Bar chart of net dealer gamma by strike. Highlights gamma flip level, largest
positive/negative exposure zones, and HVL/call-wall/put-wall annotations.
Regime not loaded. When dealers are long gamma (positive GEX) they
sell into rallies and buy dips, which tends to suppress realized volatility; when short
gamma, they trade with the move.
📍
GEX Levels
Call Wall—
Put Wall—
Zero GEX Line (SPY)—
Pin (dominant strike, SPY)—
📅
Expiry Breakdown
0DTE GEX Share—
Weekly GEX—
Monthly+—
Volatility Skew Analysis
IV surface visualization across strikes and tenors. Monitor 25-delta risk reversal,
butterfly spreads, and term structure to gauge tail hedging demand.
Skew not loaded. A put-over-call premium (positive
25Δ risk reversal as served here: put IV minus call IV) means the market is paying up for downside protection.
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Surface Metrics
ATM IV (1M)—
25Δ Put IV (SPY)—
25Δ Call IV (SPY)—
Skew Pctile (1Y)—
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Term Structure
1W / 1M—
3M / 6M—
Structure—
Put/Call Ratio Tracker
Sentiment gauge using equity and index put/call ratios. Track rolling averages,
extreme readings, and historical context to identify contrarian signals.
Daily and rolling equity vs. index put/call ratio charted with 5d/10d/21d moving
averages. Extreme reading alerts and historical percentile bands overlaid.
Put/call not loaded. Watch for a move above 1.2 (bearish capitulation) or below
0.6 (excessive call speculation) for contrarian setups.
📊
Rolling Averages
Equity P/C, 1-week—
10-Day MA—
21-Day MA—
Pctile (1Y)—
⚠️
Signal Thresholds
Extreme Fear (>1.2)—
Extreme Greed (<0.6)—
Current Zone—
Options Flow Scanner
Universe scanner ranked by measured IV rank against each name's stored IV history,
with the nightly dealer-gamma sign. Names without enough history are listed, not ranked.
Scan of unusual options activity across the tracked tickers, fetched when the scanner page loads. Filter by
premium size, expiry, moneyness, sweep vs. block, and bullish/bearish directional
bias. Sortable.