Methodology
HYPOTHETICAL MODEL · NOT INVESTMENT ADVICE · EDUCATIONAL ONLY
Market Environment
Market Regime
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VIX
VIX / VIX3M
SPX GEX Regime
Current Tier
TIER 3
SPX Dealer Gamma Exposure
The curve shows estimated dealer gamma exposure across strike levels. Red fill = negative gamma (dealers amplify moves — selling as prices fall, buying as prices rise). The trough marks the put wall.
Current Status
VIX Term Structure
The VIX curve shows implied volatility across time. Downward slope (inverted) = higher near-term IV than longer-term. Upward slope (contango) = lower near-term IV (normal conditions).
Current Status
Regime Summary
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Why Does The Curve Shape Matter?
Contango (upward slope) = dealers absorb shocks = low vol, grind higher. Inverted (downward slope) = dealers amplify moves in both directions + vanna widens the range of outcomes daily. The model watches for the flip between these two states. Read the full methodology
Model Output
Model Observations
Click any row to expand details
Previous session · —
Ticker Price Event Type Score Tier GEX Profile
▶ Click a row to see put wall, spot distance, and model notes
No active model events today
The screener hasn't flagged any observations in the current session. This is normal — the model only fires when specific gamma conditions align. Use this time to review previous events or read through the methodology.
Outcomes
Events Observed
5D Positive Rate
Avg 5D Return
Close-to-close, from event date
Current Regime
Disclaimer — This dashboard is for informational and educational purposes only. No trades were executed. Past observations do not predict future outcomes. Nothing on this page constitutes financial advice.