Revealing Unseen Market Depth with Precision

No. The platform currently focuses on SPX and VIX options, where liquidity and participant-tagged exchange data make dealer-positioning analytics most accurate and actionable. SPX presents a great playground for such analytics due to the sharp rise in 0DTE volumes.

OptionsDepth currently supports SPX and VIX options data, where market-maker positioning analytics are most reliable due to liquidity and participant-tagged exchange data.

Our analytics are based on exchange participant-tagged data from CBOE — not inferred from bid/ask spreads or tape heuristics.

This allows us to:

• Distinguish positioning by participant type
• Analyze true market maker exposure
• Provide a clearer view of dealer hedging requirements

OptionsDepth helps traders understand how market maker positioning influences intraday price movement. By analyzing Gamma, Charm, and Vanna exposure, traders can identify:

• Key support and resistance levels
• Zones of price stability vs instability
• Areas where hedging flows may accelerate, suppress or pull price movements
• We also pioneered MM exposure heatmaps, which provide forward-looking insights into potential hedging activity as market conditions change.

This is particularly relevant for 0DTE SPX trading, where dealer hedging dynamics can significantly impact short-term price behavior.