Fresh Features: #1-Net Gamma #2-Gamma Level With Expiration
Check out the new features built around our Deribit data offering!
Users can navigate to Deribit → Historical Tab to find “Net Gamma” and “Gamma Level With Expiration”
Using GVol’s proprietary directional analysis, we tally up the net gamma exposure across the entire Deribit option complex.
We can then see how this GEX evolved through time from a MM’s inventory perspective.
“Gamma Level With Expiration”
Using GVol’s proprietary directional analysis, we look at each expiration cycle and tally up the gamma exposure
Trader’s can now understand the underlying composition of GEX.