Documentation

Everything you need to know about the Eisphora GEX dashboard. Each card describes a feature, how it works, and its application in trading.

Net GEX (Gamma Exposure)

Displays dealer gamma exposure per 1% price move as a staircase histogram. For each strike, call GEX is subtracted from put GEX. Bars to the right represent net call gamma (resistance), bars to the left represent net put gamma (support). Data is calculated using the Black-76 model based on Deribit data, updating every 2 seconds.

  • Formula: GEX = Gamma × OI × Spot² × 0.01
  • Calls contribute positive gamma, puts contribute negative gamma
  • Green bars = call gamma dominance, red bars = put gamma dominance
  • Spot price is shown as a horizontal line
core

GEX Profile

Cumulative gamma exposure profile across all strikes. Shows the overall gamma landscape — where dealer hedging pressure builds up and where it fades. Helps identify zones of stability (high positive gamma) and instability (negative gamma).

  • Gamma aggregation across all expirations
  • Smoothed curve shows the gamma "terrain"
  • Peaks indicate strong support/resistance zones
  • Troughs indicate potential breakout zones
core

Open Interest (OI)

Open interest distribution by strike, split into calls and puts. Shows where the highest concentration of contracts is located. High OI at a strike creates a "magnet" effect, as dealers hedge around these levels.

  • Call OI shown in green, put OI in red
  • Total OI and Put/Call ratio displayed in top metric cards
  • Filter by expiration: near-term vs long-term
  • Sharp changes in OI signal new institutional positions
core

Key Levels

Five key price levels calculated from the options market. Displayed as badges with real-time distance from the spot price. These levels act as support, resistance, and price attraction points.

  • Call Wall — strike with the highest call gamma. Strong resistance
  • Put Wall — strike with the highest put gamma. Strong support
  • Zero Gamma — strike where net gamma changes sign. Price accelerates when crossed
  • Abs Gamma — strike with the highest absolute gamma. Maximum dealer hedging activity
  • Max Pain — strike of maximum loss for option holders. Price gravitates toward it near expiration
levels

Gamma Regime Detection

Automatically detects whether the market is in a positive or negative gamma regime based on dealer positioning. The regime determines how dealers hedge and whether price will mean-revert or trend.

  • Positive gamma — dealers sell on rallies, buy on dips → stabilization, low volatility
  • Negative gamma — dealers buy on rallies, sell on dips → acceleration, high volatility
  • Regime is displayed as a colored banner above the GEX chart
  • Regime change is a significant trading signal
regime

Delta Exposure

Net delta exposure by strike, showing the direction of dealer hedging. Positive delta means dealers need to sell the underlying, negative delta means they need to buy. Reveals directional flows driven by the options market.

  • Calculated using Black-76 delta for each option
  • Aggregated by strike: call delta + put delta
  • Large delta imbalances indicate the direction of hedging flows
  • Net delta is displayed in the top metric cards
greeks

Max Pain Chart

Visualizes total losses of option holders at each potential settlement price. The curve minimum is the Max Pain price — the level of maximum profit for option sellers (dealers). Price gravitates toward Max Pain as expiration approaches.

  • Calculated for all open contracts of the current expiration
  • Shows call and put loss components separately
  • Max Pain level marked with a vertical line
  • Most relevant 3-5 days before expiration
analytics

Top Strikes by GEX

Highlights the top 8 strikes by absolute Net GEX — the strikes with the greatest dealer hedging impact. Each strike shows its GEX value and key level tags (Call Wall, Put Wall, Abs Gamma, Max Pain, Zero Gamma).

  • Sorted by absolute GEX value
  • Color-coded: green = positive (call), red = negative (put)
  • Tags show which key level the strike corresponds to
  • Quick reference for the most significant strikes
analytics

IV Skew (Volatility Skew)

Put IV / Call IV ratio for near-ATM options. A skew above 1.0 indicates bearish sentiment (puts are more expensive), below 1.0 indicates bullish sentiment (calls are more expensive). Extreme values often precede reversals.

  • Calculated from implied volatility of ATM puts and calls
  • Displayed as a real-time value in the top metric cards
  • Color indication: green / red / neutral
  • Useful for gauging market fear and greed
greeks

TradingView Price Chart

Embedded advanced TradingView chart showing BTC or ETH price in real time from Bitstamp. Full charting capabilities: candlesticks, indicators, drawing tools, multiple timeframes. Automatically switches when toggling between BTC and ETH.

  • Source: Bitstamp (BTCUSD / ETHUSD)
  • Full TradingView feature set: indicators, drawing, alerts
  • Dark theme matching the dashboard design
  • Synced with the asset switcher (BTC/ETH)
chart

Real-time Data Feed

All data comes from Deribit via WebSocket and REST API. Spot price updates in real time via WebSocket. Options data (OI, volume, Greeks) updates every 2 seconds via polling. Connection status and last update time are shown in the status bar.

  • WebSocket for real-time spot price (latency < 100ms)
  • REST polling every 2 sec for option chain data
  • Automatic reconnection with exponential backoff
  • 3 fallback CORS proxies for reliability
infra

Crypto News Feed

Scrolling news feed at the top of the dashboard with the latest crypto headlines from FinancialJuice. Headlines are color-coded by sentiment and update automatically. Stay informed about market events without leaving the dashboard.

  • Auto-updating headline feed
  • Color-coded by sentiment: bullish / bearish / neutral
  • Clickable headlines link to full articles
  • Non-intrusive horizontal ticker format
news

Multi-asset Support

Switch between BTC and ETH with one click. All charts, key levels, gamma regime, and metrics recalculate instantly. The TradingView chart and Deribit data feed also switch automatically.

  • Full BTC and ETH support
  • One-click switching in the header
  • All calculations update instantly
  • Separate instrument caches for fast switching
feature

Expiry Filters

Filter options data by expiry: All, 7 days, 14 days, 30 days, or 90 days. You can also select a specific expiry date from the dropdown. Filtering lets you focus on near-term gamma (most influential) or long-term positioning.

  • Preset filters: All, 7d, 14d, 30d, 90d
  • Dropdown for specific expiry dates
  • All charts and metrics update when the filter changes
  • Near-term expirations have the greatest gamma impact
feature

Black-76 Model

All Greeks are calculated using the Black-76 model — the standard for pricing European options on futures. This is the appropriate model for Deribit options, as they settle against the index (futures-style).

// Delta
d1 = [ln(F/K) + (σ²T/2)] / (σ√T)
Call δ = e⁻ʳᵀ · Φ(d1)
Put δ = e⁻ʳᵀ · [Φ(d1) - 1]
// Gamma
γ = e⁻ʳᵀ · φ(d1) / (F · σ · √T)
// Gamma Exposure
GEX = γ × OI × F² × 0.01
Calls: +GEX, Puts: -GEX