TOOLS — ORDER FLOW
The Flow Tape shows every options print as it lands — classified by execution type, aggressor side, opening vs closing from a calibrated model, dealer impact, and where it hit relative to the walls and the flip. Multi-leg strategies are detected and grouped.
One line per trade: contract, premium with a magnitude bar, fill price with aggressor side, size, the bid/ask it printed inside, whether volume exceeded open interest, execution type, opening or closing with a confidence meter, dealer impact as a color edge, where it landed relative to structure (at the call wall, the flip, the put wall), and repeat hits (×N on the same contract). A session strip shows premium split and dealer impact; a leaderboard tracks repeat hits and the largest prints.
The full options trade stream is processed as it prints — from all 18 U.S. options exchanges via a commercial ThetaData feed. Each trade is tagged with its execution type (sweep, block, cross, floor, multi-leg, auction, electronic), its aggressor side (above ask / at ask / mid / at bid / below bid), and its dealer impact — whether it leaves dealers longer or shorter gamma, and whether it landed at a wall or the flip. Spreads, condors and other multi-leg strategies are detected and grouped so you see the strategy, not five unrelated lines.
Most flow tools infer "opening" from the crude heuristic of volume exceeding open interest. Gamma Sonar classifies opening versus closing with a calibrated model built on Lee-Ready aggressor logic, size regime, moneyness, volume ratio, time of day and spread detection — and scores that classifier against actual open-interest changes when the official prints arrive each morning. Every line shows the call with a confidence meter. That's the difference between flow that builds structure and flow that unwinds it, and it's what lets the Pressure Field and Screener say "building" and "bleeding" versus the open.
Tickers (any root printing today, not just the universe), calls/puts, expiry bucket, moneyness, minimum premium and size, opening-only, sweeps, vol > OI, above-ask, below-bid, dealer side, execution types. Comfortable or compact density, pause, and history back through the session.
Ask-side trades (green) hit or crossed the ask — commonly interpreted as buyer-initiated. Bid-side trades (red) hit the bid — commonly interpreted as seller-initiated. Aggressor side is estimated from quote-relative trade location and is an estimate, not a certainty. Where a print landed against structure matters as much as its size: a large opening call at the call wall is a different thing from the same print at the flip.
Gamma Sonar recomputes GEX from live greeks every 60 seconds across 103 tickers.
START 7-DAY FREE TRIAL →Gamma Sonar provides structural analytics for educational purposes only. Not financial advice. All models involve assumptions. Past patterns do not guarantee future results.