Intraday Greek heatmaps, live options flow, and an AI that reads them.
Theta Vantage snapshots GEX, VEX, and DEX by strike every minute and keeps the history, so you can replay the session or compare two moments. Order flow streams from OPRA as it prints. Athena, the built-in agent, can call the same key levels, Greeks, and chain tools for the symbol on your screen.
Free: max pain, key levels, chain, profit calculator, monthly Athena tokens · Pro: $19/mo or $149/yr after a 7-day trial · Google or Apple sign-in, no password
What you get that an end-of-day GEX chart can't show
Positioning with a history
GEX, VEX, and DEX by strike and expiration, snapshotted every minute and stored. Scrub back to the open, compare pre-CPI to post-CPI, and see when a wall moved.
Order flow as it prints
Sweeps, blocks, and golden sweeps from the OPRA tape with premium, size, and direction filters. Market Tide runs the cumulative call and put premium alongside.
An agent with the same tools
Athena calls key levels, Greek exposure, the chain, and web search for the symbol on your screen. Free and Pro use the same model; Pro also gets the daily Trading Brief.
Real-Time Order Flow
Every options print as it crosses the tape. Filter by sweep, block, golden sweep, premium, size, expiration, and direction, or switch to historical mode to study a past session.
- Sweep, block, and golden-sweep classification
- Premium, size, expiration, and direction filters
- Historical mode for prior sessions
Greek Heatmap by Expiration
Dealer positioning broken out by every listed expiration. See which expiry carries today’s gamma wall and which strikes are likely to pin into the close.
- GEX, VEX, and DEX by strike and expiration
- Single-expiry view or rollup across the chain
- Gamma walls and pin-risk strikes marked
Intraday Greek Heatmap
One-minute snapshots of GEX, VEX, and DEX through the session, stored so you can scrub the timeline and see when positioning changed.
- Snapshots at 1m, 5m, 15m, 30m, and 1h
- Timeline scrubber across the session
- History kept across sessions
Heatmap Compare Mode
Put two snapshots side by side: yesterday against today, pre-CPI against post-CPI, open against power hour. The diff shows which strikes gained or lost exposure.
- Any two moments, same day or different days
- Diff of GEX, VEX, and DEX by strike
- Same strike grid in both panes
Net Premium Drift
Cumulative call and put premium through the day, so you can see whether buyers are adding to a move or fading it. Cross and divergence marks are drawn on the chart.
- Call vs put premium, cumulative and live
- Bull and bear cross marks where the lines meet
- Divergence marks when price and premium disagree
Charts With Options Context
A price chart with GEX bubbles, key levels, max pain, and σ bands drawn on it, so the levels you read on the heatmap are on the candles too.
- Greek exposure bubble overlay
- Max pain, σ bands, and confluence zones
- Configurable indicators and timeframes
Ask Athena about the symbol on screen
Athena is the built-in agent. It can call key levels, Greek exposure, the options chain, flow, and web search, then answer with strikes and expirations. The panel shows what a key-levels answer looks like.
- Free: monthly Athena tokens, same model as Pro, resets on the 1st (UTC)
- Pro: larger allowance, top-up packs, and the daily Trading Brief
- Knows which page and symbol you are on
Theta Vantage MCP for Cursor, Claude, Codex, Grok, and other remote MCP clients uses the same Pro key. MCP docs.
Enter to send · Shift+Enter for new line
AI Trading Brief
A daily written plan for one symbol: regime read, the levels that matter today, upside and downside scenarios, and an action plan with strikes and expirations. Built from the live chain, GEX, max pain, flow, and IV. Pro only.
- Regime, levels, scenarios, and action plan
- Cites the strikes and expirations it is reading
- Generated from the Athena panel on any page
Built For Income Sellers
The platform is named after theta. Three tools rank covered-call and cash-secured-put strikes by empirical probability, distance from max pain, gamma-wall confluence, and annualized yield.
- Empirical probability of finishing OTM, shown alongside delta
- Strikes ranked against max pain and gamma walls
- Annualized yield and capital required across a watchlist
- IV Rank on every candidate so you know whether premium is rich
Wheel Strategy Screener
Screen both legs of the wheel across a watchlist with delta, DTE, liquidity, and yield filters. Assignment probability is shown on every candidate.
Strike Selector
Rank covered-call and cash-secured-put strikes by empirical probability of finishing OTM, distance from max pain, and gamma-wall confluence.
Income Calculator
Run your assumptions across a watchlist: expected premium, annualized yield, capital required, and downside breakeven. Export to CSV.
New to premium selling? Start here: The Wheel Strategy · Covered Call · Cash-Secured Put · Theta Decay
Also Included
Max Pain, Company Overview, Earnings Calendar, and the tools below.
Key Levels
Max pain, GEX walls, σ bands, and confluence zones on one timeline
IV Smile & Skew
Call and put IV by strike for any expiration
IV Rank
Current IV against its trailing range, 0 to 100
Options Value Calc
Payoff chart for covered calls, condors, calendars, and more
Price Distribution
Historical move distribution against the implied expected move
Options Chain
Live bid/ask, Greeks, and open interest
Pricing
Free stays free. Pro is $19/month or $149/year, with a 7-day trial that starts at checkout.
Free
No card required
- Athena AI agent, monthly token allowance
- Max Pain & Key Levels
- Options Chain (near-term expirations)
- Options Value Calc
- Company Fundamentals & Earnings Calendar
- REST quotes (no streaming)
Pro Monthly
Cancel anytime
- Everything in Free
- Larger Athena allowance + top-up packs
- AI Trading Brief (daily plan)
- Streaming Quotes
- Real-Time Order Flow
- Intraday Greek Heatmaps (GEX / VEX / DEX)
- Theta Vantage MCP for Cursor, Claude, Codex, Grok, and other remote MCP clients
- Net Premium Drift
- IV Smile & Skew Analysis
- Wheel Strategy Screener, Strike Selector, Income Calculator
- All expirations, full heatmap history
Pro Annual
Best value
$12.42/mo
- Everything in Free
- Larger Athena allowance + top-up packs
- AI Trading Brief (daily plan)
- Streaming Quotes
- Real-Time Order Flow
- Intraday Greek Heatmaps (GEX / VEX / DEX)
- Theta Vantage MCP for Cursor, Claude, Codex, Grok, and other remote MCP clients
- Net Premium Drift
- IV Smile & Skew Analysis
- Wheel Strategy Screener, Strike Selector, Income Calculator
- All expirations, full heatmap history
Questions
Where does Theta Vantage get its options data?
From a professional real-time feed carrying OPRA prints and CBOE data. Earnings dates and estimates come from Financial Modeling Prep. Pro accounts get streaming quotes and live order flow during market hours; Free accounts get REST quotes.
How is the intraday Greek heatmap different from a free GEX chart?
Most GEX charts are computed once from the prior close’s open interest. Theta Vantage snapshots GEX, VEX, and DEX every minute during the session and stores them by strike and by expiration, so you can replay the day, scrub to any moment, or compare two snapshots side by side.
Is the AI agent free?
Yes, with a monthly token allowance. Free and Pro use the same agent and model. Pro has a larger allowance, top-up packs that stay until spent, and the daily Trading Brief. Unused monthly tokens do not roll over.
What is the AI Trading Brief?
A daily written plan for one symbol: regime read, the levels that matter today, upside and downside scenarios, and an action plan with strikes and expirations. It is built from the live chain, GEX, max pain, flow, and IV. Pro only.
Do I need to create a password?
No. Sign in with Google or Apple.
How does the Pro trial work?
Sign in, open Pro checkout, and the 7-day trial starts. Signing up for Free never starts a trial. After 7 days the plan you picked continues at $19/month or $149/year unless you cancel.
What do I get on Free?
Max pain, key levels, the options chain for near-term expirations, the options profit calculator, company fundamentals, the earnings calendar, and a monthly Athena token allowance. Flow, heatmaps, streaming, and the Brief are Pro.
Can I cancel Pro?
Yes, from your account page. Pro stays active until the end of the billing period.
Start with the free tools
Max pain, key levels, the options chain, the profit calculator, and monthly Athena tokens. Upgrade when you want flow, heatmaps, and the Brief.
Disclaimer: All content is for educational and informational purposes only. This is not financial advice. Options trading involves significant risk. Please consult with a financial advisor before making trading decisions.