Delta-Weighted Net Flow (Ξ Γ Volume) β All Expiries
Delta Flip vs Price
Gamma Exposure Trend β All Expiries
π Daily Flip Level History (All Expiries)
Date
Price
Ξ³ Flip
Ξ Flip
Above Ξ³?
Above Ξ?
GEX
Expiries
Greeks
π Daily OI Change (Call vs Put)
π Daily Volume Change (Call vs Put)
π Cumulative OI Change (from period start)
π OI Change vs Price Change
π How to Read OI + Price Changes
β Price + β OI
π’ Strong Bull (Long Build-Up)
New money entering on the long side. Smart money is opening fresh positions betting on higher prices. This is the strongest bullish signal β trend has conviction.
β Price + β OI
π΄ Long Liquidation (Longs Exiting)
Longs closing positions. Falling OI means positions are being unwound, not new shorts being added. The decline may exhaust once longs finish exiting.
β Price + β OI
π΄ Short Build-Up
New money entering on the short side. Fresh put positions or short calls being opened. This is the strongest bearish signal β active selling pressure with commitment.
β Price + β OI
π‘ Short Covering (Weak Rally)
Shorts closing, not new longs entering. Price rises as sellers buy back positions. Rally may be temporary β watch for OI to start rising to confirm real buyers stepping in.
π‘ Volume Change Signals
β Call Volume Surge
Aggressive call buying β directional bullish bets or hedging short positions. Check if OI also rises (new positions) vs flat OI (day-trading).
β Put Volume Surge
Heavy put buying β downside protection or directional bearish bets. P/C ratio rising above 1.0 = fear. Watch for put volume spike at support β potential reversal.
Volume Drying Up
Declining volume across both sides = indecision. Market waiting for a catalyst. Breakout from low-volume consolidation tends to be explosive.
Volume Shift (CβP or PβC)
Rotation from calls to puts (or vice versa) without total volume change = sentiment shift. Early warning of trend change before price confirms.
β Add New Ticker
π What will be collected:
π
Every 60 seconds Options volume, Greeks, bid/ask for 3 nearest expiries
π
End of day (EOD) Full snapshot of ALL expiries β 20-30+ tenors with complete strike data
π
OHLC candles 1-minute price candles, 2 days of history
π―
Influence map Weighted expiry contributions for cross-tenor analysis
π What you'll see on this dashboard:
π
OI trends Call/Put open interest buildup over days and weeks
ΞΞ³
Delta & Gamma flip levels Key support/resistance from options positioning
π§²
GEX evolution Gamma exposure regime tracking (mean-revert vs trending)
βοΈ
P/C ratio & delta flow Directional bias from volume-weighted positioning
β± Data will start appearing after the first trading session. EOD full snapshot takes ~5-10 minutes per symbol at session close.