GEX Studio
Model
Venues
Loading

{asset} dealer GEX by strike

Dollars dealers must trade per 1% move in the underlying. Positive: dealers buy dips and sell rips. Negative: they chase price. Open interest mode shows contracts in coins: calls right, puts left.

Gamma profile

{asset} total dealer GEX if spot moved to each price

{asset} key levels

LevelPriceFrom spot

{asset} expiries

Dealer GEX and open interest by expiry
ExpiryDaysNet GEXOpen interest SharePut / callATM IV Skew

Skew is an approximation: put IV at 90% of spot minus call IV at 110%, averaged by open interest within 3% of each strike. Shown from 7 days out; shorter expiries show a dash because venues disagree on their wing quotes.

{asset} venues

Open interest each venue contributes
VenueStatusContractsOpen interest USDShare

{asset} volatility

ATM implied vol and skew by expiry

ATM implied vol

Skew, vol points

{asset} taker flow

Last 24 hours, all venues
Taker buys
—
Taker sells
—
TimeVenueContractSideSizeUSD

{asset} liquidations

Forced closes of futures positions. Red is longs liquidated (forced sells), blue is shorts liquidated (forced buys). Notional in USD.

TimeVenueInstrumentSideSizePriceUSD

{asset} liquidation heatmap

Liquidated USD by price and hour, for prices within 8% of spot. The white line is spot. Brighter cells mean more forced closes. Blank cells mean none were recorded.

{asset} reach odds

Touch: chance price trades through the level before the horizon ends. Close beyond: chance price is past the level when the horizon ends. Lognormal, zero drift, ATM implied vol. Not adjusted for dealer flow.

{asset} price predictor

Each column is the price distribution predicted, from implied vol, for the time shown, made one horizon earlier. The white line is realized spot. Brighter cells are more likely. Columns after now are still awaiting their target time. The dotted line is the predicted median; the thin lines bound its 50% band.

{asset} spot and gamma flip

Click a point to open that snapshot

{asset} GEX heatmap

Time machine

Scrub stored snapshots. The strike chart, profile, levels and expiries follow.
Live