Options
The Options desk's data pages: Big Tech Map, Company Options, Dealer Gamma, Dealer Gamma: Detail, Every Ticker, SPY, Today's Spikes, Wall Scanner.
- Big Tech Map: The largest companies carry much of the index; how far their option bets reach up and down shows how much movement traders are pricing into the group.
- Company Options: Option volume and open contracts show where traders are paying for protection or upside; a spike against the company's own history marks unusual positioning, not a direction.
- Dealer Gamma: Where options dealers' hedging is assumed to sit for one ticker: the call and put walls, the zero-gamma line and their history, computed from open interest on the stated assumption that dealers hold…
- Dealer Gamma: Detail: Every dealer-gamma measure for one ticker on every look-back window: the walls stacked by expiration, what expires when, the event context, implied against realized volatility, and the blended…
- Every Ticker: One screen of every company's put/call balance and reach against its own record shows where positioning is unusual today and where it is ordinary.
- SPY: Open SPY contracts cluster at prices that dealers hedge around; those clusters often act as levels the index pauses at or moves quickly through.
- Today's Spikes: The day's busiest strikes, each against that company's own past spikes, show where unusual bets are being placed across the market today.
- Wall Scanner: The tickers whose share price sits near a call wall or a put wall on their latest dealer-gamma session, with counts of what followed the earlier sessions in this record that sat as close. It states…