Options alpha lab

Vol regime, tail risk, and compression scanner

Volatility term-structure analyzer, realized-vs-implied spread monitor, IV percentile/rank composite, vol-of-vol regime detector, tail-risk pricing, IV crush, event decay, dispersion, and compression breakout dashboard.

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.

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