IV Regime3/25
VIX17.5
Percentile—
Term StructureNormal contango — short-term IV < long-term IV
VIX1D / VIX0.69
RegimeNormal
SHORT-TERM IV COMPLACENCY
VIX1D cheap relative to VIX — 0DTE premium thin. Consider wider spreads or skip.
Market Structure / GEX8/25
Net GEX$1,742M
Gamma Regimepositive_gamma
Dealer Positionlong_gamma
7,525
Call Wall / Abs Gamma
19 pts
7,506.18
SPX Spot
106 pts
7,400
HVL
75 pts
7,325
Gamma Flip
25 pts
7,300
Put Wall
0DTE
Net GEX 0DTE$926M
RegimePositive Gamma
7,600
HVL
85 pts
7,515
Call Wall
9 pts
7,506.18
SPX Spot
71 pts
7,435
Put Wall
51 pts
7,384
Gamma Flip
Options Flow1/25
P/C Ratio0.00
Net Delta445,509
Directionbullish
Unusual Volume0 strikes
Block Trades0
Sweeps0
Total Alerts0
Portfolio Exposure0/25
Positions0
Delta0.0
Gamma0.00
Theta0.0
Vega0.0
VaR (95%)$0 (0.0% of BP)
Worst Stress$0 —
