Options alpha cockpit

Volatility surface and options alpha validation map

A visual AlphaOS cockpit for options structure, cross-venue context, dealer pressure, flow, pin risk, vol regime, and stress mapping.

Open L2 heatmap

Alpha modules

Jump into the focused alpha dashboards: options structure, dealer pressure, flow, pin risk, vol regime, and reflexivity stress.

IV Surface

Smile dynamics, term structure, IV rank, forward vol.

Dealer Gamma

GEX, vanna/charm, gamma flip, hedging reflexivity.

Flow / Unwind

Pressure unwind, zero-DTE flow, sweeps, OI migration.

OI / Pin Risk

Put-call walls, max pain, strike magnets, pin-risk levels.

Vol Regime

RV/IV spreads, vol-of-vol, tail risk, compression breakouts.

Stress Map

Liquidity vacuum, MM inventory stress, cascade risk, correlations.

Spot / index

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Nearest option underlying price

ATM IV

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Nearest mark-IV contract

DVOL / HV

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Historical vol —

IV - HV spread

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ATM implied less realized/historical volatility

Freshness

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Latest chain snapshot

Interactive IV / OI surface

Matrix is grouped by expiry and strike. Switch metric to find rich IV pockets, OI walls, or premium-flow hot spots.

No IV surface rows yet. Run the public collector to seed the matrix.

Strike level map

Bookmap-like OI ladder around spot. Green call walls and red put walls highlight likely pin/magnet zones.

0 strikes

No strike-level OI rows yet.

DVOL candlestick heatmap

Vol-index OHLC with heat intensity, overlaid with historical volatility to spot implied/realized dislocations.

0 candles

No DVOL candles yet.

Options bookmap

Stored Deribit depth snapshots for the selected contract. Click surface or level rows to switch contracts.

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Option chain scanner

Rows remain available for exact contract inspection after the visual scan identifies a level.

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Instrument	Type	Strike	Bid / Ask	Mark IV	OI

No option chain rows yet.

Term structure + skew

25-delta risk reversal and ATM IV by expiry.

0 expiries

No Greeks/skew rows yet.

Open interest by expiry

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Recent option flow

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Call premium

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Put premium

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No recent flow in the selected window.

Cross-venue context

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No cross-venue rows yet.

Collector freshness

Backend reports latest rows per venue/market/symbol from /api/options/metadata.

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