Options Analytics & Volatility

Surface analysis, regime detection, and flow metrics

Awaiting M8 Execution

Run the advanced options analytics engine to generate volatility surface maps, analyze Greeks exposure, and detect flow anomalies.

Computing Volatility Surface & Greeks...

VIX Regime Identification

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Term Slope {{opt.data.regime.Term_slope}}
Z-Score {{opt.data.regime.Zscore}}

Carry Strategy

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Net PnL
Hedge Eff. {{opt.data.carry.Hedge_efficiency_ratio}}

Structure

Weighted VIX {{opt.data.structure.Weighted_VIX}}
Synthetic Price {{opt.data.structure.Synthetic_price}}
Fear Level {{opt.data.clustering.Fear_level}}

Portfolio Greeks Exposure

Delta
{{opt.data.greeks.Delta}}
Gamma
{{opt.data.greeks.Gamma}}
Vega
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Theta
{{opt.data.greeks.Theta}}

Vol Surface Metrics

Skew (30d) {{opt.data.surface.Skew30d}}
Skew (60d) {{opt.data.surface.Skew60d}}
Risk Reversal {{opt.data.surface.Risk_reversal}}
Smile Asym {{opt.data.surface.Smile_asym}}

Flow Analysis

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Inst/Retail Divergence {{opt.data.flow.Inst_retail_div}}

Risk & Earnings

IV-RV Spread
{{opt.data.risk_premium.IV_RV_spread}}
Dispersion
{{opt.data.risk_premium.Dispersion}}
Outlook: {{opt.data.earnings.Outlook}} 
{{opt.rawOutput}}