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
Expected range strikes and gamma walls for every available
expiration. Expected moves use the nearest-to-spot call and put
mid-prices; 1 STD uses ATM implied volatility.
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. Names in brackets identify
the Greek represented by each curve's slope; time-to-expiry
slopes have the opposite sign to passage-of-time conventions.
Position value by spot (Delta)
Position value by volatility (Vega)
Position value by time to expiry (Theta)
Delta by spot (Gamma)
Delta by volatility (Vanna)
Delta by time to expiry (Charm)
Gamma by spot (Speed)
Gamma by volatility (Zomma)
Gamma by time to expiry (Color)
Theta by spot (Charm)
Theta by volatility (Veta)
Theta by time to expiry
Vega by spot (Vanna)
Vega by volatility (Vomma)
Vega by time to expiry (Veta)
Intraday history from this server's own computed
snapshots — kept in memory only, not a database. A point is recorded
each time a snapshot is actually recomputed, not on every page view,
and the history resets at midnight ET and on server restart.