Asset Overview
14 assets · tab 1 / 2Regime Probability Distribution
Volatility & Sentiment (Intermarket Regime)
data pending · warehouse observations incompleteRetailer jagen Call-Optionen auf Momentum-Aktien — extremes Gier-Setup am empfindlichsten Ende des Marktes.
Institutionelle sichern Gesamtportfolio über Index-Puts ab — strukturelle Absicherung in der Pipeline.
Einzelaktien entkoppeln untereinander (Dispersion) — der Index wird künstlich stabil gehalten.
Aggressive Nachfrage nach Out-of-the-Money Puts (Krisen-/Crash-Schutz). Markt wirkt oberflächlich ruhig.
VIX-Option-Pricing komprimiert — Marktteilnehmer kaufen billigen Schutz für spätere Fat-Tail-Events, keine sofortige Volatilitätsexplosion.
Kontango / gesunder Markt — kurzfristige Intraday-Gammaschocks eingepreist, kein Spillover in Folge-Volas.
Standard Term Structure — kein kurzfristiges Stress-Signal in der Vola-Kurve.
Keine vollständige Live-Diagnose: erforderliche Volatilitäts- und Cross-Asset-Beobachtungen fehlen im Warehouse.
Institutional Macro Regime & Transition Matrix
The mathematical vector indicates systemic capital de-risking. High-beta growth assets are facing institutional distribution, while liquidity is rotating into defensive havens.
With Crisis probability at 0.0% and a medium · weighting shift velocity, the market is on the verge of a Volatility Expansion. The probability of an abrupt Gamma Squeeze is elevated.
- 👉 Delta Exposure: Aggressively reduce Long Delta. Hedging required.
- 👉 Volatility Strategy: Implement Long Vega structures (Long Put Spreads) or high-strike Tail-Hedges.
Die regime transitions Probability basiert auf gewichteter Kombination aus Composite-Score, Intermarket-Divergenzen, VIX-Term-Structure und Smart/Dumb-Money-Spread. Vier-Quadranten-Modell mit Markov-Übergängen.
Signal Dependency Graph
1. Net GEX Regime
| Asset | Net GEX | Total GEX | Neg Skew | Status |
|---|---|---|---|---|
| No GEX-eligible underlyings in this tab yet. | ||||
2. Put/Call GEX Ratio Escalation
3. Gamma Grid · GEX Heatmap
4. Expiry Clustering / Gamma-Cliff Calendar
No expiry data loaded
5. IV vs HV Spread
| Asset | IV | HV | Spread (bp) | IV-Rank | Flag |
|---|---|---|---|---|---|
| SPX | No data | ||||
| NDX | No data | ||||
| SPY | No data | ||||
| QQQ | No data | ||||
| VIX | No data | ||||
| IWM | No data | ||||
| DIA | No data | ||||
| TLT | No data | ||||
| HYG | No data | ||||
| IBIT | No data | ||||
| XLF | No data | ||||
| XLE | No data | ||||
6. Correlation Snap Detector
Rolling pairwise correlation vs group anchor over the last ~60 1-min warehouse quotes.
7. GEX Acceleration
8. Net DEX Monitor
9. OTM Put Volume Explosion
10. Composite Shock Score
11. VIX Term Structure
Insufficient live VIX term-structure observations
Insufficient live observations for a trustworthy term-structure calculation.
12. Inter-Asset Correlation Matrix
Returns-based Pearson correlation over the last ~60 1-min warehouse quotes for the active tab group (11 assets). Diagonal = 1.0 (self). VIX/VVIX/VIX1D are excluded (no optionable GEX series). High positive correlations signal systemic deleveraging risk.
13. Dealer Aggregate Positioning
Aggregated dealer gamma/delta exposure across all warehouse-backed assets. Bar scale = largest per-asset |net GEX| so the aggregate position stays legible. Negative skew >25% indicates broad dealer short-gamma regime — amplifies realized volatility on any downside move.
14. GEX Distribution by Strike
GEX distribution by strike for SPX. Spot price marked with cyan dashed line. Gamma wall (red) = price magnet on downside. Gamma ceiling (cyan) = resistance on upside.
Strike profile is derived deterministically from net GEX, put/call ratio, and spot using the same warehouse GEX snapshot the Gamma Grid (module 3) renders.