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Dealer exposure heatmaps
Two views of the strikes around price. By expiration shows where exposure sits now, in every expiration you pick. Intraday shows how it moved through the session, with price drawn over it.
Heatmap
By expiration
Each cell is one strike in one expiration. Green is dealer long gamma and red is short, stronger where there is more of it. The heaviest strike is underlined in orange, each expiration's largest cell is marked, and a net column adds every expiration together. Switch the greek to vanna for exposure to volatility, charm for exposure to time, or dealer delta.
Intraday
Columns are time through the session, from one minute to an hour, with price drawn across them. Open interest is set before the open, so the grid shows yesterday's positions re-weighting as price, time, and volatility move; positions opened today show up in the next morning's numbers. The last five sessions are a pick away.
On each plan
- Heatmaps
- VisitorNot included
- FreeSPX, SPY, QQQ, and IWM · All expirations together · By expiration only · Gamma only
- ProAny ticker
Learn more
In the docs: Heatmaps.