Gamma Gate
Options positioning, made readable.
Dealer gamma, key option levels, volatility and flow for nine major markets, from Bitcoin to Brent, distilled into an hourly report you can read in two minutes.
Nine markets. One method.
Crypto
- Bitcoin (BTC)
- Ethereum (ETH)
Precious metals
- Gold
- Silver
US equity indices
- S&P 500
- Nasdaq 100
- Dow Jones
Energy
- WTI crude
- Brent crude
What Gamma Gate shows you
GEX profile and 3D surface
Net dealer gamma by strike, and across expiries as a 3D surface, so you can see where hedging flows are concentrated.
Dealer levels
Zero-gamma level, call and put walls (by GEX and by open interest) and max pain, measured against the live spot price.
Volatility picture
ATM 30-day IV, IV rank and percentile, term structure, 25-delta skew, and implied versus realised volatility (rich or cheap).
Flow and on-chain (BTC, ETH)
Funding, open-interest change, top-trader long/short ratio, taker flow, spot and futures CVD, order-book imbalance and exchange netflows.
Multi-timeframe trend
A time-series momentum score on 15-minute, 4-hour and daily candles, checked against independent trend indicators.
Market regime readout
A rule-based summary of the current gamma and volatility regime, with the reasons spelled out in plain language.
From option chain to clear levels
- 01
Collect
Option chains, futures and on-chain data are pulled from major exchanges and data venues for every market.
- 02
Model
Greeks, dealer exposure and volatility metrics are calculated strike by strike and expiry by expiry.
- 03
Distil
Hundreds of numbers become a short set of levels, regimes and a written summary for each market.
- 04
Deliver
An hourly report per market, plus alerts when a market’s regime changes.
What a market report looks like
Each market gets the same layout: dealer levels, a volatility snapshot, trend, and charts of gamma by strike and expiry. Hover the charts to explore.
Key dealer levels
| Level | Value | vs spot |
|---|---|---|
| Spot | 100.0 | reference |
| Zero gamma | 97.9 | −2.1% below spot |
| Call wall (GEX) | 105.0 | +5.0% above spot |
| Put wall (GEX) | 92.0 | −8.0% below spot |
| Max pain | 98.0 | −2.0% below spot |
| GEX regime | Positive | dealers likely dampen moves |
Multi-timeframe trend
| Frame | Direction | Score |
|---|---|---|
| 15m | ▲ Up | +0.18 |
| 4H | ▼ Down | -0.41 |
| 1D | ■ Neutral | -0.05 |
Volatility snapshot
| Metric | Value |
|---|---|
| ATM IV (30d) | 41.0% |
| IV rank (1y) | 23 |
| IV percentile (1y) | 31% |
| 25Δ skew | Puts +4.2 vol |
| Realised vol (30d) | 37.6% |
| IV vs realised | Rich (+3.4) |
Net GEX by strike
Positive gamma Negative gamma SpotTable view
| Strike | 80 | 82 | 84 | 86 | 88 | 90 | 92 | 94 | 96 | 98 | 100 | 102 | 104 | 106 | 108 | 110 | 112 | 114 | 116 | 118 | 120 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Net GEX | 0 | 0 | -0.1 | -0.8 | -3.9 | -10.6 | -16.9 | -18.3 | -13.6 | -6.7 | 4.5 | 17 | 23.1 | 19.9 | 12.6 | 10 | 7.4 | 5.6 | 5.4 | 3.3 | 1 |
GEX across strikes and expiries
negative · zero · positiveImplied volatility smile
7d30d60dQuestions
What is gamma exposure (GEX)?
Gamma measures how fast an option’s delta changes as the price moves. When option dealers hedge their gamma, their buying and selling can push the market. Positive dealer gamma tends to dampen moves; negative gamma tends to amplify them. GEX estimates where that pressure sits.
Is Gamma Gate a trading signal service?
No. Gamma Gate provides market data and analytics. It does not tell you to buy or sell anything and is not personalised investment advice. You stay fully responsible for your own trading decisions.
How often is it updated?
Gamma Gate recalculates throughout the day. Subscribers receive a full report for each market every hour, plus short alerts when a market’s regime changes.
When does it launch?
Gamma Gate is in a testing period while we track how its outputs hold up against real market behaviour. Subscriptions will open after testing ends, and we will announce it on this site.
How much will it cost?
Pricing will be announced on this site before launch.
Coming after testing
Gamma Gate is being tested against live markets. Access and pricing will be announced here when testing ends. Questions: contact@quantovialabs.com.
Gamma Gate provides data and analytics for informational purposes only. It is not investment advice. Risk disclaimer.