TOOLS — ORIGINAL SIGNAL
SSS is a composite of structural features that rises when a regime transition is becoming likely. It is a relative stress indicator with provisional thresholds — it tells you the structure is under strain, not that a move is coming. No product in the category has an equivalent.
The Structural Stress Monitor combines a set of structural features — position relative to the flip and walls, wall erosion, gamma and spot velocity, vanna/charm balance, put/call change, IV change, hedging velocity, regime age — into a single 0–100 score with its session history. As more of those features move together, the score rises. At elevated levels the platform generates a transition narrative describing which features are driving it.
SSS is designed to describe when the structural environment is under strain, not where price is going. Regime transitions — the moments when the market shifts from positive to negative gamma, from compression to trending, from stable to volatile — are the environments in which forced dealer behavior tends to produce the fastest moves.
NORMAL — Structural features are quiet. The current regime appears stable.
WATCH — Some features are elevated. The structure may be evolving.
CAUTION — Multiple features are moving together. The regime is under stress.
IMMINENT — Strong activity across many features simultaneously. Structural conditions are unstable.
CONFIRMED — The structural picture has changed materially.
Each feature captures a different dimension of structural stress: how close spot sits to the flip and the walls in expected-move terms, whether the walls are eroding versus the open, how fast net gamma and spot are moving, whether vanna and charm are aligned or opposed, how put/call activity and implied vol are changing, whether dealer hedging is running ahead of or behind the profile, and how long the current regime has persisted. The platform shows which features are contributing at any moment.
The feature set and level boundaries are reviewed against observed regime transitions as sessions accumulate. The platform does not publish accuracy statistics for SSS; it is a relative indicator, and its value is in showing strain building before price confirms it — not in a hit rate.
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.