WM Technology, Inc. (MAPS) Greeks History

Greeks history tracks how Delta, Gamma, Theta, and Vega have evolved over time for a given expiration or position. Trends in Greeks can reveal shifting risk profiles and market dynamics.

WM Technology, Inc. (MAPS) operates in the Technology sector, specifically the Software - Application industry, with a market capitalization near $67.5M, listed on NASDAQ, employing roughly 440 people, carrying a beta of 0.79 to the broader market. WM Technology, Inc. Led by Douglas Francis, public since 2019-10-01.

Snapshot as of May 29, 2026.

Spot Price

$2.50

Net Gamma

$3.5K

Net Delta

-$10.8M

Net Vega

-$325

Term Structure Slope

0.01

As of May 29, 2026, WM Technology, Inc. (MAPS) snapshot Greeks are net delta -$10.8M, net gamma $3.5K, net vega -$325. Term structure slope is +0.009, indicating a flat term structure. Historical aggregate Greeks let traders see how dealer positioning has shifted across regime changes. Large swings in net gamma or net vega often precede volatility expansion.

How MAPS greeks history Data Feeds Strategy Selection

Strategy selection on WM Technology, Inc. options does not derive from any single metric in isolation. The greeks history view above sits inside a broader read: ATM IV currently sits at 26.1% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the greeks history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the MAPS Greeks profile

The chart above tracks net dealer Greeks day by day so you can see how the aggregate book has moved over recent weeks. Current net dealer gamma is $3.5K - a positive (mean-reverting) hedging regime. Net dealer delta of -$10.8M indicates short-delta dealer book - dealers are net short the underlying. Net vega of -$325 measures dealer P&L sensitivity to IV shifts - a 1-point IV move shifts book value by approximately $325.

MAPS Greeks regime and dealer hedging

Aggregate dealer Greeks compress 4 sensitivities (delta, gamma, theta, vega) into a single read on hedging behavior. In the current positive-gamma regime, dealer hedging is structurally mean-reverting: as MAPS moves higher, dealers sell into rallies; as it moves lower, dealers buy into dips. This is the mechanical basis for the "pin to max pain" pattern. Gamma decays as expiration approaches; near-dated Greek exposures dominate the hedging flow.

Using MAPS Greeks data for strategy selection

The Greeks profile is the input to most quantitative options strategies. Premium-selling structures (covered calls, iron condors, cash-secured puts) are negative-gamma, positive-theta, negative-vega - they pay you for being patient about realized volatility but get hit when realized exceeds implied. Premium-buying structures (long calls, long puts, long straddles, ratio backspreads) are positive-gamma, negative-theta, positive-vega - they pay you when realized exceeds implied but bleed time decay otherwise. With MAPS IV rank at 0.7%, premium-buying has structural tailwind from cheap implied; pair with a directional thesis or event catalyst. Combine the regime read with the Greeks decomposition on this page to size structures correctly.

Learn how options Greeks is reported and how to read the data →

Daily aggregate net dealer Greeks for MAPS over the last ~29 trading days. Net GEX flips between positive (mean-reverting hedging regime) and negative (momentum-amplifying regime); DEX tracks directional hedging size; Vex tracks vol-of-vol exposure.

Most recent 15 trading days (descending). Older history appears in the chart above.