Net Greeks Exposure

Aggregate options Greeks over time

Track the sum of all Greeks across the options chain.

Sparkline Widgets

Metric Description
Net Gamma Total gamma across all options
Net Delta Total directional exposure
Net Vega Total sensitivity to IV changes
Net Theta Total time decay per day

Charts

Net Greeks Exposure

  • Net Gamma, Net Delta
  • Net Vega, Net Theta

Gamma Positioning

  • Gamma Flip Strike (where GEX changes sign)
  • Gamma Skew
  • Short Term Gamma %

Interpreting Net Greeks

Greek Positive Negative
Net Delta Bullish positioning Bearish positioning
Net Gamma Price stability, mean reversion Price instability, momentum
Net Vega Sensitive to IV increases Sensitive to IV decreases
Net Theta Time decay benefits sellers Time decay costs holders

Key Levels

Level Description
Gamma Flip Strike Price where gamma changes sign—volatility trigger
High Net Gamma Expect range-bound, mean-reverting price action
Negative Net Gamma Expect trending, volatile price action

Note: Net Greeks are aggregate measures. Use with other analysis.


Optionomics Documentation

Getting Started
Main Features
Daily Analytics
Historical Analytics

Optionomics Documentation