Daily Options Analytics
See where all the money is positioned
Options flow shows you what traded. Daily analytics show you where all the money is positioned.
Think of it this way: watching flow is like watching people buy groceries. Daily analytics is looking inside everyone’s pantry.
Availability: All plans (Delta and higher)
The 7 Daily Charts
| Chart | What It Answers |
|---|---|
| Option Walls | Where are the support/resistance levels from options? |
| Gamma Exposure | Will the stock be volatile or range-bound? |
| Delta Exposure | What’s the directional bias? |
| Premium Distribution | Where is the capital concentrated? |
| Volume Distribution | Where is today’s activity focused? |
| Volatility Skew | How is risk priced across strikes? |
| Term Structure | When does the market expect volatility? |
Quick Reference Guide
Gamma Exposure (GEX)
| Regime | Market Maker Behavior | Market Impact | Trading Strategy |
|---|---|---|---|
| Positive GEX | Sell rallies, buy dips | Range-bound, mean reversion | Sell premium, iron condors |
| Negative GEX | Buy rallies, sell dips | Trending, momentum moves | Buy options, directional plays |
| Zero Gamma | Inflection point | Volatility regime change | Caution—wait for direction |
Key Insight: Positive GEX = volatility suppression, Negative GEX = volatility amplification
Option Walls
| Wall Type | Location | Effect | Strength |
|---|---|---|---|
| Call Wall | Above price | Resistance from MM hedging | Strongest 0-2 DTE |
| Put Wall | Below price | Support from MM hedging | Strongest 0-2 DTE |
Key Insight: Walls act as price magnets near expiration, barriers with momentum
Volatility Patterns
| Pattern | Shape | Meaning | Trading Implication |
|---|---|---|---|
| Skew - Put Heavy | Higher IV for lower strikes | Fear of downside | Puts expensive, consider selling |
| Skew - Call Heavy | Higher IV for higher strikes | Fear of missing upside | Calls expensive, unusual |
| Skew - Flat | Similar IV across strikes | Neutral sentiment | Balanced pricing |
| Term - Contango | Upward sloping | Normal conditions | No near-term events |
| Term - Backwardation | Downward sloping | Near-term event risk | Event within days |
| Term - Kinked | Spike at date | Specific event priced | Earnings, Fed, FDA |
Delta Exposure (DDE)
| Reading | Meaning | Implication |
|---|---|---|
| Large Positive | Net bullish positioning | Institutions positioned long |
| Large Negative | Net bearish positioning | Institutions positioned short |
| Concentrated | Focused at strikes | Key institutional levels |
| Balanced | Neutral positioning | No strong directional bias |
Using the Interactive Filters
Exposure charts (Gamma, Delta, Premium, Volume) have powerful interactive filters:
| Filter | What It Does | Best Use Cases |
|---|---|---|
| DTE Range | Filter by days to expiration | 0-7: Immediate levels, 7-30: Near-term, 30-90: Structural |
| Delta Range | Filter by option moneyness | 0.3-0.7: ATM options, >0.7: ITM, <0.3: OTM |
| Moneyness % | % distance from current price | ±5%: Near money, ±10%: Moderate, ±20%: Wide range |
| Strike Range | Specific strike boundaries | Focus on key levels only |
Filter Strategies
For Day Trading:
DTE: 0-7 days
Delta: 0.4-0.6 (near ATM)
Moneyness: ±5%
Focus on immediate gamma and walls
For Swing Trading:
DTE: 7-30 days
Delta: 0.3-0.7
Moneyness: ±10%
Balance near-term and structural levels
For Options Selling:
DTE: 7-45 days
Delta: 0.15-0.35 (OTM)
Moneyness: ±15%
Find high premium OTM strikes
For Volatility Analysis:
DTE: All
Delta: All
Moneyness: ±20%
See full picture across all strikes
Advanced Filtering Tips
- Layer filters: Start broad, then narrow down
- Compare timeframes: Check 0-7 DTE vs 30-60 DTE
- Watch transitions: How do levels change as DTE decreases?
- Combine charts: Use same filters across GEX, Delta, Premium
AI Analysis
Click the sparkle icon (✨) on any chart for instant AI explanations of:
- Current patterns and their significance
- Key levels to watch
- Market implications
How to Navigate
Quick Start
- Search for a stock symbol (top search bar)
- Select “Daily Analytics” from the sidebar
- Choose a chart type from the 7 options
- Adjust filters to focus your analysis
- Use date selector to view historical snapshots
Workflow Examples
Morning Pre-Market Routine:
- Check SPY/QQQ gamma exposure (market regime)
- Review your watchlist stocks’ option walls
- Identify key support/resistance levels
- Note any unusual positioning changes
Before Entering a Trade:
- Check gamma exposure (volatility regime)
- Identify nearest call/put walls
- Review delta exposure (directional bias)
- Check volatility skew (IV pricing)
- Confirm with premium distribution
End of Day Review:
- Compare today’s positioning vs yesterday
- Note any significant changes in GEX/walls
- Check if price respected option levels
- Plan for tomorrow’s key levels
Remember: Analytics show positioning, not predictions. Markets can override options analytics with news or unexpected flow. Use as one input in your analysis.
