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Call to Puts
Stock Price & Algo Flow
AAPL price vs algo flow score calculated by our flow analysis system. Score greater than 0 is bullish and less than 0 is bearish. Intraday works the best. Chart is auto-refreshed every 30 seconds.
Stock Price & Algo Flow
Stock price of AAPL vs our algo flow score calculated by our flow analysis system. Score greater than 0 is bullish and less than 0 is bearish. Intraday works the best.
Chart is auto-refreshed every 30 seconds.
Net Options Pricing Effect (NOPE)
NOPE is Calls Delta - Puts Delta divided by Shares Volume.
Intraday NOPE for AAPL.
Time of Day
Daily Premiums Heatmap
AAPL heatmap demonstrating daily net premiums spent on top strikes and expirations.
Weekly Premiums Heatmap
AAPL heatmap demonstrating weekly net premiums spent on top strikes and expirations.
Historical Net Premiums
Daily call and put net premiums for AAPL. Net premiums are premiums spent on bought positions minus sold positions.
Net flow shows cumulative net calls and puts premiums, and is derived from algoflow. Currently showing day netflow.
Call vs Put Volume
Historical and today's call and put volume for AAPL.
Call vs Put OI
Historical and today's call and put open interest for AAPL.
Vol & OI Heatmaps
AAPL's volume and open interest metrics across strikes & expirations.
Open Interest by Strikes
AAPL's aggregated and expiration-level open interest for each strike price.
AAPL Flow Density
An aggregated view of money being spent on different strikes for calls and puts. X axis are the strikes while y axis are the net premiums i.e bought positions minus sold positions. Green line above the 0 value is bullish while red line below zero is bullish since that could mean more selling of puts compared to buying.
AAPL's term structure. It shows the average and strike based IV for future contract expirations.
AAPL's skew structure. Skew is the difference between 10 delta puts and 10 delta calls, and this chart is the term structure of skew i.e how does skew change with different expiration dates.
AAPL's implied volatility surface, illustrating the average & expiration-wise IV across different strikes.
AAPL's implied volatility (IV) rank. This can provide insights into how different is the current IV as compared to historical IV.
All dealer positioning, gamma, charm, and vanna charts are drawn under the assumption that options trades filled at ask are bought positions and filled at bid are sold. These are also very complex charts, so please make sure you understand them before following the data here. Anytime the charts say 'total deltas', they mean the sum of deltas x 100 x open interest. Read this document for a better understanding of everything here. Why are these charts different from other platforms? That is because most platforms simply assume that all puts are bought and all calls are sold, which is a limited assumption. We go one step further and actually look at individual trades to figure out the direction. Our approach is still limited to some extent as it ignores orders in between bid/ask, but it's much better than making a fixed assumption.
How has the delta, vanna, and gex been building up for dealers, and how call (ncd) and put net delta (npd) changes for customers over time. This illustrates dealer & customer positioning in granular details.
% Performance of the strategy on buying and selling shares of the stock at every buy/sell entry vs buy-and-hold benchmark
Correlation () between how values have historically impacted the change in AAPL price.
Expected future distribution of price based on the in the chart above.
Expected future distribution of current & past volatility based on
A rough estimate of total deltas held by dealers right now. This is a better approximation of true open interest. Customer open interest would be opposite to this i.e green are actually bullish positions held by dealers, but bearish positions for customers.
Vanna & Charm
AAPL's vanna & charm effects, which illustrate how the dealers deltas change as time & volatility changes. This the amount of deltas that the dealer will need to adjust with each passing day for charm, and each 1% change in volatility for vanna.
AAPL's GEX, Spot GEX, and Vanna per each strike price, per expiration, and aggregated over all expiration dates. White bars are where the price is right now.
GEX & VEX Profile
AAPL's Gamma Exposure profile - it shows where GEX value will be if the underlying stock price changes. The "GEX flip" is the point where GEX goes above or below the zero value.
GEX by Expiration
AAPL's proportion of total GEX for each expiration date. When a large quantity of GEX suddenly expires, markets can have a window of uncertainty where dealers are not actively hedging the same amount as before expiration.
Max Pain Strikes
AAPL's max pain strikes. Max pain strike point is where option buyers will likely suffer the most pain - price sometimes gravitates towards the max pain price. Average max pain for all future expirations is
Largest orders for AAPL in terms of the total premiums spent.
Most unusual orders in terms of volume being higher than the open interest.
Calls Top Contracts
Top AAPL call contracts in terms of the volume and premium spent - only bought positions considered.
Puts Top Contracts
Top AAPL put contracts in terms of the volume and premium spent - only bought positions considered.
Whale Positioning Timeline
A timeline of how whales have been building and exiting positions. Net premiums are the total premiums spent on bullish positions minus the premiums on bearish positions. Positive values mean whales are bullish while negative values indicate otherwise. The chart is drawn for top 10 most used strikes.
Matrix - Stock Expectation by Market Makers
AAPL's matrix data gives you details on what the market makers and options writers expect the actual price of the stock to be. When the expected price is significantly different than the actual price, that gives us solid trading signals with great profits. This data also helps anticipate and predict large corrections well before they fully happen. For more, please read the guide via the button above. Using this strategy alone would have given you a profit for AAPL.