Equity & Options Analytics
Institutional-grade tools for understanding the mechanical forces that drive equity and index price action. Gamma exposure, dispersion analysis, and flow intelligence — built by a 17-year derivatives desk veteran for traders who demand quantitative rigor.
SPX Gamma Exposure
Live GEX Analysis & Dealer Levels
Real-time gamma exposure mapping for the S&P 500 with automated dealer level detection, gamma flip identification, and strike-by-strike positioning. Understand when dealers suppress volatility and when they amplify it.
- Real-time GEX computation across all expirations
- Automated Call Wall, Put Wall, and Gamma Flip levels
- 0DTE intraday gamma tracking
- Positive vs negative gamma regime detection
Dispersion Trading
SPX vs Single Stock Volatility
The most consistent alpha source on institutional volatility desks, now accessible to individual traders. Monitor implied correlation, identify dispersion entry points, and construct vega-weighted trades across index and component options.
- Implied correlation surfaces (term structure + skew)
- Automated component selection and weighting
- Sector-level dispersion opportunities
- Correlation regime detection (EWMA/DCC)
Options Flow Analytics
Institutional Order Flow Detection
Separate informed positioning from noise with real-time sweep detection, block trade analysis, dark pool cross-referencing, and VPIN computation. Know what smart money is doing before price reflects it.
- Sweep and block trade classification
- VPIN (informed trading probability) computation
- Unusual activity alerts with context scoring
- Flow + GEX overlay for complete picture
Get Access to Professional Equity Analytics
All three analytics modules included in every CrossVol subscription. Real-time data, institutional-grade computation, zero compromises.
View pricing plansLearn the Fundamentals
New to gamma exposure and options flow? Start with our educational resources.
- What is Gamma Exposure (GEX)? — Complete educational guide