Master Volatility
Options data reveals what the smartest players are doing. Look beneath the price action with institutional-grade volatility analytics.
The Second Derivative
Advanced greeks and volatility surface modeling
Implied Volatility Surface
Visualize the term structure of volatility. See how the market is pricing risk across different expirations and strike prices.
Metrics:
- 3D IV Surface
- Term Structure
- Smile/Skew
- RV vs IV
Gamma Exposure (GEX)
Track dealer positioning. Know where the market makers are long or short magnitude, identifying potential pinning levels or volatility accelerators.
Metrics:
- Gamma walls
- Dealer hedging
- Pinning risk
- Volatility triggers
Put/Call Ratios
Gauge sentiment through option flow. Analyze volume and open interest PCRs to see if smart money is hedging or betting on upside.
Metrics:
- Volume PCR
- Open Interest PCR
- Sentiment analysis
- Block trades
Max Pain
Identify the strike price where the most option value expires worthless. A key level for expiration day trading strategies.
Metrics:
- Expiry targets
- Pain levels
- Strike concentration
- Settlement forecasting
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