearby); red nodes are strikes where dealers went short gamma (expect acceleration if price reaches them). Unlike open-interest GEX, this reflects only fresh flow, so it surfaces where positioning is actively shifting right now.
Coverage & Short-Dated Expiries Platform
BTC & ETH
All analytics run on live Deribit options for both Bitcoin and Ethereum. Switch the underlying from the dropdown in the dashboard toolbar; every widget recomputes for the selected coin. Strike levels are quoted in USD against the Deribit spot index.
A note on 0–1 DTE
Deribit lists far fewer strikes on same-day and next-day expiries than on weeklies or monthlies, and gamma mathematically concentrates onto the one or two at-the-money strikes as expiry approaches. This is real market structure, not missing data — the dashboard shows the entire available ladder. On short-dated expiries, use the Log scale toggle on the Gamma-by-Strike chart to make the smaller nodes visible.