overview
Real-time classified options positioning, Delta exposure ladders, Convexity profiles, and Vanna/Charm Greek sensitivities.
The gexbot State Package provides classified options profile analytics. It attributes option trades to aggressor side (buyer vs. seller) and models dealer inventory across multiple Greek dimensions.
State Chart Views
Options Profile (OP)
Live strike-by-strike classified trade volume, bid/ask fills, and implied volatility skew dots.
GEX Profile
Classified Gamma Exposure profiles separated across 90-day aggregate, 0 DTE, and 1 DTE horizons.
DEX Ladder
Delta Exposure (DEX) ladders measuring directional dealer hedging obligations per point move in underlying spot.
Convexity Ladder
Dealer gamma curvature and second-order price acceleration risk.
Vanna & Charm Profiles
Second-order sensitivity to implied volatility shifts (Vanna) and overnight time-decay pinning (Charm).