//////Models

Our models.Proprietary, end to end.

Each level is the output of a model in our engine. Three of them are entirely our own; the rest are computed by the same pipeline and expressed in futures points.

RADIUS-ΩProprietary

MOD-04 · Computed by our engine

Dealer Radius (MM)

The band dealers can absorb.

What it representsThe band around price inside which dealer hedging can absorb order flow, computed by our proprietary engine from implied volatility and positioning.

MechanismInside the band, hedging flows are large enough to dampen moves; outside it, hedging capacity thins out.

How to use itFrame the day: targets inside the band are realistic, excursions outside it are statistically stretched and often revert or trend hard.

ENVELOPE-σProprietary

MOD-07 · Computed by our engine

Volatility Envelope

The range the market is paying for.

What it representsThe range the market is implicitly pricing for the session, as measured by our proprietary engine.

MechanismIt reflects how much movement the market is prepared to absorb before positioning has to adjust.

How to use itUpper and lower bounds for the session's travel. Price near an edge is extended; a close outside it signals volatility is being repriced.

PIN-ΨProprietary

MOD-08 · Computed by our engine

Pin Level

Where expiry pulls price.

What it representsA gravity point for the expiration, computed by our proprietary engine from open market positioning.

MechanismAs expiry approaches, hedging adjustments tend to pull price toward the level where positioning is most balanced.

How to use itMost relevant into the close and on expiry days: drift toward it in quiet sessions, and treat distance from it as stretch.

WALL-CMOD-01

Call Wall

The ceiling of hedging supply.

What it representsThe strike above price where net dealer gamma is most positive.

MechanismAs price rises into it, dealers hedging their long-gamma book sell the future, adding supply exactly where the wall sits.

How to use itIn long gamma, treat it as a ceiling: fade strength into it and take profit near it. A clean break with volume can turn it into a launch pad.

WALL-PMOD-01

Put Wall

The floor, until it breaks.

What it representsThe strike below price where net dealer gamma is most negative.

MechanismHeavy put positioning concentrates hedging flow there; as price approaches, dealer buying of hedges tends to slow the decline.

How to use itA floor while it holds: look for responsive buying into it. If it gives way, hedging flips to selling and the move can accelerate.

FLIP SENTINELMOD-02

Gamma Flip

The line that splits the session.

What it representsThe price where total dealer gamma changes sign, found by repricing the whole book at hypothetical prices.

MechanismAbove it, dealer hedging leans against moves. Below it, hedging leans with them.

How to use itThe single most important line of the session. Above: mean reversion, fade extremes. Below: breakouts extend, respect momentum and size down.

REGIME CLASSIFIERMOD-03

Regime

Pick the playbook before the bell.

What it representsLong gamma or short gamma: which side of the flip price is on, classified every update.

MechanismLong gamma means dealers buy dips and sell rips; short gamma means they sell weakness and buy strength.

How to use itPick the playbook before the open: range tactics in long gamma, trend tactics and wider stops in short gamma.

GEX MATRIX · L2MOD-01

Secondary GEX levels

Friction between the walls.

What it representsThe next-largest positive and negative gamma strikes after the walls.

MechanismSmaller concentrations of hedging that create local friction.

How to use itIntermediate targets and pause points: partial profits, add-on entries, stop placement beyond them.

FLOW MONITORMOD-05

Vanna & Charm flows

Flows from volatility and time.

What it representsHow dealer delta changes as implied volatility moves (vanna) and as time passes (charm).

MechanismFalling volatility or the passage of time forces dealers to rebalance delta, creating flows unrelated to news.

How to use itExplains drift in quiet sessions and into expiry: supportive when the flows are buying, a headwind when they are selling.

DRIFT TAPEMOD-06

Net Drift

Which way the flow leans.

What it representsThe signed balance of call and put flow, in dollars, for the selected expirations.

MechanismFlow that dealers take on must be hedged, so persistent one-sided flow builds hedging pressure in one direction.

How to use itA confirmation tape: trade with it when it agrees with the regime, be cautious when it diverges from price.

GREEKS MATRIXMOD-05

Greeks Exposure Matrix

Eight exposures, one grid.

What it representsDelta, gamma, vanna, charm, vega, theta, rho and vomma exposure, strike by strike, net and split by calls and puts.

MechanismEach Greek describes a different way dealer hedging must change: with price, volatility or time.

How to use itFind where the book is most sensitive, and which force dominates the session.

-0.43 -0.71 0.14 -0.43

-0.30 -0.65 0.17 0.58

E[S_T | ℱ_t]

vanna = ∂²V/∂S∂σ

0.44 0.72 -0.14 0.43

Γ = ∂²V/∂S²

dS = μS dt + σS dW

0.00 -0.50 0.25 -0.37

0.99 0.00 -0.50 -0.75

‖∇Γ‖

dS = μS dt + σS dW

0.58 -0.21 -0.60 -0.80

vanna = ∂²V/∂S∂σ

Σ OIₖ · Γₖ · S²

0.35 -0.32 0.34 0.67

charm = ∂Δ/∂t

∫ Γ(S) dS = 0

-0.29 0.35 0.67 0.83

Σ OIₖ · Γₖ · S²

Δ = ∂V/∂S

-0.61 0.19 0.59 -0.20

Σ OIₖ · Γₖ · S²

0.63 0.81 -0.09 -0.54

Σ OIₖ · Γₖ · S²

-0.43 -0.71 0.14 -0.43

-0.30 -0.65 0.17 0.58

E[S_T | ℱ_t]

vanna = ∂²V/∂S∂σ

0.44 0.72 -0.14 0.43

Γ = ∂²V/∂S²

dS = μS dt + σS dW

0.00 -0.50 0.25 -0.37

0.99 0.00 -0.50 -0.75

‖∇Γ‖

dS = μS dt + σS dW

0.58 -0.21 -0.60 -0.80

vanna = ∂²V/∂S∂σ

Σ OIₖ · Γₖ · S²

0.35 -0.32 0.34 0.67

charm = ∂Δ/∂t

∫ Γ(S) dS = 0

-0.29 0.35 0.67 0.83

Σ OIₖ · Γₖ · S²

Δ = ∂V/∂S

-0.61 0.19 0.59 -0.20

Σ OIₖ · Γₖ · S²

0.63 0.81 -0.09 -0.54

Σ OIₖ · Γₖ · S²

‖∇Γ‖

Σ OIₖ · Γₖ · S²

charm = ∂Δ/∂t

-0.24 0.38 0.69 -0.15

-0.53 0.23 -0.38 0.31

Σ OIₖ · Γₖ · S²

0.61 0.80 -0.10 -0.55

dv = κ(θ − v)dt + ξ√v dW

0.74 -0.13 -0.56 -0.78

-0.58 0.21 0.60 0.80

0.45 0.72 -0.14 0.43

0.55 -0.22 0.39 -0.30

0.53 0.76 0.88 0.94

0.93 -0.03 0.48 -0.26

σ(K,τ)

vanna = ∂²V/∂S∂σ

-0.24 0.38 -0.31 -0.65

‖∇Γ‖

dv = κ(θ − v)dt + ξ√v dW

0.40 -0.30 0.35 -0.32

0.59 -0.20 -0.60 -0.80

-0.18 -0.59 0.20 -0.40

0.25 -0.37 -0.68 -0.84

0.75 0.87 -0.06 -0.53

∫ Γ(S) dS = 0

‖∇Γ‖

Σ OIₖ · Γₖ · S²

charm = ∂Δ/∂t

-0.24 0.38 0.69 -0.15

-0.53 0.23 -0.38 0.31

Σ OIₖ · Γₖ · S²

0.61 0.80 -0.10 -0.55

dv = κ(θ − v)dt + ξ√v dW

0.74 -0.13 -0.56 -0.78

-0.58 0.21 0.60 0.80

0.45 0.72 -0.14 0.43

0.55 -0.22 0.39 -0.30

0.53 0.76 0.88 0.94

0.93 -0.03 0.48 -0.26

σ(K,τ)

vanna = ∂²V/∂S∂σ

-0.24 0.38 -0.31 -0.65

‖∇Γ‖

dv = κ(θ − v)dt + ξ√v dW

0.40 -0.30 0.35 -0.32

0.59 -0.20 -0.60 -0.80

-0.18 -0.59 0.20 -0.40

0.25 -0.37 -0.68 -0.84

0.75 0.87 -0.06 -0.53

∫ Γ(S) dS = 0

P(S_T ∈ [a,b])

-0.78 -0.89 -0.94 -0.97

-0.24 0.38 -0.31 -0.65

0.24 -0.38 -0.69 -0.84

0.49 -0.25 -0.62 0.19

-0.97 0.01 -0.49 -0.74

0.53 -0.23 0.38 -0.31

Δ = ∂V/∂S

E[S_T | ℱ_t]

0.13 0.56 0.78 -0.11

Δ = ∂V/∂S

0.52 -0.24 -0.62 0.19

0.44 0.72 0.86 0.93

charm = ∂Δ/∂t

0.00 0.50 -0.25 0.37

Σ OIₖ · Γₖ · S²

P(S_T ∈ [a,b])

dS = μS dt + σS dW

0.65 -0.17 0.41 -0.29

0.97 0.98 -0.01 -0.50

Σ OIₖ · Γₖ · S²

-0.20 -0.60 0.20 0.60

-0.18 0.41 0.70 -0.15

-0.13 0.43 0.71 0.85

0.15 -0.42 0.29 0.64

Δ = ∂V/∂S

P(S_T ∈ [a,b])

-0.78 -0.89 -0.94 -0.97

-0.24 0.38 -0.31 -0.65

0.24 -0.38 -0.69 -0.84

0.49 -0.25 -0.62 0.19

-0.97 0.01 -0.49 -0.74

0.53 -0.23 0.38 -0.31

Δ = ∂V/∂S

E[S_T | ℱ_t]

0.13 0.56 0.78 -0.11

Δ = ∂V/∂S

0.52 -0.24 -0.62 0.19

0.44 0.72 0.86 0.93

charm = ∂Δ/∂t

0.00 0.50 -0.25 0.37

Σ OIₖ · Γₖ · S²

P(S_T ∈ [a,b])

dS = μS dt + σS dW

0.65 -0.17 0.41 -0.29

0.97 0.98 -0.01 -0.50

Σ OIₖ · Γₖ · S²

-0.20 -0.60 0.20 0.60

-0.18 0.41 0.70 -0.15

-0.13 0.43 0.71 0.85

0.15 -0.42 0.29 0.64

Δ = ∂V/∂S

-0.18 -0.59 0.20 0.60

E[S_T | ℱ_t]

0.18 -0.41 -0.70 0.15

0.72 0.86 -0.07 0.46

-0.48 -0.74 -0.87 0.06

dS = μS dt + σS dW

σ(K,τ)

dv = κ(θ − v)dt + ξ√v dW

σ(K,τ)

vanna = ∂²V/∂S∂σ

0.32 -0.34 0.33 -0.33

dS = μS dt + σS dW

0.35 0.67 0.83 0.91

0.09 -0.45 -0.72 -0.86

0.56 -0.22 0.39 0.69

0.29 -0.35 0.32 0.66

Δ = ∂V/∂S

dv = κ(θ − v)dt + ξ√v dW

-0.45 0.27 -0.36 0.32

-0.78 0.11 0.55 0.77

-0.30 -0.65 0.17 0.58

-0.99 -0.99 -0.99 0.00

-0.18 -0.59 -0.79 0.10

σ(K,τ)

∫ Γ(S) dS = 0

-0.86 0.07 -0.46 0.27

-0.18 -0.59 0.20 0.60

E[S_T | ℱ_t]

0.18 -0.41 -0.70 0.15

0.72 0.86 -0.07 0.46

-0.48 -0.74 -0.87 0.06

dS = μS dt + σS dW

σ(K,τ)

dv = κ(θ − v)dt + ξ√v dW

σ(K,τ)

vanna = ∂²V/∂S∂σ

0.32 -0.34 0.33 -0.33

dS = μS dt + σS dW

0.35 0.67 0.83 0.91

0.09 -0.45 -0.72 -0.86

0.56 -0.22 0.39 0.69

0.29 -0.35 0.32 0.66

Δ = ∂V/∂S

dv = κ(θ − v)dt + ξ√v dW

-0.45 0.27 -0.36 0.32

-0.78 0.11 0.55 0.77

-0.30 -0.65 0.17 0.58

-0.99 -0.99 -0.99 0.00

-0.18 -0.59 -0.79 0.10

σ(K,τ)

∫ Γ(S) dS = 0

-0.86 0.07 -0.46 0.27

0.74 0.87 0.93 -0.03

0.73 0.86 -0.07 -0.53

0.60 0.80 0.90 0.95

Σ OIₖ · Γₖ · S²

0.54 0.77 0.88 -0.06

σ(K,τ)

-0.15 -0.57 -0.78 -0.89

Δ = ∂V/∂S

-0.53 -0.76 -0.88 0.06

0.08 -0.46 -0.73 -0.86

-0.48 0.26 0.63 -0.18

Δ = ∂V/∂S

E[S_T | ℱ_t]

Γ = ∂²V/∂S²

P(S_T ∈ [a,b])

0.75 0.87 -0.06 -0.53

dv = κ(θ − v)dt + ξ√v dW

-0.61 0.19 0.59 -0.20

0.44 0.72 0.86 0.93

-0.54 -0.77 -0.88 0.06

∫ Γ(S) dS = 0

0.21 0.60 -0.20 -0.60

Δ = ∂V/∂S

dS = μS dt + σS dW

P(S_T ∈ [a,b])

0.28 -0.36 -0.68 0.16

0.74 0.87 0.93 -0.03

0.73 0.86 -0.07 -0.53

0.60 0.80 0.90 0.95

Σ OIₖ · Γₖ · S²

0.54 0.77 0.88 -0.06

σ(K,τ)

-0.15 -0.57 -0.78 -0.89

Δ = ∂V/∂S

-0.53 -0.76 -0.88 0.06

0.08 -0.46 -0.73 -0.86

-0.48 0.26 0.63 -0.18

Δ = ∂V/∂S

E[S_T | ℱ_t]

Γ = ∂²V/∂S²

P(S_T ∈ [a,b])

0.75 0.87 -0.06 -0.53

dv = κ(θ − v)dt + ξ√v dW

-0.61 0.19 0.59 -0.20

0.44 0.72 0.86 0.93

-0.54 -0.77 -0.88 0.06

∫ Γ(S) dS = 0

0.21 0.60 -0.20 -0.60

Δ = ∂V/∂S

dS = μS dt + σS dW

P(S_T ∈ [a,b])

0.28 -0.36 -0.68 0.16

//////Quant lab

Computed,not guessed.

Behind every level, the engine runs simulation and surface fitting at each update. What you see here is an illustrative rendering of that process, not live data.

SIM-MCStochastic paths

Illustrative simulation

Paths

Iteration

#0000

Convergence0%

Paths simulated from the current price form a density; its quantiles shape the Volatility Envelope, and the Pin Level acts as a gravity well.

SURF-ΓExposure surface

Illustrative simulation

Surface nodes

1,680

Iteration

#0001

ε4.1e-1

Exposure across price and time to expiry. The amber contour is the zero line, the Gamma Flip; the blue band is the Dealer Radius.

//////Access

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