Everything you need to know about the OptionsDepth platform, data, and analytics.
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:
OptionsDepth helps traders understand how market maker positioning influences intraday price movement. By analyzing Gamma, Charm, and Vanna exposure, traders can identify:
This is particularly relevant for 0DTE SPX trading, where dealer hedging dynamics can significantly impact short-term price behavior.
No — we are a data provider, not a signal service.
We offer a daily market overview describing the SPX gamma landscape and key 0DTE positions, but we never give buy or sell recommendations.
We also host a Discord community where members discuss their views.
For traders looking for signals, there is a bundled subscription offering with TWI, large transparent trading community.
Yes. Our Knowledge Base includes tutorials on options fundamentals, Greeks, dealer hedging mechanics, and how to interpret OptionsDepth charts and dashboards.
Pro — Core analytics, charts, dashboards, and daily model access.
Pro Max — Full access including intraday model updates, API access, and advanced data features.
API access is a separate paid add-on for Pro Max users. Each API request consumes units from your API plan.
Basic Plan — $99 for 2,000 API units
Overage — up to 10,000 additional requests per month at $0.05 per unit
As granular as it gets. A restriction applies to the API, which can fetch a lookout period up to 90 DTE. The visualization modules such as breakdown by strike and breakdown by expiration are unrestricted with intraday snapshots at 10-minute intervals.
30 days intraday lookback for visualization and API. Our DataShop provides high-fidelity historical datasets for Gamma, Charm, and positional exposure beyond this period.
Yes. Data can be exported via the API or downloaded from the DataShop, allowing you to perform your own analysis, backtesting, or modeling workflows.
Our Market Maker positioning data (Gamma, Charm, Vanna, and positional exposure) is based on exchange participant-tagged data such as CBOE. This is not inferred positioning — it is extracted directly from exchange-identified participant activity.
Gamma measures the rate of change of delta. Positive Gamma tends to stabilize price action through dealer hedging flows, while negative Gamma can amplify price movements.
Charm measures delta sensitivity over time (the effect of theta on delta), showing how dealer positioning shifts as options approach expiration.
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