State of the art Orderflow and GEX/OptionFlows analysis and trading software.
Ras Al Khaimah
- Tweets 252
- Following 4
- Followers 3,359
- Likes 46
Gamma moves delta with price.
Charm moves it with time.
Vanna moves it with vol.
Two of the three don’t need the market to move at all — and their hedges print on the futures anyway. Worked examples in Episode 7:
deepcharts.com/blog
13
811
Same chart. No carry. Here’s the difference:
The chart shows a 0DTE GEX heat map calculated on the options trades tagged as facilitated by Market Making Firms by official CBOE data.
The first chart includes “Carry”.
The second one doesn’t.
Carry simply means that we “carry” to today 0DTE Gex not only the options that are being traded today. But also older options that were born longer dated that will expire today.
For example there might be a 90DTE put that was facilitated by Market Makers 89 days ago, and it will expire today.
It’s important to keep also these trades into consideration to assess MM GEX if you want to achieve maximum accuracy.
If you want to try DeepGamma a web for free for 14 days we are running this offer for only a few more days.
Try it out: deepcharts.com/event
3
3
31
7,243
