Gamma Exposure Intelligence
Options dealers hold positions that mechanically obligate them to buy or sell shares as price moves. Gamma Sonar maps those obligations — recomputed from live greeks every 60 seconds on SPX, SPY, QQQ and major indices — with 90+ additional tickers on 5-minute cycles. Not predictions. Not patterns. The structural reality of dealer positioning.
The Foundation
Every option trade has a dealer on the other side. To stay neutral, dealers must continuously buy or sell shares as price moves. How much they must trade is driven by gamma — and that creates two very different market environments.
Dealers hedge against the direction of price. Stock rises → they sell. Stock falls → they buy. Moves get dampened. Ranges tighten. Volatility compresses.
Dealers hedge with the direction of price. Stock rises → they buy more. Stock falls → they sell more. Moves accelerate. Ranges expand. Volatility spikes.
Gamma Sonar maps this exposure across every strike and every expiration. The result is a structural view that reveals where mechanical buying and selling pressure is estimated to concentrate — independent of opinions, fundamentals, or chart patterns.
Under the Hood
The Platform
Every tool answers one question: what are dealers mechanically obligated to do — and where?
Strike-by-strike GEX with 7-layer stack. Chart overlay. 0DTE through LEAPS expiry filtering.
Server-side enriched flow. Sweep/block detection, OI exceedance, dealer side inference. $25K+ floor.
7-state model with hysteresis. Compression, Negative Gamma, Cascade Risk, Escape Velocity, Pinned, Trending.
15-feature regime transition detection. Trained on 120 days. WATCH → CAUTION → IMMINENT → CONFIRMED.
Strike × expiry heatmap. GEX, OI, delta, gamma, vanna clustering across the full surface.
Per-expiry second-order greek exposure. Time decay and volatility forces driving dealer re-hedging.
Full implied volatility heatmap across strikes and expirations. Call and put IV.
Live 25-delta, 10-delta, ATM skew. Intraday session history shows how tail risk pricing evolves.
Multi-expiry computation. Daily, weekly, monthly, quarterly. Intraday drift timeline.
Realized vol vs. implied vol. Options priced rich or cheap relative to actual movement.
Per-expiry OI + gamma concentration. Gaussian pin probability near key expiration strikes.
95-ticker simultaneous view. Spot, GEX, regime, ATM IV across every name at a glance.
What No One Else Has
Built from years of watching how dealer mechanics actually move price. These metrics exist on no other platform.
15-feature composite model monitoring structural stress indicators simultaneously. Outputs a 0-100 score. Trained on 3,096 snapshots across 120 trading days. Detects the conditions that have historically preceded regime transitions — the moments when forced dealer behavior creates the fastest moves.
Delta-weighted, proximity-scaled flow oscillator. Distills live options activity into a -1 to +1 directional reading — weighted by proximity to structural levels.
Measures the gap between actual price behavior and what the gamma structure implies. When the model and reality disagree, something outside the structure is driving price.
The center of gravity of the gamma positioning structure. Shows where most exposure is concentrated — a structural reversion reference level.
Compares actual hedging flow to theoretical requirements. Under-hedged dealers produce catch-up flow. Over-hedged conditions precede exhaustion.
The Data
All 18 US options exchanges. Same feed institutional desks use. Not sampled. Not delayed.
Recomputed every 60 seconds on major indices, 5 minutes across 95 tickers. Not stale overnight snapshots most platforms rely on.
Same-day expiry gamma included from market open. The most important intraday structural factor.
Structural levels by 6:35 AM ET. Call wall, put wall, flip, regime — before the bell.
Pricing
No gated features. No throttled feeds. Full platform.
Questions