THE PLATFORM

Gamma Sonar Tools

21 tools computing structure, flow, stress and vol from live greeks every 60 seconds across 103 tickers. Every tool answers one question: what are dealers mechanically obligated to do — where, and how much?

PRIMARY VIEW

Pressure Field

The ladder. Every strike, every greek. Original vs live OI, any expiry combination, and an obligation readout in dollars at every strike.

ORIGINAL SIGNAL

Structural Stress Score

Composite stress score with named levels and session history. A relative indicator of regime-transition likelihood — thresholds provisional.

ORDER FLOW

Flow Tape

Every print classified — execution type, aggressor side, opening vs closing from a calibrated model, dealer impact, and where it landed against structure.

REGIME ANALYSIS

Regime Classifier

Nine-state structural model with hysteresis and transition logging.

Overview

Command

The session cockpit. Up to three charts with structure on price, the net-gamma ladder, six state tiles, a generated Read, and Watch across the universe.

Primary Signals

Flow Pressure Index

Delta-weighted net directional pressure from the session's classified flow, with intraday history.

Structure

Term Structure Map

Strike × expiry heat map for gamma, OI, delta, vanna or change-since-open. PIN and King markers, Roll-off mode, 2D or 3D.

Vanna / Charm Surface

Vol and time stated as obligations with an IV scenario slider, time horizons, and Aligned / Opposed flags.

Max Pain Tracker

Max pain for every expiry, charted like a term structure. Pin probability and session drift.

Pin Risk Monitor

Gamma concentration and acceleration into the front expiry; which strikes are candidates to pin.

Volatility

IV Surface

Implied vol across strikes and expiries with intraday change.

Skew Dynamics

25-delta put/call spread, live, and how it is moving.

RVX Spread

Realized vs implied — are options pricing more or less movement than the tape delivers?

Flow

Flow Street

Bought-to-open volume per side plotted through the session against spot as percentile lanes. Where speculation is concentrating.

P/C Monitor

Put/call activity with the strikes anchoring each side.

Dealer Extrinsic

Extrinsic value dealers carry into the front expiry and what it implies into the close.

Hedging Velocity

Actual vs theoretical hedging — whether dealers are running ahead of or behind the profile.

Institutional

Dealer Inventory

Live vs dormant gamma per strike. Contested / Respected read at each wall and the flip.

GVWAP

Gamma-weighted average price — the structure's weighted center. A reference level, not a reversion target.

Expected Move

The ATM straddle's range estimate, how much has been used, session vs live, wider horizons.

Research

Equity Screener

All 103 names on one row each — regime, structure position bar, stress, FPI, premium, OI change, skew. Preset and saved scans, CSV export.

Options Risk Lab

Free interactive calculator — expectancy, breakeven win rate, and simulated equity curves.

Full Access — One Price

Every tool. Every ticker. $99/month — start with a 7-day free trial, cancel anytime.

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