Daily Options Analytics
See where all the money is positioned
What “daily” means here
Options flow shows you what traded—prints, urgency, and unusual flags as they happen. Daily analytics show you where open interest, gamma, delta, premium, volume, and implied volatility pile up by strike and expiry for a chosen symbol and trading date—usually an end-of-day-style snapshot (or the latest available snapshot for that date) rather than a millisecond tape.
Think of it this way: flow shows what just traded; daily positioning charts show how activity and exposure are distributed in the selected snapshot. They help you identify concentrations and compare skew or term structure without claiming who owns every position.
You use this layer when you need structure: Where could pin or magnet effects matter? Where is convexity concentrated? Is downside priced hotter than upside? The eight charts below answer different slices of that same question.
Availability: All plans (Delta and higher)
Where to find them: All daily charts live as tabs on the Stock Workspace. Open the Stock Workspace entry in the sidebar (or any stock page directly), then walk across the daily tabs: Gamma · Delta · Premium · Volume · Skew · Term · Vol Surface · Heatmap alongside Chart, Radar, and the other plan-dependent tabs. There is no separate “Daily Analytics” sidebar entry—the Stock Workspace is the home for all per-symbol daily charts.
The chain pulse: every daily tab opens with six metric tiles for the selected snapshot—ATM IV, Put/Call Ratio (OI), Put/Call Ratio (Vol), IV Rank, IV Percentile, and Max Pain—each with an AI-insight sparkle where your plan includes it.
Tip: Use Time Travel (date selector in the stock page header) to compare yesterday vs today and see how GEX or skew migrated with price—especially around earnings or index rebalances.
The 8 Daily Charts
| Chart | What It Answers |
|---|---|
| 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? |
| Volatility Surface | Strike × DTE × IV in one view, plus skew comparison and term-by-delta |
| Exposure Heatmap | Which strike-by-expiration cells dominate GEX, Vanna, or Charm on the chosen date |
Quick Reference Guide
Gamma Exposure (GEX)
| Regime | Possible hedging context | Possible market behavior | Research focus |
|---|---|---|---|
| Positive GEX estimate | Hedging can dampen movement under some conditions | Compare with price, flow, and nearby concentrations | Consider range risk, but do not assume pinning |
| Negative GEX estimate | Hedging can amplify movement under some conditions | Compare with realized volatility and event risk | Consider faster movement and wider risk bounds |
| Near zero | The estimated balance is less one-sided | The regime may be less stable | Use additional context before drawing a conclusion |
GEX is an estimate based on visible chain data and assumptions. It describes possible hedging sensitivity, not a guaranteed market-maker response.
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 | Positive aggregate delta estimate | Compare with price and call/put structure |
| Large Negative | Negative aggregate delta estimate | Compare with price and call/put structure |
| Concentrated | Exposure is focused at fewer strikes | Inspect those strikes in the chain and heatmap |
| Balanced | Neutral positioning | No strong directional bias |
Using the Interactive Filters
The exposure charts (Gamma, Delta, Premium, Volume) and the Heatmap carry three range sliders, each bounded by the loaded chain’s own extent:
| Slider | What It Does | Best Use Cases |
|---|---|---|
| DTE | Filter by days to expiration | 0-7: Immediate levels, 7-30: Near-term, 30-90: Structural |
| |Δ| (absolute delta) | Filter by option moneyness via delta | 0.3-0.7: Near ATM, >0.7: ITM, <0.3: OTM |
| Moneyness | % distance from the current price | ±5%: Near money, ±10%: Moderate, ±20%: Wide range |
The Skew tab uses an expiration picker instead—choose the DTE whose smile you want—and Term, Vol Surface, and Heatmap work from the whole chain.
Filter Strategies
| For Day Trading: DTE 0–7, | Δ | 0.4–0.6, moneyness ±5% — focus on immediate gamma and walls. |
| For Swing Trading: DTE 7–30, | Δ | 0.3–0.7, moneyness ±10% — balance near-term and structural levels. |
| For Options Selling: DTE 7–45, | Δ | 0.15–0.35, moneyness ±15% — find high-premium OTM strikes. |
For Volatility Analysis: leave the sliders wide — see the 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 the same slider positions across Gamma, Delta, Premium, and Volume so the charts describe the same contract universe
AI Analysis
Where the sparkle action is available on your plan, use it for a contextual explanation of:
- Current patterns and their significance
- Key levels to watch
- Market implications
How to Navigate
Quick Start
- Click Stock Workspace in the sidebar (or search a symbol from the top bar)
- Walk across the tab bar to the daily-analytics tab you need (Gamma, Delta, Premium, Volume, Skew, Term, Vol Surface, or Heatmap)
- Adjust the sliders to focus your analysis
- Use the date selector to view a historical snapshot (Time Travel)
Workflow Examples
Morning Pre-Market Routine:
- Check SPY/QQQ gamma exposure (market regime)
- Review your watchlist stocks’ positioning concentrations
- Identify key support/resistance levels
- Note any unusual positioning changes
Before Entering a Trade:
- Check gamma exposure (volatility regime)
- Identify nearest high-OI strikes
- 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, skew, or term structure
- Check if price respected option-derived 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.
