Greeks Exposure Dashboard: GEX Analysis

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Dedicated gamma exposure (GEX) and Greeks exposure analysis page that aggregates dealer hedging flows across the entire options chain to identify key support/resistance levels, gamma flip points, and market maker positioning shifts. Supports multi-Greek exposure (Gamma, Delta, Vanna, Charm, Vomma, Vega), and when a live broker spot drives the display a live Greek recompute re-shapes the exposure profile from a volatility surface re-fit to the live option chain rather than holding frozen end-of-day Greeks rescaled by spot. Available with a Professional subscription.

How to Read a GEX Profile in Practice

A positive net dealer gamma at the current spot tells you market makers are long gamma: their hedging flow is mean-reverting (they buy dips, sell rips), which dampens realized volatility and tends to pin price to high-gamma strikes. A negative net gamma flips the sign: dealer hedging amplifies moves (they buy strength, sell weakness), so realized volatility tends to expand and trends accelerate. The gamma flip point, the spot at which net gamma changes sign, is the single most actionable level on the chart. The put wall and call wall mark the strikes where dealer gamma concentration is highest; price often pauses or reverses near them, especially heading into expiration.

Higher-Order Greeks on the Same Page

Many GEX dashboards stop at gamma. This page extends to vanna (delta sensitivity to vol), charm (delta decay over time), vomma (vega convexity), and vega itself, all aggregated across the chain by strike. Vanna profiles are useful into vol shifts: a high-vanna strike will see its delta change materially if IV moves, which means dealers will need to rehedge, often a contributing factor in vol-driven trend extensions. Charm concentrations near expiry produce known overnight/weekend delta drift in dealer books, which is where pre-expiration pinning behavior comes from.

Live Recompute: a Re-Fit Surface, Not Frozen Greeks

Open interest, which is what GEX is built on, only updates once per day after the close, so the dealer positioning the page aggregates is end-of-day. What moves intraday is not the positioning but the Greeks attached to it: an option's gamma and delta depend on spot, implied volatility, and time-to-expiry, all of which change through the session. Most GEX tools freeze the end-of-day Greeks and only rescale dollar exposure by the live spot, which leaves the shape of the profile fixed. This page instead recomputes gamma and delta, whenever a live broker spot is driving the display, from a volatility surface re-fit to the live option chain - an eSSVI surface recalibrated roughly every 60 seconds in a background worker - evaluated at the live spot with each expiration's time-to-expiry advanced on a live clock. The smile is re-fit from live IV rather than held at a single sticky at-the-money value, so the call/put walls and the exposure curve re-shape as spot moves through strikes and as the session decays toward the close; the gamma-flip level is repriced from the accepted chain at the current spot. When no live spot is driving the display - off-hours, or without a live broker feed - the page falls back to the most recent end-of-day snapshot, and it only reveals once the recomputed inputs have converged, so values do not visibly walk through intermediate states on load.

Reading the Volume-Flow Heatmap

The volume-flow heatmap tracks intraday volume deltas at roughly 30-second resolution across strikes. Color intensity reflects how much new volume printed at each strike during each interval. The interpretation is workflow-driven: persistent green columns at strikes well above spot signal real-time call-buying flow that will accumulate dealer short-call exposure if dealers are the counterparty; red columns on the put side signal put-buying that builds dealer short-put exposure. The Net (Call minus Put) view collapses both sides into a single signed signal, which is convenient for spotting one-sided regime shifts. The Total view answers the simpler question of where session volume is concentrated regardless of side.

Snapshot vs Stream

The page operates in two modes: a snapshot of the most recent end-of-day positioning (the default when no live spot is driving the display) and a live-streaming mode when a fresh broker spot drives it. The snapshot mode holds the end-of-day Greeks at a fixed spot; the streaming mode recomputes gamma and delta from the live-refit volatility surface on each spot tick and clock advance, so the profile re-shapes rather than merely rescaling. The Prior Session Comparison reads the prior trading session's end-of-day total straight from the chain history, so intraday change is measured against the real prior session for every user. The LIVE indicator with a 15-second freshness timeout is the user's signal of feed health; if it goes stale, the displayed exposures revert to the most recent fresh snapshot rather than displaying stale stream data.

How This Compares to Generic GEX Tools

Generic GEX dashboards usually report a single net-gamma scalar plus a list of high-OI strikes. This page differs in four ways. First, exposure is decomposed into all six Greeks (gamma, delta, vega, vanna, charm, vomma) rather than gamma alone. Second, the data is anchored to dealer-side conventions consistent with the implementation in the proxy library, so dealer hedging interpretations apply directly without sign-flipping the raw values. Third, the displayed levels track real-time spot, not a stale snapshot, which is what matters for an intraday workflow. Fourth, when a live broker spot drives the display the Greeks are recomputed from a volatility surface re-fit to the live chain rather than frozen at end-of-day values, so the gamma profile re-shapes and decays in real time instead of holding a fixed shape rescaled by spot.

This page is part of the Options Analysis Suite features overview. Browse the full documentation.