OptionsDepth

Know how they will need to hedge, before they do.

Stay one step ahead by leveraging our cutting-edge insights into market makers' exposure.

Your Tools for Precise Analysis

Heatmap

Ideal for trading with candlestick overlays.

Provides contextual awareness of key levels and zones.

3D Surface

Intuitive visual understanding of gamma exposure.

Underlying close price marked with spheres for better context.

Interactive and Customizable

Forward-Looking Insights for Actionable Strategies

Gamma Exposure Projection: Visualizing Market Movements

Gain forward-looking insights into market makers’ gamma exposure and how it influences their actions as price shifts.

Gamma

See the overall gamma exposure projected across time and price

Gamma Peaks and Troughs

Highlight key convexity points on the gamma surface.

Candlesticks

Overlay open, high, low, and close data for enhanced perspective

Charm Exposure Projection: Understanding Time-Decay Effects

Our charm exposure projection reveals how market makers need to passively adjust their hedge as time progresses.

Time-Decay Insights

Visualize how the passage of time influences marker’s delta exposure

Hedging Projections

Identify adjustments and their potential market influence.

Dynamic Visualization

Intuitive visuals to capture time-sensitive trends effectively

Vanna Exposure Projection: Understanding Volatility-Driven Hedging Dynamics

Gain deeper insight into how changes in implied volatility influence market makers’ delta exposure and hedging behavior across the options chain.

Vanna Flow Insights

Visualize how implied volatility shifts impact market maker hedging requirements

Structural Hedging Pressure

Reveal persistent dealer hedging forces driven by positioning across the entire options chain.

Unlock the full power of
OptionsDepth’s market insights.