Options Positioning · Dealer Flow · Execution

See the walls.
Trade the hedging.

Gamma, delta, vanna and charm exposure by strike, recomputed in under a second. Then the layer nobody sells: what dealers will do about it, forecast, scored, and executed.

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01 · Positioning

Every strike.
Every second.

Full option-chain exposure for ES, NQ, CL, GC, ZN and FDAX: gamma, delta, vanna, charm from open interest and volume; zero gamma, major walls, max pain, volatility trigger; 0DTE, 1DTE, full and explicit-expiry views. Charted in your browser, exportable as CSV.

GEX · DEX · Vanna · Charm Skew · Term · Surface 0DTE · 1DTE · Full Sub-second CSV

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+GEX

ES · Major positive gamma

5,250 · OI 41k · Quality 0.88

Wall

0DTE

−GEX

ES · Major negative gamma

5,150 · OI 27k · Quality 0.61

Wall

0DTE

FLIP

ES · Zero gamma

5,212 · Regime: positive γ · Conf. 0.79

Level

Full

HEDGE

ES · Dealer hedging forecast

−1,840 contracts into close · Charm-driven

Flow

Premium

Illustrative values · dealer layer unlocks with Premium

02 · Volatility Structure

A wall at 5,250 is a different event when price is pinned inside a compressed envelope than when the band is wide open. Exposure tells you where the levels are. This layer tells you what scale they sit on.

Adaptive envelopes

Bollinger bands at 1, 2 and 3σ over configurable periods, computed on the same price series as the exposure. Population standard deviation, matching the convention charting platforms use, so the bands agree with the ones already on your screen.

Bandwidth and squeeze

Envelope width as a direct read on whether volatility is expanding or compressed. A level tested during a squeeze is not the same event as the same level tested in an expansion.

Position in the envelope

%B places spot between the bands on a single 0–1 scale, so a level reads against the prevailing range rather than in isolation, and comparably across instruments.

Levels in band units

Walls and the zero-gamma flip reported in σ from the envelope mean, not just in points — so a level 30 points away reads differently at 0.4σ than at 2.1σ. Degenerate bands are suppressed, so a flat overnight stretch cannot masquerade as a tight range.

03 · Dealer Layer · Premium

Exposure tells you where the walls are. The dealer layer tells you what happens next, modelled as a control system: dealer hedging is the feedback loop, and we publish its gain.

Hedging flow forecast

Expected dealer hedging volume as a function of price and time, derived from gamma, charm and vanna exposure.

Regime classification

Positive or negative gamma regime, pin vs. trend probability, published as a state variable with confidence.

Level quality scoring

Every wall ranked by OI concentration, remaining charm and historical hold rate, not raw magnitude.

Backtest & strategies

Test rules against full exposure history. Run prebuilt systematic strategies that output signals and execute automatically.

04 · Strategy performance

3.23

Sharpe Ratio

+232.4%

Avg Annual Return

73.9%

Win Rate

−23.3%

Max Drawdown

Cumulative returns · walk-forward backtest

Past performance does not guarantee future results. Figures are out-of-sample walk-forward backtest results (2022 to 2026). Live results will be independently verified from Q2 2027.

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05 · Infrastructure

Proprietary analytics and execution stack built in-house. Every calculation is reproducible, every level and signal is timestamped and auditable.

Engine

Proprietary · sub-second

Data

Full option chains · OI & volume

Execution

ATAS · NinjaTrader · IBKR · Ironbeam

Audit

Independent (from Q2 2027)

Markets

CME · Eurex · ICE

See the walls.Trade the hedging.

Every strike.Every second.

See what the dealers see.

See the walls.
Trade the hedging.

Every strike.
Every second.