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.
awesome tool! just to clarify , is the net gamma chart referring to the overall MM net gamma positioning?
also is it possible to look at this chart into the distant past (eg 6 month ago or longer?) Currently it stops around august.
Thanks GVOL! :)