Gamma, levels & flowbeyond SPX
Two dashboards in one plan — quantedTicker and quantedFlow. What's in it:
- Gamma, charm, vanna and delta exposure for your favorite ETFs and equities
- The price chart with the gamma behind it — call wall, put wall and the flip drawn on
- Net delta, premium flow and the contracts printing unusual volume
- Volatility panels — IV rank, term structure, skew, IV surface
- quantedFlow, the options-flow scanner across 600+ tickers
- Every minute, with replay of any minute of any day
Price × Gamma — the day's price over the gamma behind it, with the call wall, put wall and flip drawn across. The session strip above.
What you get
What's on the screen.
Price × Gamma
The day's price chart with the gamma behind it. The strikes carrying the most gamma show as colour under the price line, and the call wall, put wall and gamma flip are drawn straight across it. One look shows which strikes matter today and where price sits against them.
Session strip & levels
The numbers that matter, always on screen: the price and its move since the open, whether net gamma is positive or negative, whether calls or puts are taking more premium, and a row of the key strikes — call wall, put wall, flip, top five — each with how far it is from the current price.
Strike Profile
Gamma strike by strike, as a bar ladder around the current price. Switch to the table and every expiry becomes a column, with the biggest strike in each one lit up — where the gamma sits today, and where it sits further out.
Net delta & premium flow
Two session charts. Net delta shows how the option book's directional exposure shifts minute by minute, today's expiry against the rest. Premium flow shows where the money went — dollars traded in calls and puts at each strike, so the busiest strikes stand out.
Unusual volume
The contracts trading far more than their open interest — the flow that stands out today, for the ticker you're on. Ranked by premium; pick one and its 1-minute chart opens beside it.
Volatility mode
Flip the dashboard from positioning to implied volatility. IV rank and percentile with the expected 30-day move, the term structure across expiries, call and put skew, a strike-by-expiry IV table that colours by level or by change since the open, and an IV surface. It replays with the scrubber like everything else.
quantedFlow, included
The options-flow scanner, in its own dashboard: unusual options activity as it prints across 600+ names, ranked by premium, volume against open interest and delta-weighted flow — the same scanner Classic and Ultra carry.
Replay, favorites & layouts
Every minute of every session is kept. Drag the scrubber back and everything on screen redraws as of that minute, so you can watch how a day unfolded. Star your tickers, search with ⌘K, arrange the panes the way you like — and a How to use guide describes every display.
One screen, the whole session
Price, gamma, net delta and premium flow — all as of the same minute.
The default layout. Six ways to arrange the panes; click any pane title to swap what it shows.
Volatility mode
Implied volatility, the same way: rank, term structure, skew, surface.
One switch beside the ticker swaps the positioning grid for five panels of implied volatility. IV Rank shows where today's 30-day IV sits against the sessions held and what move that implies; Term Structure lines up the at-the-money IV of every expiry against its usual band; Skew puts call and put IV side by side on the 30-day expiry; the Fixed-Strike table and the IV Surface show every strike and expiry, coloured by level or by how much each has moved since the open, the last 15 minutes or the previous close.
IV history is built nightly for each ticker as its chains are captured, so the index ETFs carry the longest history today.
Unusual volume
The contracts trading unusual size — and the chart behind each one.
Contracts trading at least their open interest today, ranked by premium — this replays with the scrubber too.
The data
Consolidated across every US options exchange.
quantedTrader is built on data consolidated from every US options exchange. Gamma, net delta and premium flow are computed from that cross-exchange tape, not a single venue, so what you see reflects the whole market.
And it's recomputed every minute through the trading day — a fresh snapshot per ticker each minute, kept, so any minute of any day can be replayed. The table below is the Strike Profile with every expiry as a column, the biggest strike in each one lit.
quantedTrader does not include the licensed CBOE SPX/VIX quantedGamma dashboard, API access or the Orderflow Plugin — those live in quantedGamma Classic, Ultra and the plugin.
$39/mo. Beyond SPX.
Gamma heat on price, the walls and the flip, net delta, premium flow, unusual volume, a volatility mode and the quantedFlow scanner — across 600+ tickers, every minute.
Need licensed SPX CBOE gamma or API? See quantedGamma Classic & Ultra →