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Resolving current public coverage.
Editorial Market Lab
OptionsResearch Desk
A static research product built for scanning options positioning, dealer convexity, implied volatility structure, and strike-level pressure without the noise of duplicated charts or split visual systems.
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Checking how much of the universe is fully profiled.
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Reading the freshest local update across the tracked universe.
Static
GitHub + Vercel, with JSON and chart assets served directly.
Methodology
Four lenses, one market narrative.
The public site is now focused entirely on market-facing charts and company or ETF profile data. Education archives remain off the main navigation.
Open interest tells you where gravity lives.
Use cross-expiry strike maps to read the nearest magnets, rollover pressure, and structural positioning.
Gamma changes how price reacts.
Map dealer convexity and net gamma so pinning risk and acceleration zones are visible before the move.
Term structure reveals what the options market is charging for uncertainty.
ATM IV, surface, smile, skew, and history frames are grouped into one dedicated regime chapter.
Heatmaps show where participation is crowding.
Call and put pressure maps now sit together so overhead participation and downside hedge demand can be read as a pair.
Board Access
Choose the lens that matches your workflow.
Market Radar is the primary entry. Preset boards are just filtered views, not separate websites.