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.

Tracked Symbols
39

Current research universe exposed after member unlock.

Research Payload
Sealed

Daily data and charts are encrypted before static deployment.

Access Model
Member

A member ID and access secret unlock the current release.

Delivery Model
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.

Positioning

Open interest tells you where gravity lives.

Use cross-expiry strike maps to read the nearest magnets, rollover pressure, and structural positioning.

Convexity

Gamma changes how price reacts.

Map dealer convexity and net gamma so pinning risk and acceleration zones are visible before the move.

Volatility

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.

Pressure

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. Comparison charts and preset boards are focused views, not separate websites.