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”

“Net Gamma”

• 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.