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Overall Flow
Call to Puts
Net Prems
Algo Flow
Spot Change
IV Percentile
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
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's term structure. It shows the average and strike based IV for future contract expirations.
Skew Structure
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.
Volatility Surface
AAPL's implied volatility surface, illustrating the average & expiration-wise IV across different strikes.
IV Rank
AAPL's implied volatility (IV) rank. This can provide insights into how different is the current IV as compared to historical IV.
Dealer Positioning
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.
Greeks
Correlations
Correlation () between how values have historically impacted the change in AAPL price.
Price
Distribution
Expected future distribution of price based on the in the chart above.
Volatility
Distribution
Expected future distribution of current & past volatility based on
Dealer OI
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.
GEX
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.
Largest Orders
Largest orders for AAPL in terms of the total premiums spent.
Unusual Contracts
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.
| Expiry | Strike | Type | Orders | Prems | Volume | Oi | Dominance |
|---|
Puts Top Contracts
Top AAPL put contracts in terms of the volume and premium spent - only bought positions considered.
| Expiry | Strike | Type | Orders | Prems | Volume | Oi | Dominance |
|---|
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.