Options

Scanner universe · 25Δ skew · dealer γ · zero-γ buffer — -

provider: -
Universe: - Bullish flow: - Bearish flow: - Short γ: - Extreme skew: -
How Options Works

The consolidated Options page combines aggregate flow context with tail pricing and dealer positioning.

📈 Skew direction (25Δ RR)

25-delta call IV minus put IV. Positive = calls bid up (bullish, upside speculation). Negative = puts bid up (bearish, hedging). ATM-band skew is measured in the same direction (call − put) — different strike basis, same sign.

⚠ Skew magnitude

|risk reversal| in vol points. Normal ≤2vp · Moderate 2–4vp · Extreme >4vp.

γ GEX regime

Long γ >+$100M (dealers dampen moves). Short γ <−$100M (dealers amplify moves; squeezes likely).

Γ₀ Zero-γ buffer

Distance spot → zero-gamma level. Safe >10% · Caution 5–10% · Danger <5% (regime can flip on small moves).

⚡ Flow extras (Phase 4 — ThetaData-native)

$P/C = put/call premium-volume ratio (mid × volume); call-side dominance reads green. Δvol = net Σ(volume × |Δ|), positive = bullish flow weighted by directional commitment. RV−IV = 20d realized vol minus ATM IV in vol points; positive = options cheap, negative = expensive (e.g. pre-earnings IV spike). Click "▸ more" for smile coefficients (b = skew, c = curvature) and raw $ premium.

Skew computed only when earnings is within 45 days. All Greeks via Black-Scholes inverted from clean ThetaData bid/ask quotes (or yfinance fallback). Flow extras are in calibration — Phase 5 reweighting requires 100+ logged signals or 60 trading days.

🌐 Bull Scouter Universe (0)

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