Net gamma exposure by strike × expiration.
Green = positive GEX (dealers dampen moves), red = negative GEX
(dealers amplify moves). Dashed line = spot. On phones, cell values are in $ millions.
Top + GEX strikes
Top − GEX strikes
Total net GEX by expiration
Largest contracts by traded premium
Market-state reference, not a validated forecast.
Direction and volatility are evaluated separately; confidence reflects
input availability, not predictive accuracy.
Directional pressure
Volatility regime
Components
Confidence & limitations
SPX ATM implied-volatility term structure. Each point
averages the IV of the nearest-to-spot call and put for that expiration.
ATM IV by days to expiration
Expected move by days to expiration
Black–Scholes option-price sensitivities using the
selected contract's implied volatility. The time curve uses the nearest
matching strike's IV from each expiry cycle.