Work with interactive charts, a multi-symbol GEX Matrix, recent options flow, volatility analysis, and session replay in one options workspace.
Price and positioning
523.46Sample last priceStart with the chart, inspect the contracts, and follow how activity and positioning change.
Study price action alongside estimated dealer positioning, then explore the strikes and expirations behind it.
Build a view around the way you analyze price.
Move from an overview to a specific contract.
The Key Levels panel and the Level card add context to each zone: how it moved through the day, what sits near it, and how much traded there.
Where each zone sat and how strong it was through each session.
Recorded from our own readings. A gap means no reading was taken.
The one-standard-deviation range implied by at-the-money option prices for the session.
A model estimate from option prices, not a forecast or a limit.
Other reference levels that sit at or near this zone.
Counts nearby references, not how likely a level is to hold.
Options volume and premium traded at this zone’s strikes today.
Shows trading activity, not who traded or why.
When the steadied gamma regime changed during the session.
Model estimate. Each change is dated from the first reading that started it.
Model estimates from options positioning and trading activity. They describe the session; they don’t forecast it.
Switch the sample symbol, chart style, or positioning overlays.
26 sample 15-minute bars, volume, a moving average, and estimated positioning levels.
Fictional tickers with illustrative prices. This sample watchlist contains no personal account data.
Filter expirations and select a cell to see how the view connects exposure to a contract.
Select a cell to inspect a sample contract.
Colors show signed exposure, not a buy or sell recommendation. Sample session: 2026-06-12.
Pair recent contract activity with exposure, volatility, and recorded positioning changes.
Follow recent options activity on the symbol you are studying.
Explore several dimensions of the options book.
Compare premium, volume, and open interest, then filter the recent flow tape.
Sample cumulative net premium: +$4.8M at the close.
Sides are inferred from where each trade filled against the quote; mixed, mid-quote and multi-leg trades stay neutral. Tape filters affect the sample prints, not the session totals.
Keep a record of how the market developed and choose the conditions you want to monitor.
Revisit the trading days your workspace has recorded.
Create rules around the symbols and levels you follow.
Yes. The ticker flow views show recent contract activity and available sweep, floor, opening, and multi-leg flags. Chart markers can be filtered by premium. Flow needs a configured options-flow data feed; coverage and update speed depend on that feed.
Compare up to four symbols with expiration filters, or explore a single-symbol matrix by strike and expiration. Switch between Net GEX and changes versus the first recorded or live daily reading. Individual strike–expiration cells provide available call/put contract details.
Replay needs enabled history recording and available sessions. It plays back sessions the workspace recorded; how far back intraday GEX can be rebuilt depends on the data feed.
The 3D Surface is a desktop view. Volatility analysis uses recorded surfaces, and day-over-day open-interest analysis needs two recorded days. These tools show unavailable data when the necessary inputs are missing.
They are estimates derived from third-party options data and model assumptions. They are research context, not known dealer books, trade recommendations, or guarantees of future price behavior.
StratosHedge is a data intelligence company focused on organizing and visualizing market information. Our charts, analytics, estimates, alerts, and educational content are provided for informational and educational purposes only. They are not financial, investment, tax, or legal advice, or recommendations to buy, sell, or hold any security.
Investing involves risk. Investing in stocks can result in the loss of some or all money invested. Options involve substantial risk: buyers can lose the entire premium paid, and certain strategies can produce losses greater than the initial investment. Uncovered call writing can expose investors to potentially unlimited losses.
Market data and model estimates may be delayed, incomplete, or inaccurate. You are responsible for your investment decisions.
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