Calls
Puts
| SIZE | BID-ASK | VEGA | $GEX | CUM. $GEX | GAMMA | THETA | $DEX | CUM. $DEX | DELTA | IV | HIGH | LOW | LAST | OI | VOLUME | Contract | STRIKE | Contract | VOLUME | OI | LAST | LOW | HIGH | IV | DELTA | NET $DEX | $DEX | THETA | GAMMA | NET $GEX | $GEX | VEGA | BID-ASK | SIZE |
|---|
Implied Volatility
Call IVx—
Put IVx—
IVx Skew—
IVx Composite—
IVx Expected Move
Call VEM—
Put VEM—
VEM Imbalance—
Expected Move—
Demand Expected Move
Call DEM—
Put DEM—
DEM Imbalance—
Expected Move—
Greeks & Skew
Delta Skew—
Delta Skew (Wtd)—
Gamma Imbalance—
Gamma Imb. (Wtd)—
Legend & Definitions
Delta Strike Color Coding
OTM Call — 30–40% ITM
Delta 0.30–0.39 — balanced risk/reward on directional moves
OTM Put — 30–40% ITM
Delta 0.30–0.39 — balanced risk/reward on directional moves
Theta Strike
Delta 0.15–0.21 — >80% probability of expiring worthless
Metric Definitions
$GEX
Positive → MMs stabilize (buy dips, sell rips). Negative → amplified volatility.
$DEX
Positive → bullish MM positioning. Negative → bearish.
IVx
Weighted avg of near-term implied volatility — overall volatility gauge.
IVx Skew
Call IVx − Put IVx — directional volatility imbalance signal.
VEM
IVx × Price × √(DTE/365) — statistical daily price range forecast.
DEM
Demand-based expected move derived from actual options pricing.
Delta Skew
Imbalance between ITM call & put deltas — directional bias signal.
Gamma Imbalance
Call gamma − Put gamma — where MMs face greatest hedging pressure.
Support
Resistance
Cumulative $GEX/$DEX: Top 3 by magnitude — magnetic support/resistance zones.
Net $GEX/$DEX: Top 3 by net directional pressure — momentum driver zones.
SD1
SD2
SD1 / SD2 Lines: 1 & 2 standard deviation daily price bands — ~68% / ~95% of expected price action.