IV Regime1/25
VIX15.1
Percentile—
Term StructureNormal contango — short-term IV < long-term IV
VIX1D / VIX0.66
RegimeNormal
SHORT-TERM IV COMPLACENCY
VIX1D cheap relative to VIX — 0DTE premium thin. Consider wider spreads or skip.
VIX9D HISTORICALLY LOW
VIX9D at 2th percentile — IV historically cheap. Consider buying vol or tighter spreads (less credit to collect).
Market Structure / GEX8/25
Net GEX$2,135M
Gamma Regimepositive_gamma
Dealer Positionlong_gamma
7,575.39
SPX Spot
0 pts
7,575
Call Wall / Abs Gamma
59 pts
7,516
Gamma Flip
16 pts
7,500
HVL
45 pts
7,455
Put Wall
0DTE
Net GEX 0DTE$1,414M
RegimeABOVE Call Wall
7,700
HVL
125 pts
7,575.39
SPX Spot
0 pts
7,575
Call Wall
55 pts
7,520
Put Wall
240 pts
7,280
Gamma Flip
Options Flow3/25
P/C Ratio0.00
Net Delta689,091
Directionbullish
Unusual Volume0 strikes
Block Trades0
Sweeps0
Total Alerts1
Portfolio Exposure0/25
Positions0
Delta0.0
Gamma0.00
Theta0.0
Vega0.0
VaR (95%)$0 (0.0% of BP)
Worst Stress$0 —
